E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1,456.00 1,454.00 -2.00 -0.1% 1,388.25
High 1,460.50 1,463.00 2.50 0.2% 1,463.00
Low 1,450.00 1,451.25 1.25 0.1% 1,383.50
Close 1,453.50 1,457.75 4.25 0.3% 1,457.75
Range 10.50 11.75 1.25 11.9% 79.50
ATR 21.15 20.48 -0.67 -3.2% 0.00
Volume 1,598,235 1,514,786 -83,449 -5.2% 6,532,987
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,492.50 1,487.00 1,464.25
R3 1,480.75 1,475.25 1,461.00
R2 1,469.00 1,469.00 1,460.00
R1 1,463.50 1,463.50 1,458.75 1,466.25
PP 1,457.25 1,457.25 1,457.25 1,458.75
S1 1,451.75 1,451.75 1,456.75 1,454.50
S2 1,445.50 1,445.50 1,455.50
S3 1,433.75 1,440.00 1,454.50
S4 1,422.00 1,428.25 1,451.25
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,673.25 1,645.00 1,501.50
R3 1,593.75 1,565.50 1,479.50
R2 1,514.25 1,514.25 1,472.25
R1 1,486.00 1,486.00 1,465.00 1,500.00
PP 1,434.75 1,434.75 1,434.75 1,441.75
S1 1,406.50 1,406.50 1,450.50 1,420.50
S2 1,355.25 1,355.25 1,443.25
S3 1,275.75 1,327.00 1,436.00
S4 1,196.25 1,247.50 1,414.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,463.00 1,382.25 80.75 5.5% 23.75 1.6% 93% True False 1,518,967
10 1,463.00 1,382.25 80.75 5.5% 22.75 1.6% 93% True False 1,372,131
20 1,463.00 1,382.25 80.75 5.5% 18.75 1.3% 93% True False 1,175,057
40 1,463.00 1,333.75 129.25 8.9% 18.75 1.3% 96% True False 591,740
60 1,463.00 1,333.75 129.25 8.9% 18.25 1.3% 96% True False 394,987
80 1,463.00 1,333.75 129.25 8.9% 17.00 1.2% 96% True False 296,608
100 1,463.00 1,333.75 129.25 8.9% 15.50 1.1% 96% True False 237,363
120 1,463.00 1,313.00 150.00 10.3% 15.00 1.0% 97% True False 197,814
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,513.00
2.618 1,493.75
1.618 1,482.00
1.000 1,474.75
0.618 1,470.25
HIGH 1,463.00
0.618 1,458.50
0.500 1,457.00
0.382 1,455.75
LOW 1,451.25
0.618 1,444.00
1.000 1,439.50
1.618 1,432.25
2.618 1,420.50
4.250 1,401.25
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1,457.50 1,455.50
PP 1,457.25 1,453.00
S1 1,457.00 1,450.50

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

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