E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1,469.75 1,466.75 -3.00 -0.2% 1,460.25
High 1,471.50 1,471.25 -0.25 0.0% 1,471.50
Low 1,462.25 1,460.25 -2.00 -0.1% 1,446.00
Close 1,467.25 1,464.25 -3.00 -0.2% 1,467.25
Range 9.25 11.00 1.75 18.9% 25.50
ATR 17.50 17.03 -0.46 -2.7% 0.00
Volume 1,150,333 1,168,502 18,169 1.6% 6,451,640
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,498.25 1,492.25 1,470.25
R3 1,487.25 1,481.25 1,467.25
R2 1,476.25 1,476.25 1,466.25
R1 1,470.25 1,470.25 1,465.25 1,467.75
PP 1,465.25 1,465.25 1,465.25 1,464.00
S1 1,459.25 1,459.25 1,463.25 1,456.75
S2 1,454.25 1,454.25 1,462.25
S3 1,443.25 1,448.25 1,461.25
S4 1,432.25 1,437.25 1,458.25
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,538.00 1,528.25 1,481.25
R3 1,512.50 1,502.75 1,474.25
R2 1,487.00 1,487.00 1,472.00
R1 1,477.25 1,477.25 1,469.50 1,482.00
PP 1,461.50 1,461.50 1,461.50 1,464.00
S1 1,451.75 1,451.75 1,465.00 1,456.50
S2 1,436.00 1,436.00 1,462.50
S3 1,410.50 1,426.25 1,460.25
S4 1,385.00 1,400.75 1,453.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,471.50 1,446.00 25.50 1.7% 11.00 0.8% 72% False False 1,284,061
10 1,471.50 1,383.50 88.00 6.0% 15.00 1.0% 92% False False 1,415,312
20 1,471.50 1,382.25 89.25 6.1% 18.00 1.2% 92% False False 1,479,978
40 1,471.50 1,333.75 137.75 9.4% 16.50 1.1% 95% False False 781,910
60 1,471.50 1,333.75 137.75 9.4% 17.75 1.2% 95% False False 521,853
80 1,471.50 1,333.75 137.75 9.4% 17.00 1.2% 95% False False 391,851
100 1,471.50 1,333.75 137.75 9.4% 15.75 1.1% 95% False False 313,546
120 1,471.50 1,316.50 155.00 10.6% 14.75 1.0% 95% False False 261,314
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 True
Bear Hook False
Bull Hook False
Stretch 2.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,518.00
2.618 1,500.00
1.618 1,489.00
1.000 1,482.25
0.618 1,478.00
HIGH 1,471.25
0.618 1,467.00
0.500 1,465.75
0.382 1,464.50
LOW 1,460.25
0.618 1,453.50
1.000 1,449.25
1.618 1,442.50
2.618 1,431.50
4.250 1,413.50
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1,465.75 1,464.00
PP 1,465.25 1,463.50
S1 1,464.75 1,463.00

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

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