E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1,502.25 1,515.50 13.25 0.9% 1,516.00
High 1,515.00 1,524.50 9.50 0.6% 1,530.00
Low 1,502.00 1,481.75 -20.25 -1.3% 1,495.00
Close 1,514.50 1,487.25 -27.25 -1.8% 1,514.50
Range 13.00 42.75 29.75 228.8% 35.00
ATR 13.90 15.96 2.06 14.8% 0.00
Volume 1,763,806 3,093,507 1,329,701 75.4% 7,791,781
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,626.00 1,599.50 1,510.75
R3 1,583.25 1,556.75 1,499.00
R2 1,540.50 1,540.50 1,495.00
R1 1,514.00 1,514.00 1,491.25 1,506.00
PP 1,497.75 1,497.75 1,497.75 1,493.75
S1 1,471.25 1,471.25 1,483.25 1,463.00
S2 1,455.00 1,455.00 1,479.50
S3 1,412.25 1,428.50 1,475.50
S4 1,369.50 1,385.75 1,463.75
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,618.25 1,601.25 1,533.75
R3 1,583.25 1,566.25 1,524.00
R2 1,548.25 1,548.25 1,521.00
R1 1,531.25 1,531.25 1,517.75 1,522.25
PP 1,513.25 1,513.25 1,513.25 1,508.50
S1 1,496.25 1,496.25 1,511.25 1,487.25
S2 1,478.25 1,478.25 1,508.00
S3 1,443.25 1,461.25 1,505.00
S4 1,408.25 1,426.25 1,495.25
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 1,481.75 48.25 3.2% 21.50 1.4% 11% False True 2,177,057
10 1,530.00 1,481.75 48.25 3.2% 15.50 1.0% 11% False True 1,774,513
20 1,530.00 1,481.75 48.25 3.2% 14.50 1.0% 11% False True 1,715,965
40 1,530.00 1,382.25 147.75 9.9% 15.00 1.0% 71% False False 1,572,023
60 1,530.00 1,376.50 153.50 10.3% 15.50 1.0% 72% False False 1,290,370
80 1,530.00 1,333.75 196.25 13.2% 16.50 1.1% 78% False False 968,709
100 1,530.00 1,333.75 196.25 13.2% 16.25 1.1% 78% False False 775,244
120 1,530.00 1,333.75 196.25 13.2% 15.75 1.1% 78% False False 646,232
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 3.28
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1,706.25
2.618 1,636.50
1.618 1,593.75
1.000 1,567.25
0.618 1,551.00
HIGH 1,524.50
0.618 1,508.25
0.500 1,503.00
0.382 1,498.00
LOW 1,481.75
0.618 1,455.25
1.000 1,439.00
1.618 1,412.50
2.618 1,369.75
4.250 1,300.00
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1,503.00 1,503.00
PP 1,497.75 1,497.75
S1 1,492.50 1,492.50

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

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