E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	1,269.75	1,266.25	-3.50	-0.3%	1,256.00
High	1,274.00	1,268.00	-6.00	-0.5%	1,277.00
Low	1,257.75	1,258.00	0.25	0.0%	1,255.25
Close	1,267.50	1,265.50	-2.00	-0.2%	1,267.50
Range	16.25	10.00	-6.25	-38.5%	21.75
ATR	12.12	11.97	-0.15	-1.2%	0.00
Volume	2,169,192	1,875,738	-293,454	-13.5%	8,910,753

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,293.75	1,289.75	1,271.00
R3	1,283.75	1,279.75	1,268.25
R2	1,273.75	1,273.75	1,267.25
R1	1,269.75	1,269.75	1,266.50	1,266.75
PP	1,263.75	1,263.75	1,263.75	1,262.50
S1	1,259.75	1,259.75	1,264.50	1,256.75
S2	1,253.75	1,253.75	1,263.75
S3	1,243.75	1,249.75	1,262.75
S4	1,233.75	1,239.75	1,260.00

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,331.75	1,321.50	1,279.50
R3	1,310.00	1,299.75	1,273.50
R2	1,288.25	1,288.25	1,271.50
R1	1,278.00	1,278.00	1,269.50	1,283.00
PP	1,266.50	1,266.50	1,266.50	1,269.25
S1	1,256.25	1,256.25	1,265.50	1,261.50
S2	1,244.75	1,244.75	1,263.50
S3	1,223.00	1,234.50	1,261.50
S4	1,201.25	1,212.75	1,255.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,277.00	1,255.75	21.25	1.7%	13.25	1.1%	46%	False	False	1,839,340
10	1,277.00	1,249.50	27.50	2.2%	10.75	0.9%	58%	False	False	1,330,757
20	1,277.00	1,227.50	49.50	3.9%	10.00	0.8%	77%	False	False	1,311,098
40	1,277.00	1,165.75	111.25	8.8%	13.50	1.1%	90%	False	False	734,370
60	1,277.00	1,150.50	126.50	10.0%	14.00	1.1%	91%	False	False	490,213
80	1,277.00	1,112.25	164.75	13.0%	14.50	1.1%	93%	False	False	367,899
100	1,277.00	1,028.25	248.75	19.7%	14.75	1.2%	95%	False	False	294,344
120	1,277.00	1,028.25	248.75	19.7%	15.00	1.2%	95%	False	False	245,290

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.35
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,310.50
2.618	1,294.25
1.618	1,284.25
1.000	1,278.00
0.618	1,274.25
HIGH	1,268.00
0.618	1,264.25
0.500	1,263.00
0.382	1,261.75
LOW	1,258.00
0.618	1,251.75
1.000	1,248.00
1.618	1,241.75
2.618	1,231.75
4.250	1,215.50

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	1,264.75	1,267.50
PP	1,263.75	1,266.75
S1	1,263.00	1,266.00

Download as Excel Spreadsheet

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

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