E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1,516.00 1,528.75 12.75 0.8% 1,513.50
High 1,529.00 1,530.00 1.00 0.1% 1,522.00
Low 1,515.25 1,506.50 -8.75 -0.6% 1,508.50
Close 1,528.00 1,507.00 -21.00 -1.4% 1,517.00
Range 13.75 23.50 9.75 70.9% 13.50
ATR 13.08 13.82 0.74 5.7% 0.00
Volume 1,498,369 2,018,732 520,363 34.7% 6,859,849
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,585.00 1,569.50 1,520.00
R3 1,561.50 1,546.00 1,513.50
R2 1,538.00 1,538.00 1,511.25
R1 1,522.50 1,522.50 1,509.25 1,518.50
PP 1,514.50 1,514.50 1,514.50 1,512.50
S1 1,499.00 1,499.00 1,504.75 1,495.00
S2 1,491.00 1,491.00 1,502.75
S3 1,467.50 1,475.50 1,500.50
S4 1,444.00 1,452.00 1,494.00
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,556.25 1,550.25 1,524.50
R3 1,542.75 1,536.75 1,520.75
R2 1,529.25 1,529.25 1,519.50
R1 1,523.25 1,523.25 1,518.25 1,526.25
PP 1,515.75 1,515.75 1,515.75 1,517.50
S1 1,509.75 1,509.75 1,515.75 1,512.75
S2 1,502.25 1,502.25 1,514.50
S3 1,488.75 1,496.25 1,513.25
S4 1,475.25 1,482.75 1,509.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,530.00 1,506.50 23.50 1.6% 13.50 0.9% 2% True True 1,577,694
10 1,530.00 1,494.50 35.50 2.4% 12.50 0.8% 35% True False 1,551,937
20 1,530.00 1,482.75 47.25 3.1% 12.75 0.8% 51% True False 1,578,179
40 1,530.00 1,382.25 147.75 9.8% 15.00 1.0% 84% True False 1,463,047
60 1,530.00 1,376.50 153.50 10.2% 15.00 1.0% 85% True False 1,167,780
80 1,530.00 1,333.75 196.25 13.0% 16.25 1.1% 88% True False 876,647
100 1,530.00 1,333.75 196.25 13.0% 16.25 1.1% 88% True False 701,710
120 1,530.00 1,333.75 196.25 13.0% 15.50 1.0% 88% True False 584,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1,630.00
2.618 1,591.50
1.618 1,568.00
1.000 1,553.50
0.618 1,544.50
HIGH 1,530.00
0.618 1,521.00
0.500 1,518.25
0.382 1,515.50
LOW 1,506.50
0.618 1,492.00
1.000 1,483.00
1.618 1,468.50
2.618 1,445.00
4.250 1,406.50
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1,518.25 1,518.25
PP 1,514.50 1,514.50
S1 1,510.75 1,510.75

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

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