E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 1,164.00 1,174.75 10.75 0.9% 1,161.50
High 1,180.00 1,186.25 6.25 0.5% 1,181.00
Low 1,160.50 1,167.25 6.75 0.6% 1,151.75
Close 1,174.75 1,175.75 1.00 0.1% 1,175.00
Range 19.50 19.00 -0.50 -2.6% 29.25
ATR 17.37 17.49 0.12 0.7% 0.00
Volume 2,287,491 2,407,311 119,820 5.2% 10,104,159
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,233.50 1,223.50 1,186.25
R3 1,214.50 1,204.50 1,181.00
R2 1,195.50 1,195.50 1,179.25
R1 1,185.50 1,185.50 1,177.50 1,190.50
PP 1,176.50 1,176.50 1,176.50 1,179.00
S1 1,166.50 1,166.50 1,174.00 1,171.50
S2 1,157.50 1,157.50 1,172.25
S3 1,138.50 1,147.50 1,170.50
S4 1,119.50 1,128.50 1,165.25
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,257.00 1,245.25 1,191.00
R3 1,227.75 1,216.00 1,183.00
R2 1,198.50 1,198.50 1,180.25
R1 1,186.75 1,186.75 1,177.75 1,192.50
PP 1,169.25 1,169.25 1,169.25 1,172.25
S1 1,157.50 1,157.50 1,172.25 1,163.50
S2 1,140.00 1,140.00 1,169.75
S3 1,110.75 1,128.25 1,167.00
S4 1,081.50 1,099.00 1,159.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,186.25 1,155.50 30.75 2.6% 19.50 1.7% 66% True False 2,370,619
10 1,186.25 1,145.50 40.75 3.5% 17.50 1.5% 74% True False 2,128,189
20 1,186.25 1,118.50 67.75 5.8% 17.25 1.5% 85% True False 2,063,553
40 1,186.25 1,032.50 153.75 13.1% 17.25 1.5% 93% True False 1,563,442
60 1,186.25 1,032.50 153.75 13.1% 17.50 1.5% 93% True False 1,043,657
80 1,186.25 998.75 187.50 15.9% 18.50 1.6% 94% True False 783,475
100 1,186.25 998.75 187.50 15.9% 19.50 1.7% 94% True False 626,879
120 1,190.25 998.75 191.50 16.3% 21.75 1.8% 92% False False 522,420
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,267.00
2.618 1,236.00
1.618 1,217.00
1.000 1,205.25
0.618 1,198.00
HIGH 1,186.25
0.618 1,179.00
0.500 1,176.75
0.382 1,174.50
LOW 1,167.25
0.618 1,155.50
1.000 1,148.25
1.618 1,136.50
2.618 1,117.50
4.250 1,086.50
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 1,176.75 1,174.00
PP 1,176.50 1,172.50
S1 1,176.00 1,171.00

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

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