E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1,506.75 1,511.75 5.00 0.3% 1,500.75
High 1,512.50 1,515.50 3.00 0.2% 1,508.50
Low 1,502.25 1,506.75 4.50 0.3% 1,484.25
Close 1,510.00 1,511.00 1.00 0.1% 1,506.25
Range 10.25 8.75 -1.50 -14.6% 24.25
ATR 12.90 12.60 -0.30 -2.3% 0.00
Volume 5,238 3,578 -1,660 -31.7% 27,373
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,537.25 1,533.00 1,515.75
R3 1,528.50 1,524.25 1,513.50
R2 1,519.75 1,519.75 1,512.50
R1 1,515.50 1,515.50 1,511.75 1,513.25
PP 1,511.00 1,511.00 1,511.00 1,510.00
S1 1,506.75 1,506.75 1,510.25 1,504.50
S2 1,502.25 1,502.25 1,509.50
S3 1,493.50 1,498.00 1,508.50
S4 1,484.75 1,489.25 1,506.25
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,572.50 1,563.50 1,519.50
R3 1,548.25 1,539.25 1,513.00
R2 1,524.00 1,524.00 1,510.75
R1 1,515.00 1,515.00 1,508.50 1,519.50
PP 1,499.75 1,499.75 1,499.75 1,502.00
S1 1,490.75 1,490.75 1,504.00 1,495.25
S2 1,475.50 1,475.50 1,501.75
S3 1,451.25 1,466.50 1,499.50
S4 1,427.00 1,442.25 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 1,515.50 1,488.50 27.00 1.8% 10.50 0.7% 83% True False 5,292
10 1,515.50 1,484.25 31.25 2.1% 12.00 0.8% 86% True False 4,337
20 1,515.50 1,453.75 61.75 4.1% 12.00 0.8% 93% True False 3,410
40 1,515.50 1,375.75 139.75 9.2% 13.75 0.9% 97% True False 2,370
60 1,515.50 1,334.00 181.50 12.0% 13.25 0.9% 98% True False 1,698
80 1,515.50 1,331.25 184.25 12.2% 13.50 0.9% 98% True False 1,290
100 1,515.50 1,331.25 184.25 12.2% 12.50 0.8% 98% True False 1,049
120 1,515.50 1,331.25 184.25 12.2% 10.75 0.7% 98% True False 881
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,552.75
2.618 1,538.50
1.618 1,529.75
1.000 1,524.25
0.618 1,521.00
HIGH 1,515.50
0.618 1,512.25
0.500 1,511.00
0.382 1,510.00
LOW 1,506.75
0.618 1,501.25
1.000 1,498.00
1.618 1,492.50
2.618 1,483.75
4.250 1,469.50
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1,511.00 1,510.25
PP 1,511.00 1,509.50
S1 1,511.00 1,509.00

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

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