E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	1,236.00	1,236.75	0.75	0.1%	1,218.50
High	1,242.25	1,239.50	-2.75	-0.2%	1,236.25
Low	1,232.75	1,228.75	-4.00	-0.3%	1,211.50
Close	1,236.75	1,232.00	-4.75	-0.4%	1,236.00
Range	9.50	10.75	1.25	13.2%	24.75
ATR	15.08	14.77	-0.31	-2.1%	0.00
Volume	2,003,310	2,114,241	110,931	5.5%	3,019,237

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,265.75	1,259.50	1,238.00
R3	1,255.00	1,248.75	1,235.00
R2	1,244.25	1,244.25	1,234.00
R1	1,238.00	1,238.00	1,233.00	1,235.75
PP	1,233.50	1,233.50	1,233.50	1,232.25
S1	1,227.25	1,227.25	1,231.00	1,225.00
S2	1,222.75	1,222.75	1,230.00
S3	1,212.00	1,216.50	1,229.00
S4	1,201.25	1,205.75	1,226.00

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	1,221.25	21.00	1.7%	10.25	0.8%	51%	False	False	1,690,915
10	1,242.25	1,197.00	45.25	3.7%	12.25	1.0%	77%	False	False	899,825
20	1,242.25	1,167.25	75.00	6.1%	15.75	1.3%	86%	False	False	453,823
40	1,242.25	1,155.50	86.75	7.0%	15.25	1.2%	88%	False	False	227,940
60	1,242.25	1,112.75	129.50	10.5%	15.75	1.3%	92%	False	False	152,311
80	1,242.25	1,028.25	214.00	17.4%	15.75	1.3%	95%	False	False	114,303
100	1,242.25	1,028.25	214.00	17.4%	15.50	1.3%	95%	False	False	91,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,285.25
2.618	1,267.75
1.618	1,257.00
1.000	1,250.25
0.618	1,246.25
HIGH	1,239.50
0.618	1,235.50
0.500	1,234.00
0.382	1,232.75
LOW	1,228.75
0.618	1,222.00
1.000	1,218.00
1.618	1,211.25
2.618	1,200.50
4.250	1,183.00

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	1,234.00	1,235.50
PP	1,233.50	1,234.25
S1	1,232.75	1,233.25

Download as Excel Spreadsheet

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

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