E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1,419.75 1,410.50 -9.25 -0.7% 1,410.00
High 1,425.25 1,419.25 -6.00 -0.4% 1,432.50
Low 1,409.75 1,405.75 -4.00 -0.3% 1,404.50
Close 1,412.00 1,409.25 -2.75 -0.2% 1,409.25
Range 15.50 13.50 -2.00 -12.9% 28.00
ATR 15.79 15.62 -0.16 -1.0% 0.00
Volume 967,938 1,689,033 721,095 74.5% 3,120,042
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,452.00 1,444.00 1,416.75
R3 1,438.50 1,430.50 1,413.00
R2 1,425.00 1,425.00 1,411.75
R1 1,417.00 1,417.00 1,410.50 1,414.25
PP 1,411.50 1,411.50 1,411.50 1,410.00
S1 1,403.50 1,403.50 1,408.00 1,400.75
S2 1,398.00 1,398.00 1,406.75
S3 1,384.50 1,390.00 1,405.50
S4 1,371.00 1,376.50 1,401.75
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,499.50 1,482.25 1,424.75
R3 1,471.50 1,454.25 1,417.00
R2 1,443.50 1,443.50 1,414.50
R1 1,426.25 1,426.25 1,411.75 1,421.00
PP 1,415.50 1,415.50 1,415.50 1,412.75
S1 1,398.25 1,398.25 1,406.75 1,393.00
S2 1,387.50 1,387.50 1,404.00
S3 1,359.50 1,370.25 1,401.50
S4 1,331.50 1,342.25 1,393.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.50 1,404.50 28.00 2.0% 14.25 1.0% 17% False False 624,008
10 1,432.50 1,390.50 42.00 3.0% 14.00 1.0% 45% False False 328,329
20 1,432.50 1,333.75 98.75 7.0% 15.00 1.1% 76% False False 167,959
40 1,445.50 1,333.75 111.75 7.9% 17.75 1.3% 68% False False 84,994
60 1,459.00 1,333.75 125.25 8.9% 16.75 1.2% 60% False False 57,263
80 1,461.00 1,333.75 127.25 9.0% 15.25 1.1% 59% False False 43,050
100 1,461.00 1,319.00 142.00 10.1% 14.25 1.0% 64% False False 34,471
120 1,461.00 1,295.00 166.00 11.8% 13.50 1.0% 69% False False 28,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,476.50
2.618 1,454.50
1.618 1,441.00
1.000 1,432.75
0.618 1,427.50
HIGH 1,419.25
0.618 1,414.00
0.500 1,412.50
0.382 1,411.00
LOW 1,405.75
0.618 1,397.50
1.000 1,392.25
1.618 1,384.00
2.618 1,370.50
4.250 1,348.50
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1,412.50 1,419.00
PP 1,411.50 1,415.75
S1 1,410.25 1,412.50

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

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