E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1,429.00 1,442.50 13.50 0.9% 1,450.00
High 1,444.25 1,450.75 6.50 0.5% 1,450.00
Low 1,428.25 1,439.50 11.25 0.8% 1,414.00
Close 1,442.50 1,450.25 7.75 0.5% 1,414.75
Range 16.00 11.25 -4.75 -29.7% 36.00
ATR 14.15 13.94 -0.21 -1.5% 0.00
Volume 1,572 905 -667 -42.4% 6,204
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,480.50 1,476.75 1,456.50
R3 1,469.25 1,465.50 1,453.25
R2 1,458.00 1,458.00 1,452.25
R1 1,454.25 1,454.25 1,451.25 1,456.00
PP 1,446.75 1,446.75 1,446.75 1,447.75
S1 1,443.00 1,443.00 1,449.25 1,445.00
S2 1,435.50 1,435.50 1,448.25
S3 1,424.25 1,431.75 1,447.25
S4 1,413.00 1,420.50 1,444.00
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,534.25 1,510.50 1,434.50
R3 1,498.25 1,474.50 1,424.75
R2 1,462.25 1,462.25 1,421.25
R1 1,438.50 1,438.50 1,418.00 1,432.50
PP 1,426.25 1,426.25 1,426.25 1,423.25
S1 1,402.50 1,402.50 1,411.50 1,396.50
S2 1,390.25 1,390.25 1,408.25
S3 1,354.25 1,366.50 1,404.75
S4 1,318.25 1,330.50 1,395.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,450.75 1,410.50 40.25 2.8% 15.50 1.1% 99% True False 1,178
10 1,459.00 1,410.50 48.50 3.3% 14.50 1.0% 82% False False 1,190
20 1,459.00 1,410.50 48.50 3.3% 14.50 1.0% 82% False False 1,848
40 1,461.00 1,382.00 79.00 5.4% 12.75 0.9% 86% False False 1,086
60 1,461.00 1,316.50 144.50 10.0% 11.75 0.8% 93% False False 776
80 1,461.00 1,295.00 166.00 11.4% 11.25 0.8% 94% False False 614
100 1,461.00 1,246.50 214.50 14.8% 10.50 0.7% 95% False False 494
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 2.95
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,498.50
2.618 1,480.25
1.618 1,469.00
1.000 1,462.00
0.618 1,457.75
HIGH 1,450.75
0.618 1,446.50
0.500 1,445.00
0.382 1,443.75
LOW 1,439.50
0.618 1,432.50
1.000 1,428.25
1.618 1,421.25
2.618 1,410.00
4.250 1,391.75
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1,448.50 1,443.75
PP 1,446.75 1,437.25
S1 1,445.00 1,430.50

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

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