E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1,460.25 1,456.75 -3.50 -0.2% 1,388.25
High 1,460.75 1,457.00 -3.75 -0.3% 1,463.00
Low 1,450.75 1,446.00 -4.75 -0.3% 1,383.50
Close 1,455.75 1,452.25 -3.50 -0.2% 1,457.75
Range 10.00 11.00 1.00 10.0% 79.50
ATR 19.73 19.11 -0.62 -3.2% 0.00
Volume 1,199,834 1,366,996 167,162 13.9% 6,532,987
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,484.75 1,479.50 1,458.25
R3 1,473.75 1,468.50 1,455.25
R2 1,462.75 1,462.75 1,454.25
R1 1,457.50 1,457.50 1,453.25 1,454.50
PP 1,451.75 1,451.75 1,451.75 1,450.25
S1 1,446.50 1,446.50 1,451.25 1,443.50
S2 1,440.75 1,440.75 1,450.25
S3 1,429.75 1,435.50 1,449.25
S4 1,418.75 1,424.50 1,446.25
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 1,438.25 24.75 1.7% 12.50 0.9% 57% False False 1,523,923
10 1,463.00 1,382.25 80.75 5.6% 18.50 1.3% 87% False False 1,252,827
20 1,463.00 1,382.25 80.75 5.6% 18.75 1.3% 87% False False 1,298,863
40 1,463.00 1,333.75 129.25 8.9% 17.50 1.2% 92% False False 655,802
60 1,463.00 1,333.75 129.25 8.9% 18.00 1.2% 92% False False 437,714
80 1,463.00 1,333.75 129.25 8.9% 17.00 1.2% 92% False False 328,692
100 1,463.00 1,333.75 129.25 8.9% 15.75 1.1% 92% False False 263,015
120 1,463.00 1,313.00 150.00 10.3% 15.00 1.0% 93% False False 219,205
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,503.75
2.618 1,485.75
1.618 1,474.75
1.000 1,468.00
0.618 1,463.75
HIGH 1,457.00
0.618 1,452.75
0.500 1,451.50
0.382 1,450.25
LOW 1,446.00
0.618 1,439.25
1.000 1,435.00
1.618 1,428.25
2.618 1,417.25
4.250 1,399.25
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1,452.00 1,454.50
PP 1,451.75 1,453.75
S1 1,451.50 1,453.00

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

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