E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1,509.25 1,520.75 11.50 0.8% 1,508.75
High 1,521.75 1,537.25 15.50 1.0% 1,518.50
Low 1,501.50 1,519.25 17.75 1.2% 1,476.25
Close 1,520.00 1,532.00 12.00 0.8% 1,510.75
Range 20.25 18.00 -2.25 -11.1% 42.25
ATR 16.65 16.75 0.10 0.6% 0.00
Volume 106,789 308,934 202,145 189.3% 145,167
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,583.50 1,575.75 1,542.00
R3 1,565.50 1,557.75 1,537.00
R2 1,547.50 1,547.50 1,535.25
R1 1,539.75 1,539.75 1,533.75 1,543.50
PP 1,529.50 1,529.50 1,529.50 1,531.50
S1 1,521.75 1,521.75 1,530.25 1,525.50
S2 1,511.50 1,511.50 1,528.75
S3 1,493.50 1,503.75 1,527.00
S4 1,475.50 1,485.75 1,522.00
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,628.50 1,612.00 1,534.00
R3 1,586.25 1,569.75 1,522.25
R2 1,544.00 1,544.00 1,518.50
R1 1,527.50 1,527.50 1,514.50 1,535.75
PP 1,501.75 1,501.75 1,501.75 1,506.00
S1 1,485.25 1,485.25 1,507.00 1,493.50
S2 1,459.50 1,459.50 1,503.00
S3 1,417.25 1,443.00 1,499.25
S4 1,375.00 1,400.75 1,487.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,537.25 1,484.25 53.00 3.5% 20.25 1.3% 90% True False 104,012
10 1,537.25 1,476.25 61.00 4.0% 20.75 1.4% 91% True False 58,971
20 1,537.25 1,476.25 61.00 4.0% 16.25 1.1% 91% True False 31,641
40 1,537.25 1,440.00 97.25 6.3% 13.75 0.9% 95% True False 16,843
60 1,537.25 1,375.75 161.50 10.5% 14.50 0.9% 97% True False 11,568
80 1,537.25 1,331.25 206.00 13.4% 14.50 0.9% 97% True False 8,735
100 1,537.25 1,331.25 206.00 13.4% 14.00 0.9% 97% True False 7,002
120 1,537.25 1,331.25 206.00 13.4% 12.50 0.8% 97% True False 5,848
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 4.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,613.75
2.618 1,584.25
1.618 1,566.25
1.000 1,555.25
0.618 1,548.25
HIGH 1,537.25
0.618 1,530.25
0.500 1,528.25
0.382 1,526.25
LOW 1,519.25
0.618 1,508.25
1.000 1,501.25
1.618 1,490.25
2.618 1,472.25
4.250 1,442.75
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1,530.75 1,526.50
PP 1,529.50 1,521.00
S1 1,528.25 1,515.50

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

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