E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 1,172.50 1,190.00 17.50 1.5% 1,194.50
High 1,192.00 1,195.00 3.00 0.3% 1,201.00
Low 1,170.50 1,178.00 7.50 0.6% 1,169.75
Close 1,191.50 1,178.00 -13.50 -1.1% 1,178.00
Range 21.50 17.00 -4.50 -20.9% 31.25
ATR 16.78 16.80 0.02 0.1% 0.00
Volume 7,389 14,561 7,172 97.1% 40,166
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,234.75 1,223.25 1,187.25
R3 1,217.75 1,206.25 1,182.75
R2 1,200.75 1,200.75 1,181.00
R1 1,189.25 1,189.25 1,179.50 1,186.50
PP 1,183.75 1,183.75 1,183.75 1,182.25
S1 1,172.25 1,172.25 1,176.50 1,169.50
S2 1,166.75 1,166.75 1,175.00
S3 1,149.75 1,155.25 1,173.25
S4 1,132.75 1,138.25 1,168.75
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,276.75 1,258.50 1,195.25
R3 1,245.50 1,227.25 1,186.50
R2 1,214.25 1,214.25 1,183.75
R1 1,196.00 1,196.00 1,180.75 1,189.50
PP 1,183.00 1,183.00 1,183.00 1,179.50
S1 1,164.75 1,164.75 1,175.25 1,158.25
S2 1,151.75 1,151.75 1,172.25
S3 1,120.50 1,133.50 1,169.50
S4 1,089.25 1,102.25 1,160.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,201.00 1,169.75 31.25 2.7% 19.25 1.6% 26% False False 9,793
10 1,206.25 1,165.75 40.50 3.4% 18.25 1.5% 30% False False 6,483
20 1,219.25 1,165.75 53.50 4.5% 16.25 1.4% 23% False False 4,596
40 1,219.25 1,122.00 97.25 8.3% 15.75 1.3% 58% False False 2,868
60 1,219.25 1,066.75 152.50 12.9% 15.50 1.3% 73% False False 2,071
80 1,219.25 1,028.25 191.00 16.2% 15.75 1.3% 78% False False 1,558
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 2.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,267.25
2.618 1,239.50
1.618 1,222.50
1.000 1,212.00
0.618 1,205.50
HIGH 1,195.00
0.618 1,188.50
0.500 1,186.50
0.382 1,184.50
LOW 1,178.00
0.618 1,167.50
1.000 1,161.00
1.618 1,150.50
2.618 1,133.50
4.250 1,105.75
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 1,186.50 1,182.50
PP 1,183.75 1,181.00
S1 1,180.75 1,179.50

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

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