E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	1,429.00	1,441.00	12.00	0.8%	1,415.25
High	1,441.25	1,441.25	0.00	0.0%	1,446.00
Low	1,427.25	1,391.25	-36.00	-2.5%	1,391.25
Close	1,440.50	1,426.00	-14.50	-1.0%	1,426.00
Range	14.00	50.00	36.00	257.1%	54.75
ATR	16.05	18.47	2.43	15.1%	0.00
Volume	1,647,010	2,112,856	465,846	28.3%	10,328,948

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,569.50	1,547.75	1,453.50
R3	1,519.50	1,497.75	1,439.75
R2	1,469.50	1,469.50	1,435.25
R1	1,447.75	1,447.75	1,430.50	1,433.50
PP	1,419.50	1,419.50	1,419.50	1,412.50
S1	1,397.75	1,397.75	1,421.50	1,383.50
S2	1,369.50	1,369.50	1,416.75
S3	1,319.50	1,347.75	1,412.25
S4	1,269.50	1,297.75	1,398.50

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,585.25	1,560.50	1,456.00
R3	1,530.50	1,505.75	1,441.00
R2	1,475.75	1,475.75	1,436.00
R1	1,451.00	1,451.00	1,431.00	1,463.50
PP	1,421.00	1,421.00	1,421.00	1,427.25
S1	1,396.25	1,396.25	1,421.00	1,408.50
S2	1,366.25	1,366.25	1,416.00
S3	1,311.50	1,341.50	1,411.00
S4	1,256.75	1,286.75	1,396.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,446.00	1,391.25	54.75	3.8%	24.00	1.7%	63%	False	True	2,065,789
10	1,446.00	1,391.25	54.75	3.8%	19.00	1.3%	63%	False	True	1,344,899
20	1,446.00	1,376.50	69.50	4.9%	16.50	1.2%	71%	False	False	682,682
40	1,446.00	1,333.75	112.25	7.9%	18.25	1.3%	82%	False	False	343,044
60	1,459.00	1,333.75	125.25	8.8%	17.50	1.2%	74%	False	False	229,348
80	1,461.00	1,333.75	127.25	8.9%	16.25	1.1%	72%	False	False	172,153
100	1,461.00	1,333.75	127.25	8.9%	14.75	1.0%	72%	False	False	137,753
120	1,461.00	1,313.00	148.00	10.4%	14.00	1.0%	76%	False	False	114,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.93
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	1,653.75
2.618	1,572.25
1.618	1,522.25
1.000	1,491.25
0.618	1,472.25
HIGH	1,441.25
0.618	1,422.25
0.500	1,416.25
0.382	1,410.25
LOW	1,391.25
0.618	1,360.25
1.000	1,341.25
1.618	1,310.25
2.618	1,260.25
4.250	1,178.75

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	1,422.75	1,423.50
PP	1,419.50	1,421.00
S1	1,416.25	1,418.50

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