E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1,537.00 1,548.50 11.50 0.7% 1,582.25
High 1,550.75 1,561.00 10.25 0.7% 1,583.00
Low 1,535.25 1,542.75 7.50 0.5% 1,530.75
Close 1,547.50 1,556.00 8.50 0.5% 1,547.50
Range 15.50 18.25 2.75 17.7% 52.25
ATR 19.71 19.61 -0.10 -0.5% 0.00
Volume 1,879,483 1,594,693 -284,790 -15.2% 12,272,081
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,608.00 1,600.25 1,566.00
R3 1,589.75 1,582.00 1,561.00
R2 1,571.50 1,571.50 1,559.25
R1 1,563.75 1,563.75 1,557.75 1,567.50
PP 1,553.25 1,553.25 1,553.25 1,555.25
S1 1,545.50 1,545.50 1,554.25 1,549.50
S2 1,535.00 1,535.00 1,552.75
S3 1,516.75 1,527.25 1,551.00
S4 1,498.50 1,509.00 1,546.00
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,710.50 1,681.25 1,576.25
R3 1,658.25 1,629.00 1,561.75
R2 1,606.00 1,606.00 1,557.00
R1 1,576.75 1,576.75 1,552.25 1,565.25
PP 1,553.75 1,553.75 1,553.75 1,548.00
S1 1,524.50 1,524.50 1,542.75 1,513.00
S2 1,501.50 1,501.50 1,538.00
S3 1,449.25 1,472.25 1,533.25
S4 1,397.00 1,420.00 1,518.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,570.75 1,530.75 40.00 2.6% 23.25 1.5% 63% False False 2,202,478
10 1,593.00 1,530.75 62.25 4.0% 22.50 1.4% 41% False False 2,106,644
20 1,593.00 1,530.75 62.25 4.0% 19.50 1.3% 41% False False 1,942,258
40 1,593.00 1,476.25 116.75 7.5% 18.00 1.2% 68% False False 1,533,799
60 1,593.00 1,476.25 116.75 7.5% 16.25 1.0% 68% False False 1,024,053
80 1,593.00 1,375.75 217.25 14.0% 15.75 1.0% 83% False False 768,431
100 1,593.00 1,370.75 222.25 14.3% 15.25 1.0% 83% False False 614,876
120 1,593.00 1,331.25 261.75 16.8% 15.00 1.0% 86% False False 512,417
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 3.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,638.50
2.618 1,608.75
1.618 1,590.50
1.000 1,579.25
0.618 1,572.25
HIGH 1,561.00
0.618 1,554.00
0.500 1,552.00
0.382 1,549.75
LOW 1,542.75
0.618 1,531.50
1.000 1,524.50
1.618 1,513.25
2.618 1,495.00
4.250 1,465.25
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1,554.50 1,552.50
PP 1,553.25 1,549.25
S1 1,552.00 1,546.00

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

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