E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1,583.50 1,588.25 4.75 0.3% 1,545.50
High 1,593.00 1,589.75 -3.25 -0.2% 1,593.00
Low 1,580.75 1,575.00 -5.75 -0.4% 1,543.00
Close 1,587.75 1,582.00 -5.75 -0.4% 1,582.00
Range 12.25 14.75 2.50 20.4% 50.00
ATR 16.16 16.06 -0.10 -0.6% 0.00
Volume 1,723,235 1,809,731 86,496 5.0% 8,644,185
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,626.50 1,619.00 1,590.00
R3 1,611.75 1,604.25 1,586.00
R2 1,597.00 1,597.00 1,584.75
R1 1,589.50 1,589.50 1,583.25 1,586.00
PP 1,582.25 1,582.25 1,582.25 1,580.50
S1 1,574.75 1,574.75 1,580.75 1,571.00
S2 1,567.50 1,567.50 1,579.25
S3 1,552.75 1,560.00 1,578.00
S4 1,538.00 1,545.25 1,574.00
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,722.75 1,702.25 1,609.50
R3 1,672.75 1,652.25 1,595.75
R2 1,622.75 1,622.75 1,591.25
R1 1,602.25 1,602.25 1,586.50 1,612.50
PP 1,572.75 1,572.75 1,572.75 1,577.75
S1 1,552.25 1,552.25 1,577.50 1,562.50
S2 1,522.75 1,522.75 1,572.75
S3 1,472.75 1,502.25 1,568.25
S4 1,422.75 1,452.25 1,554.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,593.00 1,543.00 50.00 3.2% 16.75 1.1% 78% False False 1,728,837
10 1,593.00 1,533.25 59.75 3.8% 16.75 1.1% 82% False False 1,793,328
20 1,593.00 1,529.50 63.50 4.0% 16.75 1.1% 83% False False 1,835,179
40 1,593.00 1,476.25 116.75 7.4% 16.00 1.0% 91% False False 1,188,013
60 1,593.00 1,453.75 139.25 8.8% 14.75 0.9% 92% False False 793,145
80 1,593.00 1,375.75 217.25 13.7% 15.00 0.9% 95% False False 595,191
100 1,593.00 1,334.00 259.00 16.4% 14.25 0.9% 96% False False 476,224
120 1,593.00 1,331.25 261.75 16.5% 14.25 0.9% 96% False False 396,864
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 2.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,652.50
2.618 1,628.25
1.618 1,613.50
1.000 1,604.50
0.618 1,598.75
HIGH 1,589.75
0.618 1,584.00
0.500 1,582.50
0.382 1,580.75
LOW 1,575.00
0.618 1,566.00
1.000 1,560.25
1.618 1,551.25
2.618 1,536.50
4.250 1,512.25
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1,582.50 1,580.25
PP 1,582.25 1,578.75
S1 1,582.00 1,577.00

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

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