E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 1,215.50 1,212.75 -2.75 -0.2% 1,177.00
High 1,217.00 1,219.25 2.25 0.2% 1,219.00
Low 1,209.75 1,201.50 -8.25 -0.7% 1,169.00
Close 1,214.75 1,205.75 -9.00 -0.7% 1,216.75
Range 7.25 17.75 10.50 144.8% 50.00
ATR 14.88 15.08 0.21 1.4% 0.00
Volume 3,753 6,157 2,404 64.1% 9,494
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,262.00 1,251.75 1,215.50
R3 1,244.25 1,234.00 1,210.75
R2 1,226.50 1,226.50 1,209.00
R1 1,216.25 1,216.25 1,207.50 1,212.50
PP 1,208.75 1,208.75 1,208.75 1,207.00
S1 1,198.50 1,198.50 1,204.00 1,194.75
S2 1,191.00 1,191.00 1,202.50
S3 1,173.25 1,180.75 1,200.75
S4 1,155.50 1,163.00 1,196.00
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,351.50 1,334.25 1,244.25
R3 1,301.50 1,284.25 1,230.50
R2 1,251.50 1,251.50 1,226.00
R1 1,234.25 1,234.25 1,221.25 1,243.00
PP 1,201.50 1,201.50 1,201.50 1,206.00
S1 1,184.25 1,184.25 1,212.25 1,193.00
S2 1,151.50 1,151.50 1,207.50
S3 1,101.50 1,134.25 1,203.00
S4 1,051.50 1,084.25 1,189.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,219.25 1,174.75 44.50 3.7% 15.50 1.3% 70% True False 3,071
10 1,219.25 1,163.00 56.25 4.7% 14.75 1.2% 76% True False 2,365
20 1,219.25 1,150.50 68.75 5.7% 15.25 1.3% 80% True False 1,817
40 1,219.25 1,104.50 114.75 9.5% 15.25 1.3% 88% True False 1,357
60 1,219.25 1,028.25 191.00 15.8% 15.75 1.3% 93% True False 918
80 1,219.25 1,028.25 191.00 15.8% 16.00 1.3% 93% True False 694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,294.75
2.618 1,265.75
1.618 1,248.00
1.000 1,237.00
0.618 1,230.25
HIGH 1,219.25
0.618 1,212.50
0.500 1,210.50
0.382 1,208.25
LOW 1,201.50
0.618 1,190.50
1.000 1,183.75
1.618 1,172.75
2.618 1,155.00
4.250 1,126.00
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 1,210.50 1,210.50
PP 1,208.75 1,208.75
S1 1,207.25 1,207.25

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

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