E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1,392.25 1,406.00 13.75 1.0% 1,419.00
High 1,405.00 1,411.00 6.00 0.4% 1,425.50
Low 1,386.75 1,394.00 7.25 0.5% 1,388.75
Close 1,400.75 1,400.00 -0.75 -0.1% 1,400.75
Range 18.25 17.00 -1.25 -6.8% 36.75
ATR 15.51 15.62 0.11 0.7% 0.00
Volume 232 238 6 2.6% 5,749
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,452.75 1,443.25 1,409.25
R3 1,435.75 1,426.25 1,404.75
R2 1,418.75 1,418.75 1,403.00
R1 1,409.25 1,409.25 1,401.50 1,405.50
PP 1,401.75 1,401.75 1,401.75 1,399.75
S1 1,392.25 1,392.25 1,398.50 1,388.50
S2 1,384.75 1,384.75 1,397.00
S3 1,367.75 1,375.25 1,395.25
S4 1,350.75 1,358.25 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 1,411.00 1,386.75 24.25 1.7% 15.75 1.1% 55% True False 730
10 1,452.50 1,386.75 65.75 4.7% 17.50 1.2% 20% False False 1,051
20 1,459.00 1,386.75 72.25 5.2% 16.00 1.1% 18% False False 1,120
40 1,461.00 1,386.75 74.25 5.3% 14.75 1.1% 18% False False 1,253
60 1,461.00 1,379.50 81.50 5.8% 12.50 0.9% 25% False False 933
80 1,461.00 1,313.00 148.00 10.6% 12.25 0.9% 59% False False 737
100 1,461.00 1,287.50 173.50 12.4% 11.50 0.8% 65% False False 598
120 1,461.00 1,246.50 214.50 15.3% 10.50 0.8% 72% False False 500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 3.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,483.25
2.618 1,455.50
1.618 1,438.50
1.000 1,428.00
0.618 1,421.50
HIGH 1,411.00
0.618 1,404.50
0.500 1,402.50
0.382 1,400.50
LOW 1,394.00
0.618 1,383.50
1.000 1,377.00
1.618 1,366.50
2.618 1,349.50
4.250 1,321.75
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1,402.50 1,399.50
PP 1,401.75 1,399.25
S1 1,400.75 1,399.00

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

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