E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 1,195.25 1,175.75 -19.50 -1.6% 1,220.50
High 1,195.25 1,182.00 -13.25 -1.1% 1,224.75
Low 1,171.00 1,173.25 2.25 0.2% 1,191.50
Close 1,174.75 1,177.50 2.75 0.2% 1,195.50
Range 24.25 8.75 -15.50 -63.9% 33.25
ATR 16.24 15.71 -0.54 -3.3% 0.00
Volume 3,168,883 2,017,449 -1,151,434 -36.3% 10,854,213
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,203.75 1,199.50 1,182.25
R3 1,195.00 1,190.75 1,180.00
R2 1,186.25 1,186.25 1,179.00
R1 1,182.00 1,182.00 1,178.25 1,184.00
PP 1,177.50 1,177.50 1,177.50 1,178.75
S1 1,173.25 1,173.25 1,176.75 1,175.50
S2 1,168.75 1,168.75 1,176.00
S3 1,160.00 1,164.50 1,175.00
S4 1,151.25 1,155.75 1,172.75
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,303.75 1,282.75 1,213.75
R3 1,270.50 1,249.50 1,204.75
R2 1,237.25 1,237.25 1,201.50
R1 1,216.25 1,216.25 1,198.50 1,210.00
PP 1,204.00 1,204.00 1,204.00 1,200.75
S1 1,183.00 1,183.00 1,192.50 1,177.00
S2 1,170.75 1,170.75 1,189.50
S3 1,137.50 1,149.75 1,186.25
S4 1,104.25 1,116.50 1,177.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,213.75 1,171.00 42.75 3.6% 15.75 1.3% 15% False False 2,359,821
10 1,224.75 1,171.00 53.75 4.6% 15.50 1.3% 12% False False 2,251,261
20 1,224.75 1,167.25 57.50 4.9% 15.00 1.3% 18% False False 2,079,505
40 1,224.75 1,117.25 107.50 9.1% 16.00 1.4% 56% False False 2,065,928
60 1,224.75 1,032.50 192.25 16.3% 16.50 1.4% 75% False False 1,695,542
80 1,224.75 1,032.50 192.25 16.3% 16.75 1.4% 75% False False 1,272,535
100 1,224.75 998.75 226.00 19.2% 18.25 1.5% 79% False False 1,018,614
120 1,224.75 998.75 226.00 19.2% 18.75 1.6% 79% False False 848,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.88
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,219.25
2.618 1,205.00
1.618 1,196.25
1.000 1,190.75
0.618 1,187.50
HIGH 1,182.00
0.618 1,178.75
0.500 1,177.50
0.382 1,176.50
LOW 1,173.25
0.618 1,167.75
1.000 1,164.50
1.618 1,159.00
2.618 1,150.25
4.250 1,136.00
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 1,177.50 1,188.50
PP 1,177.50 1,184.75
S1 1,177.50 1,181.00

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

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