E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1,490.50 1,483.25 -7.25 -0.5% 1,466.75
High 1,491.25 1,497.75 6.50 0.4% 1,481.00
Low 1,484.50 1,482.75 -1.75 -0.1% 1,456.50
Close 1,490.25 1,491.75 1.50 0.1% 1,479.00
Range 6.75 15.00 8.25 122.2% 24.50
ATR 15.34 15.32 -0.02 -0.2% 0.00
Volume 1,192,172 1,828,454 636,282 53.4% 6,957,578
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,535.75 1,528.75 1,500.00
R3 1,520.75 1,513.75 1,496.00
R2 1,505.75 1,505.75 1,494.50
R1 1,498.75 1,498.75 1,493.00 1,502.25
PP 1,490.75 1,490.75 1,490.75 1,492.50
S1 1,483.75 1,483.75 1,490.50 1,487.25
S2 1,475.75 1,475.75 1,489.00
S3 1,460.75 1,468.75 1,487.50
S4 1,445.75 1,453.75 1,483.50
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 1,497.75 1,460.50 37.25 2.5% 13.75 0.9% 84% True False 1,545,548
10 1,497.75 1,454.75 43.00 2.9% 12.50 0.8% 86% True False 1,414,417
20 1,497.75 1,382.25 115.50 7.7% 15.50 1.0% 95% True False 1,377,397
40 1,497.75 1,376.50 121.25 8.1% 16.00 1.1% 95% True False 1,037,900
60 1,497.75 1,333.75 164.00 11.0% 17.25 1.2% 96% True False 693,113
80 1,497.75 1,333.75 164.00 11.0% 17.00 1.1% 96% True False 520,287
100 1,497.75 1,333.75 164.00 11.0% 16.00 1.1% 96% True False 416,382
120 1,497.75 1,333.75 164.00 11.0% 14.75 1.0% 96% True False 347,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,561.50
2.618 1,537.00
1.618 1,522.00
1.000 1,512.75
0.618 1,507.00
HIGH 1,497.75
0.618 1,492.00
0.500 1,490.25
0.382 1,488.50
LOW 1,482.75
0.618 1,473.50
1.000 1,467.75
1.618 1,458.50
2.618 1,443.50
4.250 1,419.00
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1,491.25 1,490.00
PP 1,490.75 1,488.25
S1 1,490.25 1,486.50

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

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