E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1,556.50 1,561.25 4.75 0.3% 1,547.25
High 1,563.50 1,565.00 1.50 0.1% 1,565.00
Low 1,555.00 1,557.08 2.08 0.1% 1,545.50
Close 1,562.25 1,557.08 -5.17 -0.3% 1,557.08
Range 8.50 7.92 -0.58 -6.8% 19.50
ATR 14.21 13.76 -0.45 -3.2% 0.00
Volume 368,214 66,574 -301,640 -81.9% 2,490,931
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,583.50 1,578.25 1,561.50
R3 1,575.50 1,570.25 1,559.25
R2 1,567.75 1,567.75 1,558.50
R1 1,562.25 1,562.25 1,557.75 1,561.00
PP 1,559.75 1,559.75 1,559.75 1,559.00
S1 1,554.50 1,554.50 1,556.25 1,553.00
S2 1,551.75 1,551.75 1,555.75
S3 1,544.00 1,546.50 1,555.00
S4 1,536.00 1,538.50 1,552.75
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,614.25 1,605.25 1,567.75
R3 1,594.75 1,585.75 1,562.50
R2 1,575.25 1,575.25 1,560.75
R1 1,566.25 1,566.25 1,558.75 1,570.75
PP 1,555.75 1,555.75 1,555.75 1,558.25
S1 1,546.75 1,546.75 1,555.25 1,551.25
S2 1,536.25 1,536.25 1,553.50
S3 1,516.75 1,527.25 1,551.75
S4 1,497.25 1,507.75 1,546.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,565.00 1,545.50 19.50 1.3% 9.25 0.6% 59% True False 498,186
10 1,565.00 1,507.00 58.00 3.7% 11.50 0.7% 86% True False 1,174,227
20 1,565.00 1,481.75 83.25 5.3% 15.50 1.0% 90% True False 1,724,901
40 1,565.00 1,460.50 104.50 6.7% 14.25 0.9% 92% True False 1,637,969
60 1,565.00 1,382.25 182.75 11.7% 15.25 1.0% 96% True False 1,565,477
80 1,565.00 1,353.75 211.25 13.6% 15.25 1.0% 96% True False 1,241,726
100 1,565.00 1,333.75 231.25 14.9% 16.25 1.0% 97% True False 993,836
120 1,565.00 1,333.75 231.25 14.9% 16.00 1.0% 97% True False 828,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.80
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,598.75
2.618 1,585.75
1.618 1,577.75
1.000 1,573.00
0.618 1,570.00
HIGH 1,565.00
0.618 1,562.00
0.500 1,561.00
0.382 1,560.00
LOW 1,557.00
0.618 1,552.25
1.000 1,549.25
1.618 1,544.25
2.618 1,536.25
4.250 1,523.50
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1,561.00 1,557.00
PP 1,559.75 1,556.75
S1 1,558.50 1,556.50

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

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