E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1,440.50 1,429.00 -11.50 -0.8% 1,410.00
High 1,446.00 1,441.25 -4.75 -0.3% 1,432.50
Low 1,428.25 1,427.25 -1.00 -0.1% 1,404.50
Close 1,433.00 1,440.50 7.50 0.5% 1,409.25
Range 17.75 14.00 -3.75 -21.1% 28.00
ATR 16.20 16.05 -0.16 -1.0% 0.00
Volume 2,013,922 1,647,010 -366,912 -18.2% 3,120,042
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,478.25 1,473.50 1,448.25
R3 1,464.25 1,459.50 1,444.25
R2 1,450.25 1,450.25 1,443.00
R1 1,445.50 1,445.50 1,441.75 1,448.00
PP 1,436.25 1,436.25 1,436.25 1,437.50
S1 1,431.50 1,431.50 1,439.25 1,434.00
S2 1,422.25 1,422.25 1,438.00
S3 1,408.25 1,417.50 1,436.75
S4 1,394.25 1,403.50 1,432.75
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,499.50 1,482.25 1,424.75
R3 1,471.50 1,454.25 1,417.00
R2 1,443.50 1,443.50 1,414.50
R1 1,426.25 1,426.25 1,411.75 1,421.00
PP 1,415.50 1,415.50 1,415.50 1,412.75
S1 1,398.25 1,398.25 1,406.75 1,393.00
S2 1,387.50 1,387.50 1,404.00
S3 1,359.50 1,370.25 1,401.50
S4 1,331.50 1,342.25 1,393.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,446.00 1,405.75 40.25 2.8% 16.75 1.2% 86% False False 1,981,025
10 1,446.00 1,402.25 43.75 3.0% 15.50 1.1% 87% False False 1,140,386
20 1,446.00 1,376.50 69.50 4.8% 15.00 1.0% 92% False False 577,247
40 1,446.00 1,333.75 112.25 7.8% 17.50 1.2% 95% False False 290,247
60 1,459.00 1,333.75 125.25 8.7% 17.00 1.2% 85% False False 194,152
80 1,461.00 1,333.75 127.25 8.8% 15.75 1.1% 84% False False 145,742
100 1,461.00 1,333.75 127.25 8.8% 14.25 1.0% 84% False False 116,627
120 1,461.00 1,313.00 148.00 10.3% 13.50 0.9% 86% False False 97,210
Crabel Price Patterns
NR True
NR4 True
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 4.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,500.75
2.618 1,478.00
1.618 1,464.00
1.000 1,455.25
0.618 1,450.00
HIGH 1,441.25
0.618 1,436.00
0.500 1,434.25
0.382 1,432.50
LOW 1,427.25
0.618 1,418.50
1.000 1,413.25
1.618 1,404.50
2.618 1,390.50
4.250 1,367.75
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1,438.50 1,439.00
PP 1,436.25 1,437.25
S1 1,434.25 1,435.50

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

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