E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1,492.50 1,507.25 14.75 1.0% 1,495.75
High 1,511.00 1,510.25 -0.75 0.0% 1,510.50
Low 1,492.25 1,499.00 6.75 0.5% 1,491.00
Close 1,506.00 1,506.75 0.75 0.0% 1,506.75
Range 18.75 11.25 -7.50 -40.0% 19.50
ATR 14.90 14.64 -0.26 -1.8% 0.00
Volume 1,741,970 1,753,717 11,747 0.7% 7,924,199
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,539.00 1,534.25 1,513.00
R3 1,527.75 1,523.00 1,509.75
R2 1,516.50 1,516.50 1,508.75
R1 1,511.75 1,511.75 1,507.75 1,508.50
PP 1,505.25 1,505.25 1,505.25 1,503.75
S1 1,500.50 1,500.50 1,505.75 1,497.25
S2 1,494.00 1,494.00 1,504.75
S3 1,482.75 1,489.25 1,503.75
S4 1,471.50 1,478.00 1,500.50
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% 14.25 1.0% 80% False False 1,736,028
10 1,511.00 1,482.75 28.25 1.9% 13.50 0.9% 85% False False 1,660,576
20 1,511.00 1,451.25 59.75 4.0% 12.75 0.8% 93% False False 1,505,755
40 1,511.00 1,382.25 128.75 8.5% 15.75 1.0% 97% False False 1,402,309
60 1,511.00 1,333.75 177.25 11.8% 16.00 1.1% 98% False False 939,120
80 1,511.00 1,333.75 177.25 11.8% 16.75 1.1% 98% False False 704,724
100 1,511.00 1,333.75 177.25 11.8% 16.00 1.1% 98% False False 564,104
120 1,511.00 1,333.75 177.25 11.8% 15.25 1.0% 98% False False 470,138
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,558.00
2.618 1,539.75
1.618 1,528.50
1.000 1,521.50
0.618 1,517.25
HIGH 1,510.25
0.618 1,506.00
0.500 1,504.50
0.382 1,503.25
LOW 1,499.00
0.618 1,492.00
1.000 1,487.75
1.618 1,480.75
2.618 1,469.50
4.250 1,451.25
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1,506.00 1,504.75
PP 1,505.25 1,502.75
S1 1,504.50 1,500.50

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

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