E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	1,217.50	1,218.50	1.00	0.1%	1,184.75
High	1,222.25	1,221.25	-1.00	-0.1%	1,222.25
Low	1,208.00	1,211.50	3.50	0.3%	1,167.25
Close	1,218.50	1,217.00	-1.50	-0.1%	1,218.50
Range	14.25	9.75	-4.50	-31.6%	55.00
ATR	17.90	17.32	-0.58	-3.3%	0.00
Volume	20,411	61,643	41,232	202.0%	68,762

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,245.75	1,241.25	1,222.25
R3	1,236.00	1,231.50	1,219.75
R2	1,226.25	1,226.25	1,218.75
R1	1,221.75	1,221.75	1,218.00	1,219.00
PP	1,216.50	1,216.50	1,216.50	1,215.25
S1	1,212.00	1,212.00	1,216.00	1,209.50
S2	1,206.75	1,206.75	1,215.25
S3	1,197.00	1,202.25	1,214.25
S4	1,187.25	1,192.50	1,211.75

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,367.75	1,348.00	1,248.75
R3	1,312.75	1,293.00	1,233.50
R2	1,257.75	1,257.75	1,228.50
R1	1,238.00	1,238.00	1,223.50	1,248.00
PP	1,202.75	1,202.75	1,202.75	1,207.50
S1	1,183.00	1,183.00	1,213.50	1,193.00
S2	1,147.75	1,147.75	1,208.50
S3	1,092.75	1,128.00	1,203.50
S4	1,037.75	1,073.00	1,188.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,222.25	1,167.75	54.50	4.5%	18.25	1.5%	90%	False	False	25,611
10	1,222.25	1,167.25	55.00	4.5%	19.75	1.6%	90%	False	False	17,057
20	1,222.25	1,165.75	56.50	4.6%	17.25	1.4%	91%	False	False	10,486
40	1,222.25	1,146.75	75.50	6.2%	16.25	1.3%	93%	False	False	5,939
60	1,222.25	1,102.75	119.50	9.8%	16.00	1.3%	96%	False	False	4,239
80	1,222.25	1,028.25	194.00	15.9%	16.25	1.3%	97%	False	False	3,187
100	1,222.25	1,028.25	194.00	15.9%	16.25	1.3%	97%	False	False	2,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.10
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,262.75
2.618	1,246.75
1.618	1,237.00
1.000	1,231.00
0.618	1,227.25
HIGH	1,221.25
0.618	1,217.50
0.500	1,216.50
0.382	1,215.25
LOW	1,211.50
0.618	1,205.50
1.000	1,201.75
1.618	1,195.75
2.618	1,186.00
4.250	1,170.00

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	1,216.75	1,214.50
PP	1,216.50	1,212.00
S1	1,216.50	1,209.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols