E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 1,543.00 1,551.50 8.50 0.6% 1,509.25
High 1,551.75 1,551.50 -0.25 0.0% 1,547.75
Low 1,540.50 1,541.75 1.25 0.1% 1,501.50
Close 1,550.50 1,546.75 -3.75 -0.2% 1,544.50
Range 11.25 9.75 -1.50 -13.3% 46.25
ATR 15.03 14.66 -0.38 -2.5% 0.00
Volume 1,605,005 2,086,724 481,719 30.0% 3,762,193
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,576.00 1,571.00 1,552.00
R3 1,566.25 1,561.25 1,549.50
R2 1,556.50 1,556.50 1,548.50
R1 1,551.50 1,551.50 1,547.75 1,549.00
PP 1,546.75 1,546.75 1,546.75 1,545.50
S1 1,541.75 1,541.75 1,545.75 1,539.50
S2 1,537.00 1,537.00 1,545.00
S3 1,527.25 1,532.00 1,544.00
S4 1,517.50 1,522.25 1,541.50
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 1,551.75 1,532.00 19.75 1.3% 10.00 0.6% 75% False False 1,407,639
10 1,551.75 1,484.25 67.50 4.4% 15.00 1.0% 93% False False 755,826
20 1,551.75 1,476.25 75.50 4.9% 15.50 1.0% 93% False False 382,161
40 1,551.75 1,450.50 101.25 6.5% 13.75 0.9% 95% False False 192,601
60 1,551.75 1,375.75 176.00 11.4% 14.50 0.9% 97% False False 128,824
80 1,551.75 1,331.25 220.50 14.3% 13.75 0.9% 98% False False 96,707
100 1,551.75 1,331.25 220.50 14.3% 14.00 0.9% 98% False False 77,376
120 1,551.75 1,331.25 220.50 14.3% 13.00 0.8% 98% False False 64,498
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,593.00
2.618 1,577.00
1.618 1,567.25
1.000 1,561.25
0.618 1,557.50
HIGH 1,551.50
0.618 1,547.75
0.500 1,546.50
0.382 1,545.50
LOW 1,541.75
0.618 1,535.75
1.000 1,532.00
1.618 1,526.00
2.618 1,516.25
4.250 1,500.25
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 1,546.75 1,545.75
PP 1,546.75 1,544.50
S1 1,546.50 1,543.50

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

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