E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	1,413.25	1,413.25	0.00	0.0%	1,424.25
High	1,418.50	1,416.75	-1.75	-0.1%	1,425.50
Low	1,396.00	1,382.25	-13.75	-1.0%	1,382.25
Close	1,410.75	1,384.00	-26.75	-1.9%	1,384.00
Range	22.50	34.50	12.00	53.3%	43.25
ATR	17.90	19.08	1.19	6.6%	0.00
Volume	1,470,310	1,061,849	-408,461	-27.8%	3,428,461

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,497.75	1,475.50	1,403.00
R3	1,463.25	1,441.00	1,393.50
R2	1,428.75	1,428.75	1,390.25
R1	1,406.50	1,406.50	1,387.25	1,400.50
PP	1,394.25	1,394.25	1,394.25	1,391.25
S1	1,372.00	1,372.00	1,380.75	1,366.00
S2	1,359.75	1,359.75	1,377.75
S3	1,325.25	1,337.50	1,374.50
S4	1,290.75	1,303.00	1,365.00

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,527.00	1,498.75	1,407.75
R3	1,483.75	1,455.50	1,396.00
R2	1,440.50	1,440.50	1,392.00
R1	1,412.25	1,412.25	1,388.00	1,404.75
PP	1,397.25	1,397.25	1,397.25	1,393.50
S1	1,369.00	1,369.00	1,380.00	1,361.50
S2	1,354.00	1,354.00	1,376.00
S3	1,310.75	1,325.75	1,372.00
S4	1,267.50	1,282.50	1,360.25

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	1,382.25	59.00	4.3%	25.75	1.9%	3%	False	True	1,108,263
10	1,446.00	1,382.25	63.75	4.6%	21.25	1.5%	3%	False	True	1,544,644
20	1,446.00	1,382.25	63.75	4.6%	17.50	1.3%	3%	False	True	852,448
40	1,446.00	1,333.75	112.25	8.1%	18.75	1.3%	45%	False	False	428,688
60	1,459.00	1,333.75	125.25	9.0%	17.75	1.3%	40%	False	False	286,166
80	1,461.00	1,333.75	127.25	9.2%	16.75	1.2%	39%	False	False	214,970
100	1,461.00	1,333.75	127.25	9.2%	15.00	1.1%	39%	False	False	172,035
120	1,461.00	1,313.00	148.00	10.7%	14.25	1.0%	48%	False	False	143,387

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,563.50
2.618	1,507.00
1.618	1,472.50
1.000	1,451.25
0.618	1,438.00
HIGH	1,416.75
0.618	1,403.50
0.500	1,399.50
0.382	1,395.50
LOW	1,382.25
0.618	1,361.00
1.000	1,347.75
1.618	1,326.50
2.618	1,292.00
4.250	1,235.50

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	1,399.50	1,404.00
PP	1,394.25	1,397.25
S1	1,389.25	1,390.50

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