E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 1,556.25 1,566.00 9.75 0.6% 1,550.00
High 1,568.00 1,567.75 -0.25 0.0% 1,564.50
Low 1,554.25 1,544.00 -10.25 -0.7% 1,539.00
Close 1,564.50 1,548.50 -16.00 -1.0% 1,562.75
Range 13.75 23.75 10.00 72.7% 25.50
ATR 15.02 15.64 0.62 4.2% 0.00
Volume 1,609,532 2,269,317 659,785 41.0% 7,045,105
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,624.75 1,610.25 1,561.50
R3 1,601.00 1,586.50 1,555.00
R2 1,577.25 1,577.25 1,552.75
R1 1,562.75 1,562.75 1,550.75 1,558.00
PP 1,553.50 1,553.50 1,553.50 1,551.00
S1 1,539.00 1,539.00 1,546.25 1,534.50
S2 1,529.75 1,529.75 1,544.25
S3 1,506.00 1,515.25 1,542.00
S4 1,482.25 1,491.50 1,535.50
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,632.00 1,622.75 1,576.75
R3 1,606.50 1,597.25 1,569.75
R2 1,581.00 1,581.00 1,567.50
R1 1,571.75 1,571.75 1,565.00 1,576.50
PP 1,555.50 1,555.50 1,555.50 1,557.75
S1 1,546.25 1,546.25 1,560.50 1,551.00
S2 1,530.00 1,530.00 1,558.00
S3 1,504.50 1,520.75 1,555.75
S4 1,479.00 1,495.25 1,548.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,568.00 1,544.00 24.00 1.5% 16.00 1.0% 19% False True 1,642,200
10 1,568.00 1,535.00 33.00 2.1% 16.50 1.1% 41% False False 1,734,588
20 1,568.00 1,529.50 38.50 2.5% 14.25 0.9% 49% False False 1,700,284
40 1,568.00 1,476.25 91.75 5.9% 15.25 1.0% 79% False False 865,963
60 1,568.00 1,440.00 128.00 8.3% 14.00 0.9% 85% False False 577,990
80 1,568.00 1,375.75 192.25 12.4% 14.50 0.9% 90% False False 433,747
100 1,568.00 1,331.25 236.75 15.3% 14.50 0.9% 92% False False 347,045
120 1,568.00 1,331.25 236.75 15.3% 14.00 0.9% 92% False False 289,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.45
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1,668.75
2.618 1,630.00
1.618 1,606.25
1.000 1,591.50
0.618 1,582.50
HIGH 1,567.75
0.618 1,558.75
0.500 1,556.00
0.382 1,553.00
LOW 1,544.00
0.618 1,529.25
1.000 1,520.25
1.618 1,505.50
2.618 1,481.75
4.250 1,443.00
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 1,556.00 1,556.00
PP 1,553.50 1,553.50
S1 1,551.00 1,551.00

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

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