E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 1,094.50 1,086.25 -8.25 -0.8% 1,058.50
High 1,102.25 1,097.75 -4.50 -0.4% 1,099.50
Low 1,085.00 1,081.75 -3.25 -0.3% 1,032.75
Close 1,086.25 1,094.50 8.25 0.8% 1,098.50
Range 17.25 16.00 -1.25 -7.2% 66.75
ATR 20.18 19.88 -0.30 -1.5% 0.00
Volume 39,641 322,727 283,086 714.1% 71,886
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,139.25 1,133.00 1,103.25
R3 1,123.25 1,117.00 1,099.00
R2 1,107.25 1,107.25 1,097.50
R1 1,101.00 1,101.00 1,096.00 1,104.00
PP 1,091.25 1,091.25 1,091.25 1,093.00
S1 1,085.00 1,085.00 1,093.00 1,088.00
S2 1,075.25 1,075.25 1,091.50
S3 1,059.25 1,069.00 1,090.00
S4 1,043.25 1,053.00 1,085.75
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,277.25 1,254.50 1,135.25
R3 1,210.50 1,187.75 1,116.75
R2 1,143.75 1,143.75 1,110.75
R1 1,121.00 1,121.00 1,104.50 1,132.50
PP 1,077.00 1,077.00 1,077.00 1,082.50
S1 1,054.25 1,054.25 1,092.50 1,065.50
S2 1,010.25 1,010.25 1,086.25
S3 943.50 987.50 1,080.25
S4 876.75 920.75 1,061.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,102.25 1,045.75 56.50 5.2% 19.50 1.8% 86% False False 81,695
10 1,102.25 1,032.50 69.75 6.4% 20.50 1.9% 89% False False 46,343
20 1,113.75 1,032.50 81.25 7.4% 20.25 1.8% 76% False False 25,423
40 1,122.50 1,032.50 90.00 8.2% 19.50 1.8% 69% False False 14,321
60 1,125.00 998.75 126.25 11.5% 20.25 1.9% 76% False False 10,015
80 1,138.00 998.75 139.25 12.7% 22.25 2.0% 69% False False 7,533
100 1,208.00 998.75 209.25 19.1% 23.00 2.1% 46% False False 6,054
120 1,208.00 998.75 209.25 19.1% 20.75 1.9% 46% False False 5,050
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,165.75
2.618 1,139.75
1.618 1,123.75
1.000 1,113.75
0.618 1,107.75
HIGH 1,097.75
0.618 1,091.75
0.500 1,089.75
0.382 1,087.75
LOW 1,081.75
0.618 1,071.75
1.000 1,065.75
1.618 1,055.75
2.618 1,039.75
4.250 1,013.75
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 1,093.00 1,093.50
PP 1,091.25 1,092.75
S1 1,089.75 1,091.75

These figures are updated between 7pm and 10pm EST after a trading day.

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