E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 1,197.50 1,202.75 5.25 0.4% 1,195.50
High 1,200.00 1,206.00 6.00 0.5% 1,205.75
Low 1,187.50 1,182.50 -5.00 -0.4% 1,171.00
Close 1,198.25 1,198.00 -0.25 0.0% 1,198.25
Range 12.50 23.50 11.00 88.0% 34.75
ATR 15.90 16.44 0.54 3.4% 0.00
Volume 1,732,259 2,209,898 477,639 27.6% 11,056,767
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,266.00 1,255.50 1,211.00
R3 1,242.50 1,232.00 1,204.50
R2 1,219.00 1,219.00 1,202.25
R1 1,208.50 1,208.50 1,200.25 1,202.00
PP 1,195.50 1,195.50 1,195.50 1,192.25
S1 1,185.00 1,185.00 1,195.75 1,178.50
S2 1,172.00 1,172.00 1,193.75
S3 1,148.50 1,161.50 1,191.50
S4 1,125.00 1,138.00 1,185.00
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,296.00 1,281.75 1,217.25
R3 1,261.25 1,247.00 1,207.75
R2 1,226.50 1,226.50 1,204.50
R1 1,212.25 1,212.25 1,201.50 1,219.50
PP 1,191.75 1,191.75 1,191.75 1,195.25
S1 1,177.50 1,177.50 1,195.00 1,184.50
S2 1,157.00 1,157.00 1,192.00
S3 1,122.25 1,142.75 1,188.75
S4 1,087.50 1,108.00 1,179.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,206.00 1,171.00 35.00 2.9% 18.25 1.5% 77% True False 2,239,133
10 1,224.75 1,171.00 53.75 4.5% 17.00 1.4% 50% False False 2,260,941
20 1,224.75 1,167.75 57.00 4.8% 15.75 1.3% 53% False False 2,111,739
40 1,224.75 1,127.00 97.75 8.2% 16.00 1.3% 73% False False 2,081,976
60 1,224.75 1,032.75 192.00 16.0% 16.25 1.4% 86% False False 1,795,212
80 1,224.75 1,032.50 192.25 16.0% 16.75 1.4% 86% False False 1,347,618
100 1,224.75 998.75 226.00 18.9% 17.75 1.5% 88% False False 1,078,626
120 1,224.75 998.75 226.00 18.9% 18.75 1.6% 88% False False 898,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,306.00
2.618 1,267.50
1.618 1,244.00
1.000 1,229.50
0.618 1,220.50
HIGH 1,206.00
0.618 1,197.00
0.500 1,194.25
0.382 1,191.50
LOW 1,182.50
0.618 1,168.00
1.000 1,159.00
1.618 1,144.50
2.618 1,121.00
4.250 1,082.50
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 1,196.75 1,195.75
PP 1,195.50 1,193.75
S1 1,194.25 1,191.50

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

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