E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1,318.25 1,326.00 7.75 0.6% 1,307.25
High 1,328.75 1,331.25 2.50 0.2% 1,328.75
Low 1,310.00 1,324.50 14.50 1.1% 1,306.00
Close 1,327.25 1,327.75 0.50 0.0% 1,327.25
Range 18.75 6.75 -12.00 -64.0% 22.75
ATR 13.84 13.33 -0.51 -3.7% 0.00
Volume 1,879,819 1,169,356 -710,463 -37.8% 8,709,930
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,348.00 1,344.75 1,331.50
R3 1,341.25 1,338.00 1,329.50
R2 1,334.50 1,334.50 1,329.00
R1 1,331.25 1,331.25 1,328.25 1,333.00
PP 1,327.75 1,327.75 1,327.75 1,328.75
S1 1,324.50 1,324.50 1,327.25 1,326.00
S2 1,321.00 1,321.00 1,326.50
S3 1,314.25 1,317.75 1,326.00
S4 1,307.50 1,311.00 1,324.00
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,389.00 1,380.75 1,339.75
R3 1,366.25 1,358.00 1,333.50
R2 1,343.50 1,343.50 1,331.50
R1 1,335.25 1,335.25 1,329.25 1,339.50
PP 1,320.75 1,320.75 1,320.75 1,322.75
S1 1,312.50 1,312.50 1,325.25 1,316.50
S2 1,298.00 1,298.00 1,323.00
S3 1,275.25 1,289.75 1,321.00
S4 1,252.50 1,267.00 1,314.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,331.25 1,308.50 22.75 1.7% 11.50 0.9% 85% True False 1,675,634
10 1,331.25 1,281.25 50.00 3.8% 12.75 1.0% 93% True False 1,677,231
20 1,331.25 1,262.25 69.00 5.2% 14.25 1.1% 95% True False 1,888,377
40 1,331.25 1,234.00 97.25 7.3% 12.25 0.9% 96% True False 1,571,883
60 1,331.25 1,167.25 164.00 12.4% 13.50 1.0% 98% True False 1,227,626
80 1,331.25 1,162.25 169.00 12.7% 13.75 1.0% 98% True False 921,259
100 1,331.25 1,112.75 218.50 16.5% 14.25 1.1% 98% True False 737,225
120 1,331.25 1,028.25 303.00 22.8% 14.75 1.1% 99% True False 614,404
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 3.08
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,360.00
2.618 1,349.00
1.618 1,342.25
1.000 1,338.00
0.618 1,335.50
HIGH 1,331.25
0.618 1,328.75
0.500 1,328.00
0.382 1,327.00
LOW 1,324.50
0.618 1,320.25
1.000 1,317.75
1.618 1,313.50
2.618 1,306.75
4.250 1,295.75
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1,328.00 1,325.00
PP 1,327.75 1,322.50
S1 1,327.75 1,320.00

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

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