E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1,388.25 1,443.00 54.75 3.9% 1,424.25
High 1,425.75 1,458.00 32.25 2.3% 1,425.50
Low 1,383.50 1,438.25 54.75 4.0% 1,382.25
Close 1,420.00 1,457.00 37.00 2.6% 1,384.00
Range 42.25 19.75 -22.50 -53.3% 43.25
ATR 20.74 21.97 1.23 5.9% 0.00
Volume 1,480,199 1,939,767 459,568 31.0% 3,428,461
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,510.25 1,503.50 1,467.75
R3 1,490.50 1,483.75 1,462.50
R2 1,470.75 1,470.75 1,460.50
R1 1,464.00 1,464.00 1,458.75 1,467.50
PP 1,451.00 1,451.00 1,451.00 1,452.75
S1 1,444.25 1,444.25 1,455.25 1,447.50
S2 1,431.25 1,431.25 1,453.50
S3 1,411.50 1,424.50 1,451.50
S4 1,391.75 1,404.75 1,446.25
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,527.00 1,498.75 1,407.75
R3 1,483.75 1,455.50 1,396.00
R2 1,440.50 1,440.50 1,392.00
R1 1,412.25 1,412.25 1,388.00 1,404.75
PP 1,397.25 1,397.25 1,397.25 1,393.50
S1 1,369.00 1,369.00 1,380.00 1,361.50
S2 1,354.00 1,354.00 1,376.00
S3 1,310.75 1,325.75 1,372.00
S4 1,267.50 1,282.50 1,360.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,458.00 1,382.25 75.75 5.2% 26.75 1.8% 99% True False 1,306,060
10 1,458.00 1,382.25 75.75 5.2% 24.00 1.7% 99% True False 1,511,999
20 1,458.00 1,382.25 75.75 5.2% 19.00 1.3% 99% True False 1,022,710
40 1,458.00 1,333.75 124.25 8.5% 19.00 1.3% 99% True False 514,061
60 1,458.00 1,333.75 124.25 8.5% 18.25 1.3% 99% True False 343,138
80 1,461.00 1,333.75 127.25 8.7% 17.00 1.2% 97% False False 257,696
100 1,461.00 1,333.75 127.25 8.7% 15.50 1.1% 97% False False 206,234
120 1,461.00 1,313.00 148.00 10.2% 14.75 1.0% 97% False False 171,876
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 3.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,542.00
2.618 1,509.75
1.618 1,490.00
1.000 1,477.75
0.618 1,470.25
HIGH 1,458.00
0.618 1,450.50
0.500 1,448.00
0.382 1,445.75
LOW 1,438.25
0.618 1,426.00
1.000 1,418.50
1.618 1,406.25
2.618 1,386.50
4.250 1,354.25
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1,454.00 1,444.75
PP 1,451.00 1,432.50
S1 1,448.00 1,420.00

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

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