E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	1,071.75	1,075.50	3.75	0.3%	1,107.25
High	1,074.50	1,075.50	1.00	0.1%	1,116.75
Low	1,061.50	1,063.50	2.00	0.2%	1,061.50
Close	1,069.50	1,066.50	-3.00	-0.3%	1,066.50
Range	13.00	12.00	-1.00	-7.7%	55.25
ATR	18.52	18.05	-0.47	-2.5%	0.00
Volume	13	11	-2	-15.4%	89

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,104.50	1,097.50	1,073.00
R3	1,092.50	1,085.50	1,069.75
R2	1,080.50	1,080.50	1,068.75
R1	1,073.50	1,073.50	1,067.50	1,071.00
PP	1,068.50	1,068.50	1,068.50	1,067.25
S1	1,061.50	1,061.50	1,065.50	1,059.00
S2	1,056.50	1,056.50	1,064.25
S3	1,044.50	1,049.50	1,063.25
S4	1,032.50	1,037.50	1,060.00

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,247.25	1,212.25	1,097.00
R3	1,192.00	1,157.00	1,081.75
R2	1,136.75	1,136.75	1,076.75
R1	1,101.75	1,101.75	1,071.50	1,091.50
PP	1,081.50	1,081.50	1,081.50	1,076.50
S1	1,046.50	1,046.50	1,061.50	1,036.50
S2	1,026.25	1,026.25	1,056.25
S3	971.00	991.25	1,051.25
S4	915.75	936.00	1,036.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,116.75	1,061.50	55.25	5.2%	12.25	1.1%	9%	False	False	17
10	1,117.50	1,061.50	56.00	5.3%	13.50	1.3%	9%	False	False	14
20	1,117.50	1,042.75	74.75	7.0%	15.75	1.5%	32%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	1.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,126.50
2.618	1,107.00
1.618	1,095.00
1.000	1,087.50
0.618	1,083.00
HIGH	1,075.50
0.618	1,071.00
0.500	1,069.50
0.382	1,068.00
LOW	1,063.50
0.618	1,056.00
1.000	1,051.50
1.618	1,044.00
2.618	1,032.00
4.250	1,012.50

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	1,069.50	1,074.50
PP	1,068.50	1,071.75
S1	1,067.50	1,069.25

Download as Excel Spreadsheet

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

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