E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 1,240.75 1,242.00 1.25 0.1% 1,223.25
High 1,247.25 1,244.25 -3.00 -0.2% 1,241.50
Low 1,237.75 1,234.00 -3.75 -0.3% 1,216.25
Close 1,241.75 1,237.00 -4.75 -0.4% 1,241.00
Range 9.50 10.25 0.75 7.9% 25.25
ATR 15.46 15.09 -0.37 -2.4% 0.00
Volume 659,316 532,608 -126,708 -19.2% 8,190,928
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,269.25 1,263.25 1,242.75
R3 1,259.00 1,253.00 1,239.75
R2 1,248.75 1,248.75 1,239.00
R1 1,242.75 1,242.75 1,238.00 1,240.50
PP 1,238.50 1,238.50 1,238.50 1,237.25
S1 1,232.50 1,232.50 1,236.00 1,230.50
S2 1,228.25 1,228.25 1,235.00
S3 1,218.00 1,222.25 1,234.25
S4 1,207.75 1,212.00 1,231.25
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,308.75 1,300.00 1,255.00
R3 1,283.50 1,274.75 1,248.00
R2 1,258.25 1,258.25 1,245.75
R1 1,249.50 1,249.50 1,243.25 1,254.00
PP 1,233.00 1,233.00 1,233.00 1,235.00
S1 1,224.25 1,224.25 1,238.75 1,228.50
S2 1,207.75 1,207.75 1,236.25
S3 1,182.50 1,199.00 1,234.00
S4 1,157.25 1,173.75 1,227.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,247.25 1,226.50 20.75 1.7% 10.25 0.8% 51% False False 830,990
10 1,247.25 1,202.00 45.25 3.7% 12.50 1.0% 77% False False 1,399,055
20 1,247.25 1,172.25 75.00 6.1% 16.25 1.3% 86% False False 1,758,856
40 1,247.25 1,160.50 86.75 7.0% 15.75 1.3% 88% False False 1,925,931
60 1,247.25 1,117.25 130.00 10.5% 16.25 1.3% 92% False False 1,962,482
80 1,247.25 1,032.50 214.75 17.4% 16.50 1.3% 95% False False 1,686,218
100 1,247.25 1,032.50 214.75 17.4% 16.75 1.4% 95% False False 1,349,633
120 1,247.25 998.75 248.50 20.1% 17.75 1.4% 96% False False 1,125,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,287.75
2.618 1,271.00
1.618 1,260.75
1.000 1,254.50
0.618 1,250.50
HIGH 1,244.25
0.618 1,240.25
0.500 1,239.00
0.382 1,238.00
LOW 1,234.00
0.618 1,227.75
1.000 1,223.75
1.618 1,217.50
2.618 1,207.25
4.250 1,190.50
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 1,239.00 1,240.50
PP 1,238.50 1,239.50
S1 1,237.75 1,238.25

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

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