E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1,513.50 1,512.50 -1.00 -0.1% 1,508.00
High 1,517.00 1,519.00 2.00 0.1% 1,515.00
Low 1,509.75 1,508.50 -1.25 -0.1% 1,490.25
Close 1,513.00 1,516.25 3.25 0.2% 1,512.50
Range 7.25 10.50 3.25 44.8% 24.75
ATR 14.00 13.75 -0.25 -1.8% 0.00
Volume 1,229,917 1,258,561 28,644 2.3% 8,649,964
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,546.00 1,541.75 1,522.00
R3 1,535.50 1,531.25 1,519.25
R2 1,525.00 1,525.00 1,518.25
R1 1,520.75 1,520.75 1,517.25 1,523.00
PP 1,514.50 1,514.50 1,514.50 1,515.75
S1 1,510.25 1,510.25 1,515.25 1,512.50
S2 1,504.00 1,504.00 1,514.25
S3 1,493.50 1,499.75 1,513.25
S4 1,483.00 1,489.25 1,510.50
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,580.25 1,571.00 1,526.00
R3 1,555.50 1,546.25 1,519.25
R2 1,530.75 1,530.75 1,517.00
R1 1,521.50 1,521.50 1,514.75 1,526.00
PP 1,506.00 1,506.00 1,506.00 1,508.25
S1 1,496.75 1,496.75 1,510.25 1,501.50
S2 1,481.25 1,481.25 1,508.00
S3 1,456.50 1,472.00 1,505.75
S4 1,431.75 1,447.25 1,499.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,519.00 1,494.50 24.50 1.6% 11.25 0.7% 89% True False 1,526,180
10 1,519.00 1,490.25 28.75 1.9% 13.00 0.9% 90% True False 1,635,571
20 1,519.00 1,456.50 62.50 4.1% 12.75 0.8% 96% True False 1,546,949
40 1,519.00 1,382.25 136.75 9.0% 15.50 1.0% 98% True False 1,513,463
60 1,519.00 1,333.75 185.25 12.2% 15.25 1.0% 99% True False 1,036,923
80 1,519.00 1,333.75 185.25 12.2% 16.50 1.1% 99% True False 778,127
100 1,519.00 1,333.75 185.25 12.2% 16.25 1.1% 99% True False 622,871
120 1,519.00 1,333.75 185.25 12.2% 15.25 1.0% 99% True False 519,113
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,563.50
2.618 1,546.50
1.618 1,536.00
1.000 1,529.50
0.618 1,525.50
HIGH 1,519.00
0.618 1,515.00
0.500 1,513.75
0.382 1,512.50
LOW 1,508.50
0.618 1,502.00
1.000 1,498.00
1.618 1,491.50
2.618 1,481.00
4.250 1,464.00
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1,515.50 1,514.50
PP 1,514.50 1,513.00
S1 1,513.75 1,511.50

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

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