E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1,535.00 1,538.00 3.00 0.2% 1,509.25
High 1,540.50 1,547.75 7.25 0.5% 1,547.75
Low 1,532.50 1,535.25 2.75 0.2% 1,501.50
Close 1,537.75 1,544.50 6.75 0.4% 1,544.50
Range 8.00 12.50 4.50 56.3% 46.25
ATR 15.54 15.32 -0.22 -1.4% 0.00
Volume 871,884 1,915,186 1,043,302 119.7% 3,762,193
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,580.00 1,574.75 1,551.50
R3 1,567.50 1,562.25 1,548.00
R2 1,555.00 1,555.00 1,546.75
R1 1,549.75 1,549.75 1,545.75 1,552.50
PP 1,542.50 1,542.50 1,542.50 1,543.75
S1 1,537.25 1,537.25 1,543.25 1,540.00
S2 1,530.00 1,530.00 1,542.25
S3 1,517.50 1,524.75 1,541.00
S4 1,505.00 1,512.25 1,537.50
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,670.00 1,653.50 1,570.00
R3 1,623.75 1,607.25 1,557.25
R2 1,577.50 1,577.50 1,553.00
R1 1,561.00 1,561.00 1,548.75 1,569.25
PP 1,531.25 1,531.25 1,531.25 1,535.50
S1 1,514.75 1,514.75 1,540.25 1,523.00
S2 1,485.00 1,485.00 1,536.00
S3 1,438.75 1,468.50 1,531.75
S4 1,392.50 1,422.25 1,519.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,547.75 1,501.50 46.25 3.0% 13.25 0.9% 93% True False 752,438
10 1,547.75 1,476.25 71.50 4.6% 18.75 1.2% 95% True False 390,736
20 1,547.75 1,476.25 71.50 4.6% 15.25 1.0% 95% True False 198,262
40 1,547.75 1,448.25 99.50 6.4% 14.00 0.9% 97% True False 100,427
60 1,547.75 1,375.75 172.00 11.1% 14.50 0.9% 98% True False 67,325
80 1,547.75 1,331.25 216.50 14.0% 13.75 0.9% 98% True False 50,561
100 1,547.75 1,331.25 216.50 14.0% 14.00 0.9% 98% True False 40,461
120 1,547.75 1,331.25 216.50 14.0% 12.75 0.8% 98% True False 33,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,601.00
2.618 1,580.50
1.618 1,568.00
1.000 1,560.25
0.618 1,555.50
HIGH 1,547.75
0.618 1,543.00
0.500 1,541.50
0.382 1,540.00
LOW 1,535.25
0.618 1,527.50
1.000 1,522.75
1.618 1,515.00
2.618 1,502.50
4.250 1,482.00
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1,543.50 1,543.00
PP 1,542.50 1,541.50
S1 1,541.50 1,540.00

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

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