E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1,411.00 1,425.25 14.25 1.0% 1,406.75
High 1,428.00 1,432.50 4.50 0.3% 1,417.00
Low 1,409.00 1,419.50 10.50 0.7% 1,390.50
Close 1,425.25 1,421.00 -4.25 -0.3% 1,409.75
Range 19.00 13.00 -6.00 -31.6% 26.50
ATR 16.02 15.81 -0.22 -1.3% 0.00
Volume 152,867 244,011 91,144 59.6% 163,249
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,463.25 1,455.25 1,428.25
R3 1,450.25 1,442.25 1,424.50
R2 1,437.25 1,437.25 1,423.50
R1 1,429.25 1,429.25 1,422.25 1,426.75
PP 1,424.25 1,424.25 1,424.25 1,423.00
S1 1,416.25 1,416.25 1,419.75 1,413.75
S2 1,411.25 1,411.25 1,418.50
S3 1,398.25 1,403.25 1,417.50
S4 1,385.25 1,390.25 1,413.75
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,485.25 1,474.00 1,424.25
R3 1,458.75 1,447.50 1,417.00
R2 1,432.25 1,432.25 1,414.50
R1 1,421.00 1,421.00 1,412.25 1,426.50
PP 1,405.75 1,405.75 1,405.75 1,408.50
S1 1,394.50 1,394.50 1,407.25 1,400.00
S2 1,379.25 1,379.25 1,405.00
S3 1,352.75 1,368.00 1,402.50
S4 1,326.25 1,341.50 1,395.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.50 1,398.00 34.50 2.4% 13.00 0.9% 67% True False 110,756
10 1,432.50 1,390.50 42.00 3.0% 13.50 0.9% 73% True False 65,229
20 1,432.50 1,333.75 98.75 6.9% 15.75 1.1% 88% True False 35,568
40 1,452.50 1,333.75 118.75 8.4% 17.75 1.2% 73% False False 18,614
60 1,459.00 1,333.75 125.25 8.8% 16.50 1.2% 70% False False 13,011
80 1,461.00 1,333.75 127.25 9.0% 15.25 1.1% 69% False False 9,839
100 1,461.00 1,313.00 148.00 10.4% 14.25 1.0% 73% False False 7,903
120 1,461.00 1,293.00 168.00 11.8% 13.50 0.9% 76% False False 6,607
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 False
Stretch 4.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,487.75
2.618 1,466.50
1.618 1,453.50
1.000 1,445.50
0.618 1,440.50
HIGH 1,432.50
0.618 1,427.50
0.500 1,426.00
0.382 1,424.50
LOW 1,419.50
0.618 1,411.50
1.000 1,406.50
1.618 1,398.50
2.618 1,385.50
4.250 1,364.25
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1,426.00 1,420.25
PP 1,424.25 1,419.25
S1 1,422.75 1,418.50

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

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