E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1,441.00 1,424.25 -16.75 -1.2% 1,415.25
High 1,441.25 1,424.50 -16.75 -1.2% 1,446.00
Low 1,391.25 1,417.50 26.25 1.9% 1,391.25
Close 1,426.00 1,419.75 -6.25 -0.4% 1,426.00
Range 50.00 7.00 -43.00 -86.0% 54.75
ATR 18.47 17.76 -0.71 -3.9% 0.00
Volume 2,112,856 318,126 -1,794,730 -84.9% 10,328,948
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,441.50 1,437.75 1,423.50
R3 1,434.50 1,430.75 1,421.75
R2 1,427.50 1,427.50 1,421.00
R1 1,423.75 1,423.75 1,420.50 1,422.00
PP 1,420.50 1,420.50 1,420.50 1,419.75
S1 1,416.75 1,416.75 1,419.00 1,415.00
S2 1,413.50 1,413.50 1,418.50
S3 1,406.50 1,409.75 1,417.75
S4 1,399.50 1,402.75 1,416.00
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 3.9% 21.50 1.5% 52% False False 1,717,937
10 1,446.00 1,391.25 54.75 3.9% 18.75 1.3% 52% False False 1,370,092
20 1,446.00 1,376.50 69.50 4.9% 16.50 1.2% 62% False False 698,402
40 1,446.00 1,333.75 112.25 7.9% 18.00 1.3% 77% False False 350,971
60 1,459.00 1,333.75 125.25 8.8% 17.25 1.2% 69% False False 234,584
80 1,461.00 1,333.75 127.25 9.0% 16.25 1.1% 68% False False 176,129
100 1,461.00 1,333.75 127.25 9.0% 14.50 1.0% 68% False False 140,933
120 1,461.00 1,313.00 148.00 10.4% 14.00 1.0% 72% False False 117,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.48
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1,454.25
2.618 1,442.75
1.618 1,435.75
1.000 1,431.50
0.618 1,428.75
HIGH 1,424.50
0.618 1,421.75
0.500 1,421.00
0.382 1,420.25
LOW 1,417.50
0.618 1,413.25
1.000 1,410.50
1.618 1,406.25
2.618 1,399.25
4.250 1,387.75
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1,421.00 1,418.50
PP 1,420.50 1,417.50
S1 1,420.25 1,416.25

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

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