E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1,399.75 1,392.25 -7.50 -0.5% 1,419.00
High 1,400.75 1,405.00 4.25 0.3% 1,425.50
Low 1,390.50 1,386.75 -3.75 -0.3% 1,388.75
Close 1,400.75 1,400.75 0.00 0.0% 1,400.75
Range 10.25 18.25 8.00 78.0% 36.75
ATR 15.30 15.51 0.21 1.4% 0.00
Volume 1,187 232 -955 -80.5% 5,749
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,452.25 1,444.75 1,410.75
R3 1,434.00 1,426.50 1,405.75
R2 1,415.75 1,415.75 1,404.00
R1 1,408.25 1,408.25 1,402.50 1,412.00
PP 1,397.50 1,397.50 1,397.50 1,399.50
S1 1,390.00 1,390.00 1,399.00 1,393.75
S2 1,379.25 1,379.25 1,397.50
S3 1,361.00 1,371.75 1,395.75
S4 1,342.75 1,353.50 1,390.75
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,515.25 1,494.75 1,421.00
R3 1,478.50 1,458.00 1,410.75
R2 1,441.75 1,441.75 1,407.50
R1 1,421.25 1,421.25 1,404.00 1,413.00
PP 1,405.00 1,405.00 1,405.00 1,401.00
S1 1,384.50 1,384.50 1,397.50 1,376.50
S2 1,368.25 1,368.25 1,394.00
S3 1,331.50 1,347.75 1,390.75
S4 1,294.75 1,311.00 1,380.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,409.75 1,386.75 23.00 1.6% 14.75 1.1% 61% False True 852
10 1,452.50 1,386.75 65.75 4.7% 16.75 1.2% 21% False True 1,117
20 1,459.00 1,386.75 72.25 5.2% 15.75 1.1% 19% False True 1,356
40 1,461.00 1,386.50 74.50 5.3% 14.50 1.0% 19% False False 1,249
60 1,461.00 1,379.50 81.50 5.8% 12.25 0.9% 26% False False 930
80 1,461.00 1,313.00 148.00 10.6% 12.25 0.9% 59% False False 734
100 1,461.00 1,287.50 173.50 12.4% 11.75 0.8% 65% False False 596
120 1,461.00 1,246.50 214.50 15.3% 10.50 0.7% 72% False False 498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,482.50
2.618 1,452.75
1.618 1,434.50
1.000 1,423.25
0.618 1,416.25
HIGH 1,405.00
0.618 1,398.00
0.500 1,396.00
0.382 1,393.75
LOW 1,386.75
0.618 1,375.50
1.000 1,368.50
1.618 1,357.25
2.618 1,339.00
4.250 1,309.25
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1,399.00 1,399.25
PP 1,397.50 1,397.50
S1 1,396.00 1,396.00

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

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