E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1,442.50 1,450.50 8.00 0.6% 1,450.00
High 1,450.75 1,452.50 1.75 0.1% 1,450.00
Low 1,439.50 1,441.50 2.00 0.1% 1,414.00
Close 1,450.25 1,444.75 -5.50 -0.4% 1,414.75
Range 11.25 11.00 -0.25 -2.2% 36.00
ATR 13.94 13.73 -0.21 -1.5% 0.00
Volume 905 867 -38 -4.2% 6,204
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,479.25 1,473.00 1,450.75
R3 1,468.25 1,462.00 1,447.75
R2 1,457.25 1,457.25 1,446.75
R1 1,451.00 1,451.00 1,445.75 1,448.50
PP 1,446.25 1,446.25 1,446.25 1,445.00
S1 1,440.00 1,440.00 1,443.75 1,437.50
S2 1,435.25 1,435.25 1,442.75
S3 1,424.25 1,429.00 1,441.75
S4 1,413.25 1,418.00 1,438.75
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,534.25 1,510.50 1,434.50
R3 1,498.25 1,474.50 1,424.75
R2 1,462.25 1,462.25 1,421.25
R1 1,438.50 1,438.50 1,418.00 1,432.50
PP 1,426.25 1,426.25 1,426.25 1,423.25
S1 1,402.50 1,402.50 1,411.50 1,396.50
S2 1,390.25 1,390.25 1,408.25
S3 1,354.25 1,366.50 1,404.75
S4 1,318.25 1,330.50 1,395.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,452.50 1,410.50 42.00 2.9% 14.25 1.0% 82% True False 1,172
10 1,459.00 1,410.50 48.50 3.4% 14.25 1.0% 71% False False 1,182
20 1,459.00 1,410.50 48.50 3.4% 14.50 1.0% 71% False False 1,801
40 1,461.00 1,382.00 79.00 5.5% 12.75 0.9% 79% False False 1,105
60 1,461.00 1,319.00 142.00 9.8% 12.00 0.8% 89% False False 789
80 1,461.00 1,295.00 166.00 11.5% 11.50 0.8% 90% False False 622
100 1,461.00 1,246.50 214.50 14.8% 10.75 0.7% 92% False False 502
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.15
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,499.25
2.618 1,481.25
1.618 1,470.25
1.000 1,463.50
0.618 1,459.25
HIGH 1,452.50
0.618 1,448.25
0.500 1,447.00
0.382 1,445.75
LOW 1,441.50
0.618 1,434.75
1.000 1,430.50
1.618 1,423.75
2.618 1,412.75
4.250 1,394.75
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1,447.00 1,443.25
PP 1,446.25 1,441.75
S1 1,445.50 1,440.50

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

View Archives - Comment on this page... - Back to Index of Symbols