E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1,456.75 1,451.50 -5.25 -0.4% 1,388.25
High 1,457.00 1,459.50 2.50 0.2% 1,463.00
Low 1,446.00 1,451.25 5.25 0.4% 1,383.50
Close 1,452.25 1,455.75 3.50 0.2% 1,457.75
Range 11.00 8.25 -2.75 -25.0% 79.50
ATR 19.11 18.33 -0.78 -4.1% 0.00
Volume 1,366,996 1,193,627 -173,369 -12.7% 6,532,987
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,480.25 1,476.25 1,460.25
R3 1,472.00 1,468.00 1,458.00
R2 1,463.75 1,463.75 1,457.25
R1 1,459.75 1,459.75 1,456.50 1,461.75
PP 1,455.50 1,455.50 1,455.50 1,456.50
S1 1,451.50 1,451.50 1,455.00 1,453.50
S2 1,447.25 1,447.25 1,454.25
S3 1,439.00 1,443.25 1,453.50
S4 1,430.75 1,435.00 1,451.25
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,673.25 1,645.00 1,501.50
R3 1,593.75 1,565.50 1,479.50
R2 1,514.25 1,514.25 1,472.25
R1 1,486.00 1,486.00 1,465.00 1,500.00
PP 1,434.75 1,434.75 1,434.75 1,441.75
S1 1,406.50 1,406.50 1,450.50 1,420.50
S2 1,355.25 1,355.25 1,443.25
S3 1,275.75 1,327.00 1,436.00
S4 1,196.25 1,247.50 1,414.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,463.00 1,446.00 17.00 1.2% 10.25 0.7% 57% False False 1,374,695
10 1,463.00 1,382.25 80.75 5.5% 18.50 1.3% 91% False False 1,340,377
20 1,463.00 1,382.25 80.75 5.5% 18.75 1.3% 91% False False 1,355,235
40 1,463.00 1,333.75 129.25 8.9% 17.00 1.2% 94% False False 685,541
60 1,463.00 1,333.75 129.25 8.9% 18.00 1.2% 94% False False 457,593
80 1,463.00 1,333.75 129.25 8.9% 16.75 1.2% 94% False False 343,610
100 1,463.00 1,333.75 129.25 8.9% 15.50 1.1% 94% False False 274,951
120 1,463.00 1,313.00 150.00 10.3% 15.00 1.0% 95% False False 229,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,494.50
2.618 1,481.00
1.618 1,472.75
1.000 1,467.75
0.618 1,464.50
HIGH 1,459.50
0.618 1,456.25
0.500 1,455.50
0.382 1,454.50
LOW 1,451.25
0.618 1,446.25
1.000 1,443.00
1.618 1,438.00
2.618 1,429.75
4.250 1,416.25
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1,455.50 1,455.00
PP 1,455.50 1,454.25
S1 1,455.50 1,453.50

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

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