E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	1,217.50	1,223.25	5.75	0.5%	1,184.75
High	1,224.00	1,233.00	9.00	0.7%	1,222.25
Low	1,212.50	1,221.25	8.75	0.7%	1,167.25
Close	1,223.75	1,228.00	4.25	0.3%	1,218.50
Range	11.50	11.75	0.25	2.2%	55.00
ATR	16.78	16.43	-0.36	-2.1%	0.00
Volume	299,447	1,072,605	773,158	258.2%	68,762

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,262.75	1,257.00	1,234.50
R3	1,251.00	1,245.25	1,231.25
R2	1,239.25	1,239.25	1,230.25
R1	1,233.50	1,233.50	1,229.00	1,236.50
PP	1,227.50	1,227.50	1,227.50	1,228.75
S1	1,221.75	1,221.75	1,227.00	1,224.50
S2	1,215.75	1,215.75	1,225.75
S3	1,204.00	1,210.00	1,224.75
S4	1,192.25	1,198.25	1,221.50

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	1,233.00	1,208.00	25.00	2.0%	12.50	1.0%	80%	True	False	317,910
10	1,233.00	1,167.25	65.75	5.4%	16.75	1.4%	92%	True	False	165,246
20	1,233.00	1,165.75	67.25	5.5%	17.25	1.4%	93%	True	False	85,307
40	1,233.00	1,150.50	82.50	6.7%	16.25	1.3%	94%	True	False	43,564
60	1,233.00	1,108.00	125.00	10.2%	16.00	1.3%	96%	True	False	29,353
80	1,233.00	1,028.25	204.75	16.7%	16.00	1.3%	98%	True	False	22,029
100	1,233.00	1,028.25	204.75	16.7%	16.00	1.3%	98%	True	False	17,628

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	3.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,283.00
2.618	1,263.75
1.618	1,252.00
1.000	1,244.75
0.618	1,240.25
HIGH	1,233.00
0.618	1,228.50
0.500	1,227.00
0.382	1,225.75
LOW	1,221.25
0.618	1,214.00
1.000	1,209.50
1.618	1,202.25
2.618	1,190.50
4.250	1,171.25

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	1,227.75	1,226.25
PP	1,227.50	1,224.50
S1	1,227.00	1,222.75

Download as Excel Spreadsheet

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

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