E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1,326.25 1,333.00 6.75 0.5% 1,307.25
High 1,336.00 1,340.00 4.00 0.3% 1,328.75
Low 1,325.75 1,328.50 2.75 0.2% 1,306.00
Close 1,333.00 1,337.75 4.75 0.4% 1,327.25
Range 10.25 11.50 1.25 12.2% 22.75
ATR 12.69 12.61 -0.09 -0.7% 0.00
Volume 1,799,057 1,676,969 -122,088 -6.8% 8,709,930
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,370.00 1,365.25 1,344.00
R3 1,358.50 1,353.75 1,341.00
R2 1,347.00 1,347.00 1,339.75
R1 1,342.25 1,342.25 1,338.75 1,344.50
PP 1,335.50 1,335.50 1,335.50 1,336.50
S1 1,330.75 1,330.75 1,336.75 1,333.00
S2 1,324.00 1,324.00 1,335.75
S3 1,312.50 1,319.25 1,334.50
S4 1,301.00 1,307.75 1,331.50
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 1,340.00 1,310.00 30.00 2.2% 10.75 0.8% 93% True False 1,594,476
10 1,340.00 1,298.00 42.00 3.1% 11.00 0.8% 95% True False 1,638,604
20 1,340.00 1,262.25 77.75 5.8% 13.50 1.0% 97% True False 1,820,727
40 1,340.00 1,245.50 94.50 7.1% 12.25 0.9% 98% True False 1,609,385
60 1,340.00 1,167.25 172.75 12.9% 13.00 1.0% 99% True False 1,309,351
80 1,340.00 1,163.00 177.00 13.2% 13.75 1.0% 99% True False 982,767
100 1,340.00 1,121.75 218.25 16.3% 14.00 1.1% 99% True False 786,440
120 1,340.00 1,029.00 311.00 23.2% 14.50 1.1% 99% True False 655,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.70
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,389.00
2.618 1,370.00
1.618 1,358.50
1.000 1,351.50
0.618 1,347.00
HIGH 1,340.00
0.618 1,335.50
0.500 1,334.25
0.382 1,333.00
LOW 1,328.50
0.618 1,321.50
1.000 1,317.00
1.618 1,310.00
2.618 1,298.50
4.250 1,279.50
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1,336.50 1,335.50
PP 1,335.50 1,333.25
S1 1,334.25 1,331.00

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

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