E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1,454.00 1,460.25 6.25 0.4% 1,388.25
High 1,463.00 1,460.75 -2.25 -0.2% 1,463.00
Low 1,451.25 1,450.75 -0.50 0.0% 1,383.50
Close 1,457.75 1,455.75 -2.00 -0.1% 1,457.75
Range 11.75 10.00 -1.75 -14.9% 79.50
ATR 20.48 19.73 -0.75 -3.7% 0.00
Volume 1,514,786 1,199,834 -314,952 -20.8% 6,532,987
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,485.75 1,480.75 1,461.25
R3 1,475.75 1,470.75 1,458.50
R2 1,465.75 1,465.75 1,457.50
R1 1,460.75 1,460.75 1,456.75 1,458.25
PP 1,455.75 1,455.75 1,455.75 1,454.50
S1 1,450.75 1,450.75 1,454.75 1,448.25
S2 1,445.75 1,445.75 1,454.00
S3 1,435.75 1,440.75 1,453.00
S4 1,425.75 1,430.75 1,450.25
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 1,383.50 79.50 5.5% 18.75 1.3% 91% False False 1,546,564
10 1,463.00 1,382.25 80.75 5.5% 22.25 1.5% 91% False False 1,327,413
20 1,463.00 1,382.25 80.75 5.5% 19.00 1.3% 91% False False 1,233,900
40 1,463.00 1,333.75 129.25 8.9% 17.75 1.2% 94% False False 621,723
60 1,463.00 1,333.75 129.25 8.9% 18.25 1.3% 94% False False 414,946
80 1,463.00 1,333.75 129.25 8.9% 17.00 1.2% 94% False False 311,605
100 1,463.00 1,333.75 129.25 8.9% 15.50 1.1% 94% False False 249,361
120 1,463.00 1,313.00 150.00 10.3% 15.00 1.0% 95% False False 207,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,503.25
2.618 1,487.00
1.618 1,477.00
1.000 1,470.75
0.618 1,467.00
HIGH 1,460.75
0.618 1,457.00
0.500 1,455.75
0.382 1,454.50
LOW 1,450.75
0.618 1,444.50
1.000 1,440.75
1.618 1,434.50
2.618 1,424.50
4.250 1,408.25
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1,455.75 1,456.50
PP 1,455.75 1,456.25
S1 1,455.75 1,456.00

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

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