E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1,425.25 1,419.75 -5.50 -0.4% 1,406.75
High 1,432.50 1,425.25 -7.25 -0.5% 1,417.00
Low 1,419.50 1,409.75 -9.75 -0.7% 1,390.50
Close 1,421.00 1,412.00 -9.00 -0.6% 1,409.75
Range 13.00 15.50 2.50 19.2% 26.50
ATR 15.81 15.79 -0.02 -0.1% 0.00
Volume 244,011 967,938 723,927 296.7% 163,249
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,462.25 1,452.50 1,420.50
R3 1,446.75 1,437.00 1,416.25
R2 1,431.25 1,431.25 1,414.75
R1 1,421.50 1,421.50 1,413.50 1,418.50
PP 1,415.75 1,415.75 1,415.75 1,414.25
S1 1,406.00 1,406.00 1,410.50 1,403.00
S2 1,400.25 1,400.25 1,409.25
S3 1,384.75 1,390.50 1,407.75
S4 1,369.25 1,375.00 1,403.50
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 1,402.25 30.25 2.1% 14.25 1.0% 32% False False 299,748
10 1,432.50 1,390.50 42.00 3.0% 13.50 1.0% 51% False False 160,251
20 1,432.50 1,333.75 98.75 7.0% 15.00 1.1% 79% False False 83,841
40 1,452.50 1,333.75 118.75 8.4% 17.75 1.3% 66% False False 42,790
60 1,459.00 1,333.75 125.25 8.9% 16.75 1.2% 62% False False 29,142
80 1,461.00 1,333.75 127.25 9.0% 15.25 1.1% 61% False False 21,938
100 1,461.00 1,316.50 144.50 10.2% 14.25 1.0% 66% False False 17,581
120 1,461.00 1,295.00 166.00 11.8% 13.50 1.0% 70% False False 14,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,491.00
2.618 1,465.75
1.618 1,450.25
1.000 1,440.75
0.618 1,434.75
HIGH 1,425.25
0.618 1,419.25
0.500 1,417.50
0.382 1,415.75
LOW 1,409.75
0.618 1,400.25
1.000 1,394.25
1.618 1,384.75
2.618 1,369.25
4.250 1,344.00
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1,417.50 1,420.75
PP 1,415.75 1,417.75
S1 1,413.75 1,415.00

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

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