E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	1,115.75	1,115.50	-0.25	0.0%	1,094.50
High	1,122.50	1,121.50	-1.00	-0.1%	1,107.00
Low	1,110.25	1,109.00	-1.25	-0.1%	1,081.75
Close	1,115.75	1,120.75	5.00	0.4%	1,105.00
Range	12.25	12.50	0.25	2.0%	25.25
ATR	18.07	17.67	-0.40	-2.2%	0.00
Volume	2,288,459	2,083,063	-205,396	-9.0%	3,026,516

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,154.50	1,150.25	1,127.50
R3	1,142.00	1,137.75	1,124.25
R2	1,129.50	1,129.50	1,123.00
R1	1,125.25	1,125.25	1,122.00	1,127.50
PP	1,117.00	1,117.00	1,117.00	1,118.25
S1	1,112.75	1,112.75	1,119.50	1,115.00
S2	1,104.50	1,104.50	1,118.50
S3	1,092.00	1,100.25	1,117.25
S4	1,079.50	1,087.75	1,114.00

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,173.75	1,164.50	1,119.00
R3	1,148.50	1,139.25	1,112.00
R2	1,123.25	1,123.25	1,109.75
R1	1,114.00	1,114.00	1,107.25	1,118.50
PP	1,098.00	1,098.00	1,098.00	1,100.25
S1	1,088.75	1,088.75	1,102.75	1,093.50
S2	1,072.75	1,072.75	1,100.25
S3	1,047.50	1,063.50	1,098.00
S4	1,022.25	1,038.25	1,091.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,122.50	1,092.00	30.50	2.7%	12.25	1.1%	94%	False	False	1,803,521
10	1,122.50	1,045.75	76.75	6.8%	15.75	1.4%	98%	False	False	942,608
20	1,122.50	1,032.50	90.00	8.0%	18.00	1.6%	98%	False	False	475,559
40	1,122.50	1,032.50	90.00	8.0%	18.25	1.6%	98%	False	False	239,289
60	1,122.50	998.75	123.75	11.0%	19.75	1.8%	99%	False	False	160,270
80	1,125.00	998.75	126.25	11.3%	21.00	1.9%	97%	False	False	120,243
100	1,208.00	998.75	209.25	18.7%	22.75	2.0%	58%	False	False	96,224
120	1,208.00	998.75	209.25	18.7%	20.75	1.8%	58%	False	False	80,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,174.50
2.618	1,154.25
1.618	1,141.75
1.000	1,134.00
0.618	1,129.25
HIGH	1,121.50
0.618	1,116.75
0.500	1,115.25
0.382	1,113.75
LOW	1,109.00
0.618	1,101.25
1.000	1,096.50
1.618	1,088.75
2.618	1,076.25
4.250	1,056.00

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	1,119.00	1,119.00
PP	1,117.00	1,117.00
S1	1,115.25	1,115.25

Download as Excel Spreadsheet

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

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