E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	1,237.50	1,236.00	-1.50	-0.1%	1,218.50
High	1,242.00	1,242.25	0.25	0.0%	1,236.25
Low	1,232.00	1,232.75	0.75	0.1%	1,211.50
Close	1,236.25	1,236.75	0.50	0.0%	1,236.00
Range	10.00	9.50	-0.50	-5.0%	24.75
ATR	15.51	15.08	-0.43	-2.8%	0.00
Volume	1,814,323	2,003,310	188,987	10.4%	3,019,237

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,265.75	1,260.75	1,242.00
R3	1,256.25	1,251.25	1,239.25
R2	1,246.75	1,246.75	1,238.50
R1	1,241.75	1,241.75	1,237.50	1,244.25
PP	1,237.25	1,237.25	1,237.25	1,238.50
S1	1,232.25	1,232.25	1,236.00	1,234.75
S2	1,227.75	1,227.75	1,235.00
S3	1,218.25	1,222.75	1,234.25
S4	1,208.75	1,213.25	1,231.50

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,302.25	1,293.75	1,249.50
R3	1,277.50	1,269.00	1,242.75
R2	1,252.75	1,252.75	1,240.50
R1	1,244.25	1,244.25	1,238.25	1,248.50
PP	1,228.00	1,228.00	1,228.00	1,230.00
S1	1,219.50	1,219.50	1,233.75	1,223.75
S2	1,203.25	1,203.25	1,231.50
S3	1,178.50	1,194.75	1,229.25
S4	1,153.75	1,170.00	1,222.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,242.25	1,212.50	29.75	2.4%	10.50	0.8%	82%	True	False	1,327,956
10	1,242.25	1,171.50	70.75	5.7%	14.50	1.2%	92%	True	False	689,459
20	1,242.25	1,165.75	76.50	6.2%	16.50	1.3%	93%	True	False	348,151
40	1,242.25	1,150.50	91.75	7.4%	15.50	1.3%	94%	True	False	175,098
60	1,242.25	1,112.75	129.50	10.5%	15.75	1.3%	96%	True	False	117,117
80	1,242.25	1,028.25	214.00	17.3%	15.75	1.3%	97%	True	False	87,876
100	1,242.25	1,028.25	214.00	17.3%	15.50	1.3%	97%	True	False	70,305

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.90
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,282.50
2.618	1,267.00
1.618	1,257.50
1.000	1,251.75
0.618	1,248.00
HIGH	1,242.25
0.618	1,238.50
0.500	1,237.50
0.382	1,236.50
LOW	1,232.75
0.618	1,227.00
1.000	1,223.25
1.618	1,217.50
2.618	1,208.00
4.250	1,192.50

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	1,237.50	1,236.00
PP	1,237.25	1,235.25
S1	1,237.00	1,234.50

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