E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1,413.25 1,388.25 -25.00 -1.8% 1,424.25
High 1,416.75 1,425.75 9.00 0.6% 1,425.50
Low 1,382.25 1,383.50 1.25 0.1% 1,382.25
Close 1,384.00 1,420.00 36.00 2.6% 1,384.00
Range 34.50 42.25 7.75 22.5% 43.25
ATR 19.08 20.74 1.65 8.7% 0.00
Volume 1,061,849 1,480,199 418,350 39.4% 3,428,461
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,536.50 1,520.50 1,443.25
R3 1,494.25 1,478.25 1,431.50
R2 1,452.00 1,452.00 1,427.75
R1 1,436.00 1,436.00 1,423.75 1,444.00
PP 1,409.75 1,409.75 1,409.75 1,413.75
S1 1,393.75 1,393.75 1,416.25 1,401.75
S2 1,367.50 1,367.50 1,412.25
S3 1,325.25 1,351.50 1,408.50
S4 1,283.00 1,309.25 1,396.75
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 1,425.75 1,382.25 43.50 3.1% 24.25 1.7% 87% True False 981,732
10 1,446.00 1,382.25 63.75 4.5% 24.00 1.7% 59% False False 1,523,760
20 1,446.00 1,382.25 63.75 4.5% 19.00 1.3% 59% False False 926,044
40 1,446.00 1,333.75 112.25 7.9% 19.00 1.3% 77% False False 465,591
60 1,459.00 1,333.75 125.25 8.8% 18.25 1.3% 69% False False 310,820
80 1,461.00 1,333.75 127.25 9.0% 17.00 1.2% 68% False False 233,471
100 1,461.00 1,333.75 127.25 9.0% 15.25 1.1% 68% False False 186,837
120 1,461.00 1,313.00 148.00 10.4% 14.75 1.0% 72% False False 155,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1,605.25
2.618 1,536.25
1.618 1,494.00
1.000 1,468.00
0.618 1,451.75
HIGH 1,425.75
0.618 1,409.50
0.500 1,404.50
0.382 1,399.75
LOW 1,383.50
0.618 1,357.50
1.000 1,341.25
1.618 1,315.25
2.618 1,273.00
4.250 1,204.00
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1,415.00 1,414.75
PP 1,409.75 1,409.25
S1 1,404.50 1,404.00

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

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