E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	1,240.00	1,241.00	1.00	0.1%	1,237.50
High	1,245.75	1,251.25	5.50	0.4%	1,242.25
Low	1,234.00	1,240.75	6.75	0.5%	1,227.50
Close	1,241.25	1,250.75	9.50	0.8%	1,238.50
Range	11.75	10.50	-1.25	-10.6%	14.75
ATR	13.85	13.61	-0.24	-1.7%	0.00
Volume	1,145,804	938,860	-206,944	-18.1%	8,979,280

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,279.00	1,275.50	1,256.50
R3	1,268.50	1,265.00	1,253.75
R2	1,258.00	1,258.00	1,252.75
R1	1,254.50	1,254.50	1,251.75	1,256.25
PP	1,247.50	1,247.50	1,247.50	1,248.50
S1	1,244.00	1,244.00	1,249.75	1,245.75
S2	1,237.00	1,237.00	1,248.75
S3	1,226.50	1,233.50	1,247.75
S4	1,216.00	1,223.00	1,245.00

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,280.25	1,274.25	1,246.50
R3	1,265.50	1,259.50	1,242.50
R2	1,250.75	1,250.75	1,241.25
R1	1,244.75	1,244.75	1,239.75	1,247.75
PP	1,236.00	1,236.00	1,236.00	1,237.50
S1	1,230.00	1,230.00	1,237.25	1,233.00
S2	1,221.25	1,221.25	1,235.75
S3	1,206.50	1,215.25	1,234.50
S4	1,191.75	1,200.50	1,230.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,251.25	1,227.50	23.75	1.9%	10.25	0.8%	98%	True	False	1,449,262
10	1,251.25	1,212.50	38.75	3.1%	10.50	0.8%	99%	True	False	1,388,609
20	1,251.25	1,167.25	84.00	6.7%	14.75	1.2%	99%	True	False	709,284
40	1,251.25	1,163.00	88.25	7.1%	15.00	1.2%	99%	True	False	356,148
60	1,251.25	1,121.75	129.50	10.4%	15.25	1.2%	100%	True	False	237,810
80	1,251.25	1,029.00	222.25	17.8%	15.50	1.2%	100%	True	False	178,453
100	1,251.25	1,028.25	223.00	17.8%	15.25	1.2%	100%	True	False	142,766

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,296.00
2.618	1,278.75
1.618	1,268.25
1.000	1,261.75
0.618	1,257.75
HIGH	1,251.25
0.618	1,247.25
0.500	1,246.00
0.382	1,244.75
LOW	1,240.75
0.618	1,234.25
1.000	1,230.25
1.618	1,223.75
2.618	1,213.25
4.250	1,196.00

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	1,249.25	1,248.00
PP	1,247.50	1,245.25
S1	1,246.00	1,242.50

Download as Excel Spreadsheet

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

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