E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1,429.50 1,407.75 -21.75 -1.5% 1,404.75
High 1,429.50 1,416.25 -13.25 -0.9% 1,445.50
Low 1,410.00 1,404.75 -5.25 -0.4% 1,404.00
Close 1,410.00 1,416.00 6.00 0.4% 1,410.00
Range 19.50 11.50 -8.00 -41.0% 41.50
ATR 11.60 11.59 -0.01 -0.1% 0.00
Volume 25 24 -1 -4.0% 240
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,446.75 1,443.00 1,422.25
R3 1,435.25 1,431.50 1,419.25
R2 1,423.75 1,423.75 1,418.00
R1 1,420.00 1,420.00 1,417.00 1,422.00
PP 1,412.25 1,412.25 1,412.25 1,413.25
S1 1,408.50 1,408.50 1,415.00 1,410.50
S2 1,400.75 1,400.75 1,414.00
S3 1,389.25 1,397.00 1,412.75
S4 1,377.75 1,385.50 1,409.75
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,544.25 1,518.75 1,432.75
R3 1,502.75 1,477.25 1,421.50
R2 1,461.25 1,461.25 1,417.50
R1 1,435.75 1,435.75 1,413.75 1,448.50
PP 1,419.75 1,419.75 1,419.75 1,426.25
S1 1,394.25 1,394.25 1,406.25 1,407.00
S2 1,378.25 1,378.25 1,402.50
S3 1,336.75 1,352.75 1,398.50
S4 1,295.25 1,311.25 1,387.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,445.50 1,404.75 40.75 2.9% 12.50 0.9% 28% False True 40
10 1,445.50 1,404.00 41.50 2.9% 12.25 0.9% 29% False False 104
20 1,451.00 1,404.00 47.00 3.3% 10.00 0.7% 26% False False 60
40 1,451.00 1,376.00 75.00 5.3% 6.00 0.4% 53% False False 63
60 1,451.00 1,341.00 110.00 7.8% 4.25 0.3% 68% False False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,465.00
2.618 1,446.25
1.618 1,434.75
1.000 1,427.75
0.618 1,423.25
HIGH 1,416.25
0.618 1,411.75
0.500 1,410.50
0.382 1,409.25
LOW 1,404.75
0.618 1,397.75
1.000 1,393.25
1.618 1,386.25
2.618 1,374.75
4.250 1,356.00
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1,414.25 1,425.00
PP 1,412.25 1,422.00
S1 1,410.50 1,419.00

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

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