E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1,416.25 1,395.75 -20.50 -1.4% 1,399.75
High 1,424.00 1,407.00 -17.00 -1.2% 1,424.00
Low 1,398.25 1,395.75 -2.50 -0.2% 1,386.75
Close 1,398.75 1,405.25 6.50 0.5% 1,398.75
Range 25.75 11.25 -14.50 -56.3% 37.25
ATR 17.02 16.60 -0.41 -2.4% 0.00
Volume 966 1,146 180 18.6% 6,710
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,436.50 1,432.00 1,411.50
R3 1,425.25 1,420.75 1,408.25
R2 1,414.00 1,414.00 1,407.25
R1 1,409.50 1,409.50 1,406.25 1,411.75
PP 1,402.75 1,402.75 1,402.75 1,403.75
S1 1,398.25 1,398.25 1,404.25 1,400.50
S2 1,391.50 1,391.50 1,403.25
S3 1,380.25 1,387.00 1,402.25
S4 1,369.00 1,375.75 1,399.00
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,515.00 1,494.00 1,419.25
R3 1,477.75 1,456.75 1,409.00
R2 1,440.50 1,440.50 1,405.50
R1 1,419.50 1,419.50 1,402.25 1,411.50
PP 1,403.25 1,403.25 1,403.25 1,399.00
S1 1,382.25 1,382.25 1,395.25 1,374.00
S2 1,366.00 1,366.00 1,392.00
S3 1,328.75 1,345.00 1,388.50
S4 1,291.50 1,307.75 1,378.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,424.00 1,386.75 37.25 2.7% 19.50 1.4% 50% False False 1,333
10 1,425.50 1,386.75 38.75 2.8% 18.25 1.3% 48% False False 1,244
20 1,452.50 1,386.75 65.75 4.7% 17.25 1.2% 28% False False 1,305
40 1,461.00 1,386.75 74.25 5.3% 15.25 1.1% 25% False False 1,359
60 1,461.00 1,381.25 79.75 5.7% 13.25 0.9% 30% False False 1,036
80 1,461.00 1,313.00 148.00 10.5% 12.75 0.9% 62% False False 793
100 1,461.00 1,293.00 168.00 12.0% 11.75 0.8% 67% False False 659
120 1,461.00 1,246.50 214.50 15.3% 10.75 0.8% 74% False False 551
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 3.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,454.75
2.618 1,436.50
1.618 1,425.25
1.000 1,418.25
0.618 1,414.00
HIGH 1,407.00
0.618 1,402.75
0.500 1,401.50
0.382 1,400.00
LOW 1,395.75
0.618 1,388.75
1.000 1,384.50
1.618 1,377.50
2.618 1,366.25
4.250 1,348.00
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1,404.00 1,408.00
PP 1,402.75 1,407.00
S1 1,401.50 1,406.25

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

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