E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1,369.00 1,367.25 -1.75 -0.1% 1,395.75
High 1,378.75 1,374.75 -4.00 -0.3% 1,424.00
Low 1,360.00 1,343.00 -17.00 -1.3% 1,357.00
Close 1,364.00 1,346.00 -18.00 -1.3% 1,369.00
Range 18.75 31.75 13.00 69.3% 67.00
ATR 18.85 19.77 0.92 4.9% 0.00
Volume 644 2,476 1,832 284.5% 14,277
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,449.75 1,429.75 1,363.50
R3 1,418.00 1,398.00 1,354.75
R2 1,386.25 1,386.25 1,351.75
R1 1,366.25 1,366.25 1,349.00 1,360.50
PP 1,354.50 1,354.50 1,354.50 1,351.75
S1 1,334.50 1,334.50 1,343.00 1,328.50
S2 1,322.75 1,322.75 1,340.25
S3 1,291.00 1,302.75 1,337.25
S4 1,259.25 1,271.00 1,328.50
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,584.25 1,543.75 1,405.75
R3 1,517.25 1,476.75 1,387.50
R2 1,450.25 1,450.25 1,381.25
R1 1,409.75 1,409.75 1,375.25 1,396.50
PP 1,383.25 1,383.25 1,383.25 1,376.75
S1 1,342.75 1,342.75 1,362.75 1,329.50
S2 1,316.25 1,316.25 1,356.75
S3 1,249.25 1,275.75 1,350.50
S4 1,182.25 1,208.75 1,332.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,390.75 1,343.00 47.75 3.5% 21.50 1.6% 6% False True 2,567
10 1,424.00 1,343.00 81.00 6.0% 23.50 1.8% 4% False True 2,426
20 1,452.50 1,343.00 109.50 8.1% 20.50 1.5% 3% False True 1,738
40 1,459.00 1,343.00 116.00 8.6% 17.50 1.3% 3% False True 1,793
60 1,461.00 1,343.00 118.00 8.8% 15.25 1.1% 3% False True 1,303
80 1,461.00 1,316.50 144.50 10.7% 14.00 1.0% 20% False False 1,016
100 1,461.00 1,295.00 166.00 12.3% 13.25 1.0% 31% False False 839
120 1,461.00 1,246.50 214.50 15.9% 12.25 0.9% 46% False False 701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,509.75
2.618 1,457.75
1.618 1,426.00
1.000 1,406.50
0.618 1,394.25
HIGH 1,374.75
0.618 1,362.50
0.500 1,359.00
0.382 1,355.25
LOW 1,343.00
0.618 1,323.50
1.000 1,311.25
1.618 1,291.75
2.618 1,260.00
4.250 1,208.00
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1,359.00 1,361.00
PP 1,354.50 1,356.00
S1 1,350.25 1,351.00

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

View Archives - Comment on this page... - Back to Index of Symbols