E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 1,526.75 1,539.00 12.25 0.8% 1,515.50
High 1,542.75 1,544.75 2.00 0.1% 1,524.50
Low 1,524.50 1,537.00 12.50 0.8% 1,481.75
Close 1,537.00 1,539.00 2.00 0.1% 1,516.50
Range 18.25 7.75 -10.50 -57.5% 42.75
ATR 17.29 16.61 -0.68 -3.9% 0.00
Volume 2,368,997 2,091,010 -277,987 -11.7% 13,231,108
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,563.50 1,559.00 1,543.25
R3 1,555.75 1,551.25 1,541.25
R2 1,548.00 1,548.00 1,540.50
R1 1,543.50 1,543.50 1,539.75 1,543.00
PP 1,540.25 1,540.25 1,540.25 1,540.00
S1 1,535.75 1,535.75 1,538.25 1,535.00
S2 1,532.50 1,532.50 1,537.50
S3 1,524.75 1,528.00 1,536.75
S4 1,517.00 1,520.25 1,534.75
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,635.75 1,619.00 1,540.00
R3 1,593.00 1,576.25 1,528.25
R2 1,550.25 1,550.25 1,524.25
R1 1,533.50 1,533.50 1,520.50 1,542.00
PP 1,507.50 1,507.50 1,507.50 1,511.75
S1 1,490.75 1,490.75 1,512.50 1,499.00
S2 1,464.75 1,464.75 1,508.75
S3 1,422.00 1,448.00 1,504.75
S4 1,379.25 1,405.25 1,493.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,544.75 1,499.50 45.25 2.9% 16.25 1.1% 87% True False 2,237,144
10 1,544.75 1,481.75 63.00 4.1% 19.75 1.3% 91% True False 2,394,667
20 1,544.75 1,481.75 63.00 4.1% 16.00 1.0% 91% True False 1,973,302
40 1,544.75 1,446.00 98.75 6.4% 14.25 0.9% 94% True False 1,729,861
60 1,544.75 1,382.25 162.50 10.6% 15.75 1.0% 96% True False 1,564,540
80 1,544.75 1,333.75 211.00 13.7% 16.00 1.0% 97% True False 1,175,792
100 1,544.75 1,333.75 211.00 13.7% 16.75 1.1% 97% True False 940,912
120 1,544.75 1,333.75 211.00 13.7% 16.25 1.0% 97% True False 784,357
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.33
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,577.75
2.618 1,565.00
1.618 1,557.25
1.000 1,552.50
0.618 1,549.50
HIGH 1,544.75
0.618 1,541.75
0.500 1,541.00
0.382 1,540.00
LOW 1,537.00
0.618 1,532.25
1.000 1,529.25
1.618 1,524.50
2.618 1,516.75
4.250 1,504.00
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 1,541.00 1,534.50
PP 1,540.25 1,530.25
S1 1,539.50 1,526.00

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

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