E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 1,178.00 1,194.00 16.00 1.4% 1,202.75
High 1,197.50 1,200.50 3.00 0.3% 1,206.00
Low 1,175.50 1,182.50 7.00 0.6% 1,174.75
Close 1,196.50 1,183.25 -13.25 -1.1% 1,183.25
Range 22.00 18.00 -4.00 -18.2% 31.25
ATR 17.29 17.34 0.05 0.3% 0.00
Volume 1,818,843 963,332 -855,511 -47.0% 7,445,383
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,242.75 1,231.00 1,193.25
R3 1,224.75 1,213.00 1,188.25
R2 1,206.75 1,206.75 1,186.50
R1 1,195.00 1,195.00 1,185.00 1,192.00
PP 1,188.75 1,188.75 1,188.75 1,187.25
S1 1,177.00 1,177.00 1,181.50 1,174.00
S2 1,170.75 1,170.75 1,180.00
S3 1,152.75 1,159.00 1,178.25
S4 1,134.75 1,141.00 1,173.25
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,281.75 1,263.75 1,200.50
R3 1,250.50 1,232.50 1,191.75
R2 1,219.25 1,219.25 1,189.00
R1 1,201.25 1,201.25 1,186.00 1,194.50
PP 1,188.00 1,188.00 1,188.00 1,184.75
S1 1,170.00 1,170.00 1,180.50 1,163.50
S2 1,156.75 1,156.75 1,177.50
S3 1,125.50 1,138.75 1,174.75
S4 1,094.25 1,107.50 1,166.00
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 1,174.75 31.25 2.6% 19.75 1.7% 27% False False 1,835,528
10 1,211.75 1,171.00 40.75 3.4% 18.75 1.6% 30% False False 2,126,826
20 1,224.75 1,171.00 53.75 4.5% 16.75 1.4% 23% False False 2,073,516
40 1,224.75 1,127.00 97.75 8.3% 16.50 1.4% 58% False False 2,038,355
60 1,224.75 1,071.50 153.25 13.0% 16.25 1.4% 73% False False 1,881,721
80 1,224.75 1,032.50 192.25 16.2% 17.00 1.4% 78% False False 1,412,908
100 1,224.75 1,032.50 192.25 16.2% 17.50 1.5% 78% False False 1,130,929
120 1,224.75 998.75 226.00 19.1% 18.50 1.6% 82% False False 942,626
Crabel Price Patterns
NR True
NR4 True
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 2.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,277.00
2.618 1,247.50
1.618 1,229.50
1.000 1,218.50
0.618 1,211.50
HIGH 1,200.50
0.618 1,193.50
0.500 1,191.50
0.382 1,189.50
LOW 1,182.50
0.618 1,171.50
1.000 1,164.50
1.618 1,153.50
2.618 1,135.50
4.250 1,106.00
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 1,191.50 1,187.50
PP 1,188.75 1,186.25
S1 1,186.00 1,184.75

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

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