E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1,395.25 1,398.00 2.75 0.2% 1,381.25
High 1,399.00 1,402.00 3.00 0.2% 1,401.50
Low 1,391.25 1,385.00 -6.25 -0.4% 1,381.25
Close 1,398.25 1,386.00 -12.25 -0.9% 1,401.50
Range 7.75 17.00 9.25 119.4% 20.25
ATR 10.46 10.93 0.47 4.5% 0.00
Volume 102 23 -79 -77.5% 1,910
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,442.00 1,431.00 1,395.25
R3 1,425.00 1,414.00 1,390.75
R2 1,408.00 1,408.00 1,389.00
R1 1,397.00 1,397.00 1,387.50 1,394.00
PP 1,391.00 1,391.00 1,391.00 1,389.50
S1 1,380.00 1,380.00 1,384.50 1,377.00
S2 1,374.00 1,374.00 1,383.00
S3 1,357.00 1,363.00 1,381.25
S4 1,340.00 1,346.00 1,376.75
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,455.50 1,448.75 1,412.75
R3 1,435.25 1,428.50 1,407.00
R2 1,415.00 1,415.00 1,405.25
R1 1,408.25 1,408.25 1,403.25 1,411.50
PP 1,394.75 1,394.75 1,394.75 1,396.50
S1 1,388.00 1,388.00 1,399.75 1,391.50
S2 1,374.50 1,374.50 1,397.75
S3 1,354.25 1,367.75 1,396.00
S4 1,334.00 1,347.50 1,390.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,409.00 1,385.00 24.00 1.7% 9.00 0.6% 4% False True 59
10 1,409.00 1,380.25 28.75 2.1% 8.50 0.6% 20% False False 212
20 1,409.00 1,338.25 70.75 5.1% 10.00 0.7% 67% False False 156
40 1,409.00 1,295.00 114.00 8.2% 10.50 0.8% 80% False False 134
60 1,409.00 1,246.50 162.50 11.7% 9.50 0.7% 86% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.80
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,474.25
2.618 1,446.50
1.618 1,429.50
1.000 1,419.00
0.618 1,412.50
HIGH 1,402.00
0.618 1,395.50
0.500 1,393.50
0.382 1,391.50
LOW 1,385.00
0.618 1,374.50
1.000 1,368.00
1.618 1,357.50
2.618 1,340.50
4.250 1,312.75
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1,393.50 1,397.00
PP 1,391.00 1,393.25
S1 1,388.50 1,389.75

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

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