E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1,400.00 1,400.00 0.00 0.0% 1,416.50
High 1,407.50 1,409.75 2.25 0.2% 1,452.50
Low 1,395.25 1,393.25 -2.00 -0.1% 1,410.50
Close 1,398.50 1,401.50 3.00 0.2% 1,417.25
Range 12.25 16.50 4.25 34.7% 42.00
ATR 15.56 15.63 0.07 0.4% 0.00
Volume 846 944 98 11.6% 7,209
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,451.00 1,442.75 1,410.50
R3 1,434.50 1,426.25 1,406.00
R2 1,418.00 1,418.00 1,404.50
R1 1,409.75 1,409.75 1,403.00 1,414.00
PP 1,401.50 1,401.50 1,401.50 1,403.50
S1 1,393.25 1,393.25 1,400.00 1,397.50
S2 1,385.00 1,385.00 1,398.50
S3 1,368.50 1,376.75 1,397.00
S4 1,352.00 1,360.25 1,392.50
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 1,445.50 1,393.25 52.25 3.7% 20.25 1.4% 16% False True 1,386
10 1,452.50 1,393.25 59.25 4.2% 17.25 1.2% 14% False True 1,279
20 1,459.00 1,393.25 65.75 4.7% 16.00 1.1% 13% False True 1,955
40 1,461.00 1,382.00 79.00 5.6% 14.00 1.0% 25% False False 1,261
60 1,461.00 1,338.25 122.75 8.8% 12.25 0.9% 52% False False 892
80 1,461.00 1,313.00 148.00 10.6% 12.00 0.9% 60% False False 704
100 1,461.00 1,272.00 189.00 13.5% 11.50 0.8% 69% False False 571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,480.00
2.618 1,453.00
1.618 1,436.50
1.000 1,426.25
0.618 1,420.00
HIGH 1,409.75
0.618 1,403.50
0.500 1,401.50
0.382 1,399.50
LOW 1,393.25
0.618 1,383.00
1.000 1,376.75
1.618 1,366.50
2.618 1,350.00
4.250 1,323.00
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1,401.50 1,409.50
PP 1,401.50 1,406.75
S1 1,401.50 1,404.00

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

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