E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 1,115.50 1,121.00 5.50 0.5% 1,094.50
High 1,121.50 1,124.00 2.50 0.2% 1,107.00
Low 1,109.00 1,112.75 3.75 0.3% 1,081.75
Close 1,120.75 1,122.50 1.75 0.2% 1,105.00
Range 12.50 11.25 -1.25 -10.0% 25.25
ATR 17.67 17.21 -0.46 -2.6% 0.00
Volume 2,083,063 1,866,295 -216,768 -10.4% 3,026,516
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,153.50 1,149.25 1,128.75
R3 1,142.25 1,138.00 1,125.50
R2 1,131.00 1,131.00 1,124.50
R1 1,126.75 1,126.75 1,123.50 1,129.00
PP 1,119.75 1,119.75 1,119.75 1,120.75
S1 1,115.50 1,115.50 1,121.50 1,117.50
S2 1,108.50 1,108.50 1,120.50
S3 1,097.25 1,104.25 1,119.50
S4 1,086.00 1,093.00 1,116.25
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 1,124.00 1,095.50 28.50 2.5% 11.50 1.0% 95% True False 1,950,002
10 1,124.00 1,071.50 52.50 4.7% 13.75 1.2% 97% True False 1,127,320
20 1,124.00 1,032.50 91.50 8.2% 17.75 1.6% 98% True False 568,701
40 1,124.00 1,032.50 91.50 8.2% 18.00 1.6% 98% True False 285,798
60 1,124.00 998.75 125.25 11.2% 19.50 1.7% 99% True False 191,363
80 1,125.00 998.75 126.25 11.2% 21.00 1.9% 98% False False 143,571
100 1,206.25 998.75 207.50 18.5% 22.75 2.0% 60% False False 114,882
120 1,208.00 998.75 209.25 18.6% 20.75 1.9% 59% False False 95,749
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,171.75
2.618 1,153.50
1.618 1,142.25
1.000 1,135.25
0.618 1,131.00
HIGH 1,124.00
0.618 1,119.75
0.500 1,118.50
0.382 1,117.00
LOW 1,112.75
0.618 1,105.75
1.000 1,101.50
1.618 1,094.50
2.618 1,083.25
4.250 1,065.00
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 1,121.00 1,120.50
PP 1,119.75 1,118.50
S1 1,118.50 1,116.50

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

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