E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 1,551.50 1,547.75 -3.75 -0.2% 1,509.25
High 1,551.50 1,551.25 -0.25 0.0% 1,547.75
Low 1,541.75 1,542.25 0.50 0.0% 1,501.50
Close 1,546.75 1,550.00 3.25 0.2% 1,544.50
Range 9.75 9.00 -0.75 -7.7% 46.25
ATR 14.66 14.25 -0.40 -2.8% 0.00
Volume 2,086,724 1,653,624 -433,100 -20.8% 3,762,193
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,574.75 1,571.50 1,555.00
R3 1,565.75 1,562.50 1,552.50
R2 1,556.75 1,556.75 1,551.75
R1 1,553.50 1,553.50 1,550.75 1,555.00
PP 1,547.75 1,547.75 1,547.75 1,548.75
S1 1,544.50 1,544.50 1,549.25 1,546.00
S2 1,538.75 1,538.75 1,548.25
S3 1,529.75 1,535.50 1,547.50
S4 1,520.75 1,526.50 1,545.00
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 1,532.50 19.25 1.2% 10.00 0.7% 91% False False 1,626,484
10 1,551.75 1,494.00 57.75 3.7% 13.00 0.8% 97% False False 918,554
20 1,551.75 1,476.25 75.50 4.9% 15.50 1.0% 98% False False 464,580
40 1,551.75 1,450.50 101.25 6.5% 13.75 0.9% 98% False False 233,914
60 1,551.75 1,375.75 176.00 11.4% 14.50 0.9% 99% False False 156,384
80 1,551.75 1,331.25 220.50 14.2% 13.75 0.9% 99% False False 117,377
100 1,551.75 1,331.25 220.50 14.2% 14.00 0.9% 99% False False 93,912
120 1,551.75 1,331.25 220.50 14.2% 13.00 0.8% 99% False False 78,278
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,589.50
2.618 1,574.75
1.618 1,565.75
1.000 1,560.25
0.618 1,556.75
HIGH 1,551.25
0.618 1,547.75
0.500 1,546.75
0.382 1,545.75
LOW 1,542.25
0.618 1,536.75
1.000 1,533.25
1.618 1,527.75
2.618 1,518.75
4.250 1,504.00
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 1,549.00 1,548.75
PP 1,547.75 1,547.50
S1 1,546.75 1,546.00

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

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