E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 1,188.50 1,186.50 -2.00 -0.2% 1,202.75
High 1,193.75 1,188.25 -5.50 -0.5% 1,206.00
Low 1,172.25 1,173.00 0.75 0.1% 1,174.75
Close 1,186.50 1,179.50 -7.00 -0.6% 1,183.25
Range 21.50 15.25 -6.25 -29.1% 31.25
ATR 17.64 17.47 -0.17 -1.0% 0.00
Volume 2,491,942 3,086,086 594,144 23.8% 7,445,383
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,226.00 1,218.00 1,188.00
R3 1,210.75 1,202.75 1,183.75
R2 1,195.50 1,195.50 1,182.25
R1 1,187.50 1,187.50 1,181.00 1,184.00
PP 1,180.25 1,180.25 1,180.25 1,178.50
S1 1,172.25 1,172.25 1,178.00 1,168.50
S2 1,165.00 1,165.00 1,176.75
S3 1,149.75 1,157.00 1,175.25
S4 1,134.50 1,141.75 1,171.00
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 1,200.50 1,172.25 28.25 2.4% 20.00 1.7% 26% False False 2,162,702
10 1,206.00 1,171.00 35.00 3.0% 19.00 1.6% 24% False False 2,200,918
20 1,224.75 1,171.00 53.75 4.6% 17.25 1.5% 16% False False 2,163,481
40 1,224.75 1,132.75 92.00 7.8% 16.50 1.4% 51% False False 2,079,974
60 1,224.75 1,081.75 143.00 12.1% 16.25 1.4% 68% False False 1,974,239
80 1,224.75 1,032.50 192.25 16.3% 17.00 1.5% 76% False False 1,482,542
100 1,224.75 1,032.50 192.25 16.3% 17.50 1.5% 76% False False 1,186,673
120 1,224.75 998.75 226.00 19.2% 18.25 1.5% 80% False False 989,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,253.00
2.618 1,228.25
1.618 1,213.00
1.000 1,203.50
0.618 1,197.75
HIGH 1,188.25
0.618 1,182.50
0.500 1,180.50
0.382 1,178.75
LOW 1,173.00
0.618 1,163.50
1.000 1,157.75
1.618 1,148.25
2.618 1,133.00
4.250 1,108.25
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 1,180.50 1,186.50
PP 1,180.25 1,184.00
S1 1,180.00 1,181.75

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

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