E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	1,218.50	1,217.25	-1.25	-0.1%	1,184.75
High	1,221.25	1,229.75	8.50	0.7%	1,222.25
Low	1,211.50	1,214.25	2.75	0.2%	1,167.25
Close	1,217.00	1,218.25	1.25	0.1%	1,218.50
Range	9.75	15.50	5.75	59.0%	55.00
ATR	17.32	17.19	-0.13	-0.8%	0.00
Volume	61,643	135,446	73,803	119.7%	68,762

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,267.25	1,258.25	1,226.75
R3	1,251.75	1,242.75	1,222.50
R2	1,236.25	1,236.25	1,221.00
R1	1,227.25	1,227.25	1,219.75	1,231.75
PP	1,220.75	1,220.75	1,220.75	1,223.00
S1	1,211.75	1,211.75	1,216.75	1,216.25
S2	1,205.25	1,205.25	1,215.50
S3	1,189.75	1,196.25	1,214.00
S4	1,174.25	1,180.75	1,209.75

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	1,229.75	1,171.50	58.25	4.8%	18.25	1.5%	80%	True	False	50,962
10	1,229.75	1,167.25	62.50	5.1%	19.00	1.5%	82%	True	False	29,959
20	1,229.75	1,165.75	64.00	5.3%	17.50	1.4%	82%	True	False	17,071
40	1,229.75	1,146.75	83.00	6.8%	16.50	1.3%	86%	True	False	9,304
60	1,229.75	1,104.50	125.25	10.3%	16.00	1.3%	91%	True	False	6,494
80	1,229.75	1,028.25	201.50	16.5%	16.25	1.3%	94%	True	False	4,879
100	1,229.75	1,028.25	201.50	16.5%	16.25	1.3%	94%	True	False	3,908

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.75
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,295.50
2.618	1,270.25
1.618	1,254.75
1.000	1,245.25
0.618	1,239.25
HIGH	1,229.75
0.618	1,223.75
0.500	1,222.00
0.382	1,220.25
LOW	1,214.25
0.618	1,204.75
1.000	1,198.75
1.618	1,189.25
2.618	1,173.75
4.250	1,148.50

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	1,222.00	1,219.00
PP	1,220.75	1,218.75
S1	1,219.50	1,218.50

Download as Excel Spreadsheet

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

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