E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 1,475.50 1,478.00 2.50 0.2% 1,466.75
High 1,481.00 1,491.50 10.50 0.7% 1,481.00
Low 1,470.50 1,475.00 4.50 0.3% 1,456.50
Close 1,479.00 1,489.50 10.50 0.7% 1,479.00
Range 10.50 16.50 6.00 57.1% 24.50
ATR 15.97 16.00 0.04 0.2% 0.00
Volume 1,487,277 1,474,784 -12,493 -0.8% 6,957,578
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,534.75 1,528.75 1,498.50
R3 1,518.25 1,512.25 1,494.00
R2 1,501.75 1,501.75 1,492.50
R1 1,495.75 1,495.75 1,491.00 1,498.75
PP 1,485.25 1,485.25 1,485.25 1,487.00
S1 1,479.25 1,479.25 1,488.00 1,482.25
S2 1,468.75 1,468.75 1,486.50
S3 1,452.25 1,462.75 1,485.00
S4 1,435.75 1,446.25 1,480.50
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 1,491.50 1,456.50 35.00 2.3% 13.50 0.9% 94% True False 1,452,772
10 1,491.50 1,446.00 45.50 3.1% 12.25 0.8% 96% True False 1,368,416
20 1,491.50 1,382.25 109.25 7.3% 17.25 1.2% 98% True False 1,347,915
40 1,491.50 1,376.50 115.00 7.7% 16.25 1.1% 98% True False 962,581
60 1,491.50 1,333.75 157.75 10.6% 17.50 1.2% 99% True False 642,803
80 1,491.50 1,333.75 157.75 10.6% 17.00 1.1% 99% True False 482,593
100 1,491.50 1,333.75 157.75 10.6% 16.00 1.1% 99% True False 386,177
120 1,491.50 1,333.75 157.75 10.6% 14.75 1.0% 99% True False 321,841
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 2.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,561.50
2.618 1,534.75
1.618 1,518.25
1.000 1,508.00
0.618 1,501.75
HIGH 1,491.50
0.618 1,485.25
0.500 1,483.25
0.382 1,481.25
LOW 1,475.00
0.618 1,464.75
1.000 1,458.50
1.618 1,448.25
2.618 1,431.75
4.250 1,405.00
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 1,487.50 1,485.00
PP 1,485.25 1,480.50
S1 1,483.25 1,476.00

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

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