E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	1,450.00	1,442.25	-7.75	-0.5%	1,425.25
High	1,450.00	1,447.25	-2.75	-0.2%	1,459.00
Low	1,440.75	1,428.75	-12.00	-0.8%	1,421.75
Close	1,443.00	1,429.00	-14.00	-1.0%	1,448.75
Range	9.25	18.50	9.25	100.0%	37.25
ATR	12.98	13.37	0.39	3.0%	0.00
Volume	904	1,216	312	34.5%	17,021

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,490.50	1,478.25	1,439.25
R3	1,472.00	1,459.75	1,434.00
R2	1,453.50	1,453.50	1,432.50
R1	1,441.25	1,441.25	1,430.75	1,438.00
PP	1,435.00	1,435.00	1,435.00	1,433.50
S1	1,422.75	1,422.75	1,427.25	1,419.50
S2	1,416.50	1,416.50	1,425.50
S3	1,398.00	1,404.25	1,424.00
S4	1,379.50	1,385.75	1,418.75

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,555.00	1,539.00	1,469.25
R3	1,517.75	1,501.75	1,459.00
R2	1,480.50	1,480.50	1,455.50
R1	1,464.50	1,464.50	1,452.25	1,472.50
PP	1,443.25	1,443.25	1,443.25	1,447.00
S1	1,427.25	1,427.25	1,445.25	1,435.25
S2	1,406.00	1,406.00	1,442.00
S3	1,368.75	1,390.00	1,438.50
S4	1,331.50	1,352.75	1,428.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,459.00	1,428.75	30.25	2.1%	13.25	0.9%	1%	False	True	1,734
10	1,459.00	1,417.25	41.75	2.9%	14.75	1.0%	28%	False	False	2,525
20	1,461.00	1,415.50	45.50	3.2%	13.50	0.9%	30%	False	False	1,471
40	1,461.00	1,382.00	79.00	5.5%	11.50	0.8%	59%	False	False	928
60	1,461.00	1,313.00	148.00	10.4%	11.75	0.8%	78%	False	False	642
80	1,461.00	1,293.00	168.00	11.8%	10.50	0.7%	81%	False	False	513
100	1,461.00	1,246.50	214.50	15.0%	9.75	0.7%	85%	False	False	412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.50
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,526.00
2.618	1,495.75
1.618	1,477.25
1.000	1,465.75
0.618	1,458.75
HIGH	1,447.25
0.618	1,440.25
0.500	1,438.00
0.382	1,435.75
LOW	1,428.75
0.618	1,417.25
1.000	1,410.25
1.618	1,398.75
2.618	1,380.25
4.250	1,350.00

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	1,438.00	1,444.00
PP	1,435.00	1,439.00
S1	1,432.00	1,434.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols