E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	1,241.00	1,250.00	9.00	0.7%	1,237.50
High	1,251.25	1,255.00	3.75	0.3%	1,242.25
Low	1,240.75	1,249.00	8.25	0.7%	1,227.50
Close	1,250.75	1,254.50	3.75	0.3%	1,238.50
Range	10.50	6.00	-4.50	-42.9%	14.75
ATR	13.61	13.07	-0.54	-4.0%	0.00
Volume	938,860	664,354	-274,506	-29.2%	8,979,280

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,270.75	1,268.75	1,257.75
R3	1,264.75	1,262.75	1,256.25
R2	1,258.75	1,258.75	1,255.50
R1	1,256.75	1,256.75	1,255.00	1,257.75
PP	1,252.75	1,252.75	1,252.75	1,253.50
S1	1,250.75	1,250.75	1,254.00	1,251.75
S2	1,246.75	1,246.75	1,253.50
S3	1,240.75	1,244.75	1,252.75
S4	1,234.75	1,238.75	1,251.25

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	1,255.00	1,227.50	27.50	2.2%	9.50	0.7%	98%	True	False	1,159,284
10	1,255.00	1,221.25	33.75	2.7%	9.75	0.8%	99%	True	False	1,425,099
20	1,255.00	1,167.25	87.75	7.0%	13.75	1.1%	99%	True	False	741,912
40	1,255.00	1,163.00	92.00	7.3%	14.75	1.2%	99%	True	False	372,734
60	1,255.00	1,122.00	133.00	10.6%	15.00	1.2%	100%	True	False	248,878
80	1,255.00	1,029.00	226.00	18.0%	15.25	1.2%	100%	True	False	186,757
100	1,255.00	1,028.25	226.75	18.1%	15.25	1.2%	100%	True	False	149,409

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 113 trading days

Fibonacci Retracements and Extensions
4.250	1,280.50
2.618	1,270.75
1.618	1,264.75
1.000	1,261.00
0.618	1,258.75
HIGH	1,255.00
0.618	1,252.75
0.500	1,252.00
0.382	1,251.25
LOW	1,249.00
0.618	1,245.25
1.000	1,243.00
1.618	1,239.25
2.618	1,233.25
4.250	1,223.50

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	1,253.75	1,251.25
PP	1,252.75	1,247.75
S1	1,252.00	1,244.50

Download as Excel Spreadsheet

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

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