E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1,398.50 1,395.00 -3.50 -0.3% 1,407.75
High 1,398.50 1,400.25 1.75 0.1% 1,416.25
Low 1,393.75 1,388.25 -5.50 -0.4% 1,386.00
Close 1,393.75 1,393.00 -0.75 -0.1% 1,393.75
Range 4.75 12.00 7.25 152.6% 30.25
ATR 11.24 11.30 0.05 0.5% 0.00
Volume 21 10 -11 -52.4% 375
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,429.75 1,423.50 1,399.50
R3 1,417.75 1,411.50 1,396.25
R2 1,405.75 1,405.75 1,395.25
R1 1,399.50 1,399.50 1,394.00 1,396.50
PP 1,393.75 1,393.75 1,393.75 1,392.50
S1 1,387.50 1,387.50 1,392.00 1,384.50
S2 1,381.75 1,381.75 1,390.75
S3 1,369.75 1,375.50 1,389.75
S4 1,357.75 1,363.50 1,386.50
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,489.50 1,471.75 1,410.50
R3 1,459.25 1,441.50 1,402.00
R2 1,429.00 1,429.00 1,399.25
R1 1,411.25 1,411.25 1,396.50 1,405.00
PP 1,398.75 1,398.75 1,398.75 1,395.50
S1 1,381.00 1,381.00 1,391.00 1,374.75
S2 1,368.50 1,368.50 1,388.25
S3 1,338.25 1,350.75 1,385.50
S4 1,308.00 1,320.50 1,377.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,400.25 1,386.00 14.25 1.0% 9.00 0.6% 49% True False 86
10 1,445.50 1,386.00 59.50 4.3% 11.25 0.8% 12% False False 55
20 1,451.00 1,386.00 65.00 4.7% 10.75 0.8% 11% False False 80
40 1,451.00 1,386.00 65.00 4.7% 7.75 0.6% 11% False False 75
60 1,451.00 1,376.00 75.00 5.4% 5.25 0.4% 23% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,451.25
2.618 1,431.75
1.618 1,419.75
1.000 1,412.25
0.618 1,407.75
HIGH 1,400.25
0.618 1,395.75
0.500 1,394.25
0.382 1,392.75
LOW 1,388.25
0.618 1,380.75
1.000 1,376.25
1.618 1,368.75
2.618 1,356.75
4.250 1,337.25
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1,394.25 1,394.25
PP 1,393.75 1,393.75
S1 1,393.50 1,393.50

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

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