E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 1,495.75 1,495.50 -0.25 0.0% 1,478.00
High 1,500.00 1,505.75 5.75 0.4% 1,499.25
Low 1,491.25 1,491.00 -0.25 0.0% 1,475.00
Close 1,497.00 1,505.00 8.00 0.5% 1,495.75
Range 8.75 14.75 6.00 68.6% 24.25
ATR 14.66 14.67 0.01 0.0% 0.00
Volume 1,206,900 1,500,028 293,128 24.3% 6,087,268
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,544.75 1,539.75 1,513.00
R3 1,530.00 1,525.00 1,509.00
R2 1,515.25 1,515.25 1,507.75
R1 1,510.25 1,510.25 1,506.25 1,512.75
PP 1,500.50 1,500.50 1,500.50 1,502.00
S1 1,495.50 1,495.50 1,503.75 1,498.00
S2 1,485.75 1,485.75 1,502.25
S3 1,471.00 1,480.75 1,501.00
S4 1,456.25 1,466.00 1,497.00
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,562.75 1,553.50 1,509.00
R3 1,538.50 1,529.25 1,502.50
R2 1,514.25 1,514.25 1,500.25
R1 1,505.00 1,505.00 1,498.00 1,509.50
PP 1,490.00 1,490.00 1,490.00 1,492.25
S1 1,480.75 1,480.75 1,493.50 1,485.50
S2 1,465.75 1,465.75 1,491.25
S3 1,441.50 1,456.50 1,489.00
S4 1,417.25 1,432.25 1,482.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,505.75 1,482.75 23.00 1.5% 11.50 0.8% 97% True False 1,463,882
10 1,505.75 1,456.50 49.25 3.3% 12.50 0.8% 98% True False 1,458,327
20 1,505.75 1,383.50 122.25 8.1% 13.75 0.9% 99% True False 1,436,820
40 1,505.75 1,382.25 123.50 8.2% 15.50 1.0% 99% True False 1,144,634
60 1,505.75 1,333.75 172.00 11.4% 17.00 1.1% 100% True False 764,732
80 1,505.75 1,333.75 172.00 11.4% 16.75 1.1% 100% True False 573,829
100 1,505.75 1,333.75 172.00 11.4% 16.00 1.1% 100% True False 459,340
120 1,505.75 1,333.75 172.00 11.4% 14.75 1.0% 100% True False 382,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,568.50
2.618 1,544.25
1.618 1,529.50
1.000 1,520.50
0.618 1,514.75
HIGH 1,505.75
0.618 1,500.00
0.500 1,498.50
0.382 1,496.75
LOW 1,491.00
0.618 1,482.00
1.000 1,476.25
1.618 1,467.25
2.618 1,452.50
4.250 1,428.25
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 1,502.75 1,502.00
PP 1,500.50 1,499.25
S1 1,498.50 1,496.25

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

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