E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 1,186.50 1,177.75 -8.75 -0.7% 1,202.75
High 1,188.25 1,207.75 19.50 1.6% 1,206.00
Low 1,173.00 1,176.25 3.25 0.3% 1,174.75
Close 1,179.50 1,204.50 25.00 2.1% 1,183.25
Range 15.25 31.50 16.25 106.6% 31.25
ATR 17.47 18.47 1.00 5.7% 0.00
Volume 3,086,086 2,346,276 -739,810 -24.0% 7,445,383
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,290.75 1,279.00 1,221.75
R3 1,259.25 1,247.50 1,213.25
R2 1,227.75 1,227.75 1,210.25
R1 1,216.00 1,216.00 1,207.50 1,222.00
PP 1,196.25 1,196.25 1,196.25 1,199.00
S1 1,184.50 1,184.50 1,201.50 1,190.50
S2 1,164.75 1,164.75 1,198.75
S3 1,133.25 1,153.00 1,195.75
S4 1,101.75 1,121.50 1,187.25
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 1,207.75 1,172.25 35.50 2.9% 21.75 1.8% 91% True False 2,141,295
10 1,207.75 1,172.25 35.50 2.9% 19.75 1.6% 91% True False 2,118,657
20 1,224.75 1,171.00 53.75 4.5% 18.25 1.5% 62% False False 2,202,112
40 1,224.75 1,145.50 79.25 6.6% 16.75 1.4% 74% False False 2,083,576
60 1,224.75 1,081.75 143.00 11.9% 16.50 1.4% 86% False False 2,012,683
80 1,224.75 1,032.50 192.25 16.0% 17.50 1.4% 89% False False 1,511,843
100 1,224.75 1,032.50 192.25 16.0% 17.75 1.5% 89% False False 1,210,123
120 1,224.75 998.75 226.00 18.8% 18.25 1.5% 91% False False 1,008,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.73
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1,341.50
2.618 1,290.25
1.618 1,258.75
1.000 1,239.25
0.618 1,227.25
HIGH 1,207.75
0.618 1,195.75
0.500 1,192.00
0.382 1,188.25
LOW 1,176.25
0.618 1,156.75
1.000 1,144.75
1.618 1,125.25
2.618 1,093.75
4.250 1,042.50
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 1,200.25 1,199.75
PP 1,196.25 1,194.75
S1 1,192.00 1,190.00

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

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