E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1,508.00 1,492.50 -15.50 -1.0% 1,495.75
High 1,508.50 1,511.00 2.50 0.2% 1,510.50
Low 1,490.25 1,492.25 2.00 0.1% 1,491.00
Close 1,493.50 1,506.00 12.50 0.8% 1,506.75
Range 18.25 18.75 0.50 2.7% 19.50
ATR 14.61 14.90 0.30 2.0% 0.00
Volume 1,765,571 1,741,970 -23,601 -1.3% 7,924,199
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,559.25 1,551.50 1,516.25
R3 1,540.50 1,532.75 1,511.25
R2 1,521.75 1,521.75 1,509.50
R1 1,514.00 1,514.00 1,507.75 1,518.00
PP 1,503.00 1,503.00 1,503.00 1,505.00
S1 1,495.25 1,495.25 1,504.25 1,499.00
S2 1,484.25 1,484.25 1,502.50
S3 1,465.50 1,476.50 1,500.75
S4 1,446.75 1,457.75 1,495.75
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,561.25 1,553.50 1,517.50
R3 1,541.75 1,534.00 1,512.00
R2 1,522.25 1,522.25 1,510.25
R1 1,514.50 1,514.50 1,508.50 1,518.50
PP 1,502.75 1,502.75 1,502.75 1,504.75
S1 1,495.00 1,495.00 1,505.00 1,499.00
S2 1,483.25 1,483.25 1,503.25
S3 1,463.75 1,475.50 1,501.50
S4 1,444.25 1,456.00 1,496.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,511.00 1,490.25 20.75 1.4% 14.50 1.0% 76% True False 1,744,962
10 1,511.00 1,482.75 28.25 1.9% 13.00 0.9% 82% True False 1,604,422
20 1,511.00 1,446.00 65.00 4.3% 12.75 0.8% 92% True False 1,486,419
40 1,511.00 1,382.25 128.75 8.5% 15.75 1.0% 96% True False 1,360,159
60 1,511.00 1,333.75 177.25 11.8% 16.00 1.1% 97% True False 909,955
80 1,511.00 1,333.75 177.25 11.8% 16.75 1.1% 97% True False 682,814
100 1,511.00 1,333.75 177.25 11.8% 16.25 1.1% 97% True False 546,568
120 1,511.00 1,333.75 177.25 11.8% 15.00 1.0% 97% True False 455,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.60
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,590.75
2.618 1,560.00
1.618 1,541.25
1.000 1,529.75
0.618 1,522.50
HIGH 1,511.00
0.618 1,503.75
0.500 1,501.50
0.382 1,499.50
LOW 1,492.25
0.618 1,480.75
1.000 1,473.50
1.618 1,462.00
2.618 1,443.25
4.250 1,412.50
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1,504.50 1,504.25
PP 1,503.00 1,502.50
S1 1,501.50 1,500.50

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

View Archives - Comment on this page... - Back to Index of Symbols