E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1,424.25 1,424.00 -0.25 0.0% 1,415.25
High 1,424.50 1,425.50 1.00 0.1% 1,446.00
Low 1,417.50 1,410.75 -6.75 -0.5% 1,391.25
Close 1,419.75 1,413.50 -6.25 -0.4% 1,426.00
Range 7.00 14.75 7.75 110.7% 54.75
ATR 17.76 17.54 -0.21 -1.2% 0.00
Volume 318,126 578,176 260,050 81.7% 10,328,948
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,460.75 1,452.00 1,421.50
R3 1,446.00 1,437.25 1,417.50
R2 1,431.25 1,431.25 1,416.25
R1 1,422.50 1,422.50 1,414.75 1,419.50
PP 1,416.50 1,416.50 1,416.50 1,415.00
S1 1,407.75 1,407.75 1,412.25 1,404.75
S2 1,401.75 1,401.75 1,410.75
S3 1,387.00 1,393.00 1,409.50
S4 1,372.25 1,378.25 1,405.50
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,585.25 1,560.50 1,456.00
R3 1,530.50 1,505.75 1,441.00
R2 1,475.75 1,475.75 1,436.00
R1 1,451.00 1,451.00 1,431.00 1,463.50
PP 1,421.00 1,421.00 1,421.00 1,427.25
S1 1,396.25 1,396.25 1,421.00 1,408.50
S2 1,366.25 1,366.25 1,416.00
S3 1,311.50 1,341.50 1,411.00
S4 1,256.75 1,286.75 1,396.00
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 1,391.25 54.75 3.9% 20.75 1.5% 41% False False 1,334,018
10 1,446.00 1,391.25 54.75 3.9% 18.25 1.3% 41% False False 1,412,623
20 1,446.00 1,376.50 69.50 4.9% 16.50 1.2% 53% False False 727,064
40 1,446.00 1,333.75 112.25 7.9% 18.25 1.3% 71% False False 365,396
60 1,459.00 1,333.75 125.25 8.9% 17.25 1.2% 64% False False 244,059
80 1,461.00 1,333.75 127.25 9.0% 16.25 1.1% 63% False False 183,336
100 1,461.00 1,333.75 127.25 9.0% 14.50 1.0% 63% False False 146,714
120 1,461.00 1,313.00 148.00 10.5% 14.00 1.0% 68% False False 122,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,488.25
2.618 1,464.00
1.618 1,449.25
1.000 1,440.25
0.618 1,434.50
HIGH 1,425.50
0.618 1,419.75
0.500 1,418.00
0.382 1,416.50
LOW 1,410.75
0.618 1,401.75
1.000 1,396.00
1.618 1,387.00
2.618 1,372.25
4.250 1,348.00
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1,418.00 1,416.25
PP 1,416.50 1,415.25
S1 1,415.00 1,414.50

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

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