E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1,447.00 1,449.50 2.50 0.2% 1,423.50
High 1,461.00 1,450.75 -10.25 -0.7% 1,461.00
Low 1,446.00 1,444.50 -1.50 -0.1% 1,411.00
Close 1,452.00 1,447.00 -5.00 -0.3% 1,452.00
Range 15.00 6.25 -8.75 -58.3% 50.00
ATR 12.56 12.20 -0.36 -2.9% 0.00
Volume 161 192 31 19.3% 347
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,466.25 1,462.75 1,450.50
R3 1,460.00 1,456.50 1,448.75
R2 1,453.75 1,453.75 1,448.25
R1 1,450.25 1,450.25 1,447.50 1,449.00
PP 1,447.50 1,447.50 1,447.50 1,446.75
S1 1,444.00 1,444.00 1,446.50 1,442.50
S2 1,441.25 1,441.25 1,445.75
S3 1,435.00 1,437.75 1,445.25
S4 1,428.75 1,431.50 1,443.50
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,591.25 1,571.75 1,479.50
R3 1,541.25 1,521.75 1,465.75
R2 1,491.25 1,491.25 1,461.25
R1 1,471.75 1,471.75 1,456.50 1,481.50
PP 1,441.25 1,441.25 1,441.25 1,446.25
S1 1,421.75 1,421.75 1,447.50 1,431.50
S2 1,391.25 1,391.25 1,442.75
S3 1,341.25 1,371.75 1,438.25
S4 1,291.25 1,321.75 1,424.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,461.00 1,411.00 50.00 3.5% 13.75 1.0% 72% False False 104
10 1,461.00 1,382.00 79.00 5.5% 13.25 0.9% 82% False False 390
20 1,461.00 1,382.00 79.00 5.5% 11.00 0.8% 82% False False 319
40 1,461.00 1,313.00 148.00 10.2% 11.00 0.8% 91% False False 237
60 1,461.00 1,293.00 168.00 11.6% 10.25 0.7% 92% False False 200
80 1,461.00 1,246.50 214.50 14.8% 9.50 0.7% 93% False False 153
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 1.18
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,477.25
2.618 1,467.00
1.618 1,460.75
1.000 1,457.00
0.618 1,454.50
HIGH 1,450.75
0.618 1,448.25
0.500 1,447.50
0.382 1,447.00
LOW 1,444.50
0.618 1,440.75
1.000 1,438.25
1.618 1,434.50
2.618 1,428.25
4.250 1,418.00
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1,447.50 1,445.25
PP 1,447.50 1,443.25
S1 1,447.25 1,441.50

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

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