E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 1,135.75 1,143.25 7.50 0.7% 1,144.00
High 1,146.50 1,144.00 -2.50 -0.2% 1,153.50
Low 1,134.50 1,127.00 -7.50 -0.7% 1,127.25
Close 1,142.25 1,134.75 -7.50 -0.7% 1,142.25
Range 12.00 17.00 5.00 41.7% 26.25
ATR 16.98 16.98 0.00 0.0% 0.00
Volume 2,065,971 1,847,307 -218,664 -10.6% 10,388,654
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,186.25 1,177.50 1,144.00
R3 1,169.25 1,160.50 1,139.50
R2 1,152.25 1,152.25 1,137.75
R1 1,143.50 1,143.50 1,136.25 1,139.50
PP 1,135.25 1,135.25 1,135.25 1,133.25
S1 1,126.50 1,126.50 1,133.25 1,122.50
S2 1,118.25 1,118.25 1,131.75
S3 1,101.25 1,109.50 1,130.00
S4 1,084.25 1,092.50 1,125.50
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,219.75 1,207.25 1,156.75
R3 1,193.50 1,181.00 1,149.50
R2 1,167.25 1,167.25 1,147.00
R1 1,154.75 1,154.75 1,144.75 1,148.00
PP 1,141.00 1,141.00 1,141.00 1,137.50
S1 1,128.50 1,128.50 1,139.75 1,121.50
S2 1,114.75 1,114.75 1,137.50
S3 1,088.50 1,102.25 1,135.00
S4 1,062.25 1,076.00 1,127.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,153.50 1,127.00 26.50 2.3% 16.25 1.4% 29% False True 2,178,714
10 1,153.50 1,117.25 36.25 3.2% 16.50 1.5% 48% False False 2,029,229
20 1,153.50 1,081.75 71.75 6.3% 15.50 1.4% 74% False False 1,762,768
40 1,153.50 1,032.50 121.00 10.7% 17.50 1.6% 85% False False 885,111
60 1,153.50 1,032.50 121.00 10.7% 18.25 1.6% 85% False False 591,138
80 1,153.50 998.75 154.75 13.6% 19.00 1.7% 88% False False 443,676
100 1,164.75 998.75 166.00 14.6% 21.00 1.9% 82% False False 354,958
120 1,208.00 998.75 209.25 18.4% 21.75 1.9% 65% False False 295,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,216.25
2.618 1,188.50
1.618 1,171.50
1.000 1,161.00
0.618 1,154.50
HIGH 1,144.00
0.618 1,137.50
0.500 1,135.50
0.382 1,133.50
LOW 1,127.00
0.618 1,116.50
1.000 1,110.00
1.618 1,099.50
2.618 1,082.50
4.250 1,054.75
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 1,135.50 1,140.25
PP 1,135.25 1,138.50
S1 1,135.00 1,136.50

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

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