E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 1,465.00 1,475.50 10.50 0.7% 1,466.75
High 1,480.50 1,481.00 0.50 0.0% 1,481.00
Low 1,460.50 1,470.50 10.00 0.7% 1,456.50
Close 1,475.75 1,479.00 3.25 0.2% 1,479.00
Range 20.00 10.50 -9.50 -47.5% 24.50
ATR 16.39 15.97 -0.42 -2.6% 0.00
Volume 1,745,053 1,487,277 -257,776 -14.8% 6,957,578
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,508.25 1,504.25 1,484.75
R3 1,497.75 1,493.75 1,482.00
R2 1,487.25 1,487.25 1,481.00
R1 1,483.25 1,483.25 1,480.00 1,485.25
PP 1,476.75 1,476.75 1,476.75 1,478.00
S1 1,472.75 1,472.75 1,478.00 1,474.75
S2 1,466.25 1,466.25 1,477.00
S3 1,455.75 1,462.25 1,476.00
S4 1,445.25 1,451.75 1,473.25
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,545.75 1,536.75 1,492.50
R3 1,521.25 1,512.25 1,485.75
R2 1,496.75 1,496.75 1,483.50
R1 1,487.75 1,487.75 1,481.25 1,492.25
PP 1,472.25 1,472.25 1,472.25 1,474.50
S1 1,463.25 1,463.25 1,476.75 1,467.75
S2 1,447.75 1,447.75 1,474.50
S3 1,423.25 1,438.75 1,472.25
S4 1,398.75 1,414.25 1,465.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,481.00 1,456.50 24.50 1.7% 12.50 0.8% 92% True False 1,391,515
10 1,481.00 1,446.00 35.00 2.4% 11.50 0.8% 94% True False 1,340,921
20 1,481.00 1,382.25 98.75 6.7% 17.25 1.2% 98% True False 1,356,526
40 1,481.00 1,370.75 110.25 7.5% 16.00 1.1% 98% True False 925,890
60 1,481.00 1,333.75 147.25 10.0% 17.25 1.2% 99% True False 618,237
80 1,481.00 1,333.75 147.25 10.0% 17.00 1.1% 99% True False 464,171
100 1,481.00 1,333.75 147.25 10.0% 15.75 1.1% 99% True False 371,429
120 1,481.00 1,333.75 147.25 10.0% 14.75 1.0% 99% True False 309,552
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,525.50
2.618 1,508.50
1.618 1,498.00
1.000 1,491.50
0.618 1,487.50
HIGH 1,481.00
0.618 1,477.00
0.500 1,475.75
0.382 1,474.50
LOW 1,470.50
0.618 1,464.00
1.000 1,460.00
1.618 1,453.50
2.618 1,443.00
4.250 1,426.00
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 1,478.00 1,476.25
PP 1,476.75 1,473.25
S1 1,475.75 1,470.50

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

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