E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1,450.50 1,444.50 -6.00 -0.4% 1,416.50
High 1,452.50 1,445.50 -7.00 -0.5% 1,452.50
Low 1,441.50 1,417.00 -24.50 -1.7% 1,410.50
Close 1,444.75 1,417.25 -27.50 -1.9% 1,417.25
Range 11.00 28.50 17.50 159.1% 42.00
ATR 13.73 14.78 1.06 7.7% 0.00
Volume 867 2,238 1,371 158.1% 7,209
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,512.00 1,493.25 1,433.00
R3 1,483.50 1,464.75 1,425.00
R2 1,455.00 1,455.00 1,422.50
R1 1,436.25 1,436.25 1,419.75 1,431.50
PP 1,426.50 1,426.50 1,426.50 1,424.25
S1 1,407.75 1,407.75 1,414.75 1,403.00
S2 1,398.00 1,398.00 1,412.00
S3 1,369.50 1,379.25 1,409.50
S4 1,341.00 1,350.75 1,401.50
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,552.75 1,527.00 1,440.25
R3 1,510.75 1,485.00 1,428.75
R2 1,468.75 1,468.75 1,425.00
R1 1,443.00 1,443.00 1,421.00 1,456.00
PP 1,426.75 1,426.75 1,426.75 1,433.25
S1 1,401.00 1,401.00 1,413.50 1,414.00
S2 1,384.75 1,384.75 1,409.50
S3 1,342.75 1,359.00 1,405.75
S4 1,300.75 1,317.00 1,394.25
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 3.0% 17.25 1.2% 16% False False 1,441
10 1,452.50 1,410.50 42.00 3.0% 15.75 1.1% 16% False False 1,341
20 1,459.00 1,410.50 48.50 3.4% 15.25 1.1% 14% False False 1,887
40 1,461.00 1,382.00 79.00 5.6% 13.00 0.9% 45% False False 1,160
60 1,461.00 1,338.25 122.75 8.7% 12.00 0.8% 64% False False 826
80 1,461.00 1,295.00 166.00 11.7% 11.75 0.8% 74% False False 647
100 1,461.00 1,246.50 214.50 15.1% 11.00 0.8% 80% False False 525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1,566.50
2.618 1,520.00
1.618 1,491.50
1.000 1,474.00
0.618 1,463.00
HIGH 1,445.50
0.618 1,434.50
0.500 1,431.25
0.382 1,428.00
LOW 1,417.00
0.618 1,399.50
1.000 1,388.50
1.618 1,371.00
2.618 1,342.50
4.250 1,296.00
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1,431.25 1,434.75
PP 1,426.50 1,429.00
S1 1,422.00 1,423.00

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

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