E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1,424.00 1,413.25 -10.75 -0.8% 1,415.25
High 1,425.50 1,418.50 -7.00 -0.5% 1,446.00
Low 1,410.75 1,396.00 -14.75 -1.0% 1,391.25
Close 1,413.50 1,410.75 -2.75 -0.2% 1,426.00
Range 14.75 22.50 7.75 52.5% 54.75
ATR 17.54 17.90 0.35 2.0% 0.00
Volume 578,176 1,470,310 892,134 154.3% 10,328,948
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,476.00 1,465.75 1,423.00
R3 1,453.50 1,443.25 1,417.00
R2 1,431.00 1,431.00 1,415.00
R1 1,420.75 1,420.75 1,412.75 1,414.50
PP 1,408.50 1,408.50 1,408.50 1,405.25
S1 1,398.25 1,398.25 1,408.75 1,392.00
S2 1,386.00 1,386.00 1,406.50
S3 1,363.50 1,375.75 1,404.50
S4 1,341.00 1,353.25 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 1,441.25 1,391.25 50.00 3.5% 21.75 1.5% 39% False False 1,225,295
10 1,446.00 1,391.25 54.75 3.9% 19.25 1.4% 36% False False 1,535,253
20 1,446.00 1,390.50 55.50 3.9% 16.50 1.2% 36% False False 800,241
40 1,446.00 1,333.75 112.25 8.0% 18.25 1.3% 69% False False 402,148
60 1,459.00 1,333.75 125.25 8.9% 17.50 1.2% 61% False False 268,551
80 1,461.00 1,333.75 127.25 9.0% 16.50 1.2% 61% False False 201,698
100 1,461.00 1,333.75 127.25 9.0% 14.75 1.0% 61% False False 161,417
120 1,461.00 1,313.00 148.00 10.5% 14.25 1.0% 66% False False 134,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,514.00
2.618 1,477.50
1.618 1,455.00
1.000 1,441.00
0.618 1,432.50
HIGH 1,418.50
0.618 1,410.00
0.500 1,407.25
0.382 1,404.50
LOW 1,396.00
0.618 1,382.00
1.000 1,373.50
1.618 1,359.50
2.618 1,337.00
4.250 1,300.50
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1,409.50 1,410.75
PP 1,408.50 1,410.75
S1 1,407.25 1,410.75

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

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