E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 1,130.00 1,120.50 -9.50 -0.8% 1,118.50
High 1,134.50 1,144.50 10.00 0.9% 1,144.50
Low 1,117.25 1,118.50 1.25 0.1% 1,117.00
Close 1,120.50 1,143.25 22.75 2.0% 1,143.25
Range 17.25 26.00 8.75 50.7% 27.50
ATR 17.04 17.68 0.64 3.8% 0.00
Volume 2,183,277 1,841,773 -341,504 -15.6% 9,843,633
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,213.50 1,204.25 1,157.50
R3 1,187.50 1,178.25 1,150.50
R2 1,161.50 1,161.50 1,148.00
R1 1,152.25 1,152.25 1,145.75 1,157.00
PP 1,135.50 1,135.50 1,135.50 1,137.75
S1 1,126.25 1,126.25 1,140.75 1,131.00
S2 1,109.50 1,109.50 1,138.50
S3 1,083.50 1,100.25 1,136.00
S4 1,057.50 1,074.25 1,129.00
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,217.50 1,207.75 1,158.50
R3 1,190.00 1,180.25 1,150.75
R2 1,162.50 1,162.50 1,148.25
R1 1,152.75 1,152.75 1,145.75 1,157.50
PP 1,135.00 1,135.00 1,135.00 1,137.25
S1 1,125.25 1,125.25 1,140.75 1,130.00
S2 1,107.50 1,107.50 1,138.25
S3 1,080.00 1,097.75 1,135.75
S4 1,052.50 1,070.25 1,128.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,144.50 1,117.00 27.50 2.4% 18.75 1.6% 95% True False 1,968,726
10 1,144.50 1,108.00 36.50 3.2% 15.75 1.4% 97% True False 1,999,289
20 1,144.50 1,032.50 112.00 9.8% 17.50 1.5% 99% True False 1,154,851
40 1,144.50 1,032.50 112.00 9.8% 17.75 1.5% 99% True False 579,738
60 1,144.50 998.75 145.75 12.7% 19.25 1.7% 99% True False 387,390
80 1,144.50 998.75 145.75 12.7% 20.00 1.7% 99% True False 290,732
100 1,165.50 998.75 166.75 14.6% 22.50 2.0% 87% False False 232,611
120 1,208.00 998.75 209.25 18.3% 21.25 1.9% 69% False False 193,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.18
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,255.00
2.618 1,212.50
1.618 1,186.50
1.000 1,170.50
0.618 1,160.50
HIGH 1,144.50
0.618 1,134.50
0.500 1,131.50
0.382 1,128.50
LOW 1,118.50
0.618 1,102.50
1.000 1,092.50
1.618 1,076.50
2.618 1,050.50
4.250 1,008.00
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 1,139.25 1,139.00
PP 1,135.50 1,135.00
S1 1,131.50 1,131.00

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

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