E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	1,254.25	1,256.00	1.75	0.1%	1,249.50
High	1,257.75	1,272.50	14.75	1.2%	1,258.50
Low	1,249.50	1,255.25	5.75	0.5%	1,245.50
Close	1,253.00	1,265.25	12.25	1.0%	1,253.00
Range	8.25	17.25	9.00	109.1%	13.00
ATR	10.76	11.38	0.62	5.8%	0.00
Volume	667,046	1,589,787	922,741	138.3%	3,115,129

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,316.00	1,308.00	1,274.75
R3	1,298.75	1,290.75	1,270.00
R2	1,281.50	1,281.50	1,268.50
R1	1,273.50	1,273.50	1,266.75	1,277.50
PP	1,264.25	1,264.25	1,264.25	1,266.50
S1	1,256.25	1,256.25	1,263.75	1,260.25
S2	1,247.00	1,247.00	1,262.00
S3	1,229.75	1,239.00	1,260.50
S4	1,212.50	1,221.75	1,255.75

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,291.25	1,285.25	1,260.25
R3	1,278.25	1,272.25	1,256.50
R2	1,265.25	1,265.25	1,255.50
R1	1,259.25	1,259.25	1,254.25	1,262.25
PP	1,252.25	1,252.25	1,252.25	1,254.00
S1	1,246.25	1,246.25	1,251.75	1,249.25
S2	1,239.25	1,239.25	1,250.50
S3	1,226.25	1,233.25	1,249.50
S4	1,213.25	1,220.25	1,245.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,272.50	1,249.50	23.00	1.8%	8.25	0.7%	68%	True	False	822,173
10	1,272.50	1,234.00	38.50	3.0%	8.50	0.7%	81%	True	False	804,598
20	1,272.50	1,211.50	61.00	4.8%	9.50	0.8%	88%	True	False	1,002,224
40	1,272.50	1,165.75	106.75	8.4%	13.50	1.1%	93%	True	False	504,908
60	1,272.50	1,140.50	132.00	10.4%	14.25	1.1%	95%	True	False	337,026
80	1,272.50	1,090.25	182.25	14.4%	14.25	1.1%	96%	True	False	252,965
100	1,272.50	1,028.25	244.25	19.3%	15.00	1.2%	97%	True	False	202,378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.10
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,345.75
2.618	1,317.75
1.618	1,300.50
1.000	1,289.75
0.618	1,283.25
HIGH	1,272.50
0.618	1,266.00
0.500	1,264.00
0.382	1,261.75
LOW	1,255.25
0.618	1,244.50
1.000	1,238.00
1.618	1,227.25
2.618	1,210.00
4.250	1,182.00

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	1,264.75	1,263.75
PP	1,264.25	1,262.50
S1	1,264.00	1,261.00

Download as Excel Spreadsheet

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

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