E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 1,496.00 1,508.00 12.00 0.8% 1,495.75
High 1,510.50 1,508.50 -2.00 -0.1% 1,510.50
Low 1,495.75 1,490.25 -5.50 -0.4% 1,491.00
Close 1,506.75 1,493.50 -13.25 -0.9% 1,506.75
Range 14.75 18.25 3.50 23.7% 19.50
ATR 14.33 14.61 0.28 2.0% 0.00
Volume 1,779,718 1,765,571 -14,147 -0.8% 7,924,199
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,552.25 1,541.00 1,503.50
R3 1,534.00 1,522.75 1,498.50
R2 1,515.75 1,515.75 1,496.75
R1 1,504.50 1,504.50 1,495.25 1,501.00
PP 1,497.50 1,497.50 1,497.50 1,495.50
S1 1,486.25 1,486.25 1,491.75 1,482.75
S2 1,479.25 1,479.25 1,490.25
S3 1,461.00 1,468.00 1,488.50
S4 1,442.75 1,449.75 1,483.50
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,561.25 1,553.50 1,517.50
R3 1,541.75 1,534.00 1,512.00
R2 1,522.25 1,522.25 1,510.25
R1 1,514.50 1,514.50 1,508.50 1,518.50
PP 1,502.75 1,502.75 1,502.75 1,504.75
S1 1,495.00 1,495.00 1,505.00 1,499.00
S2 1,483.25 1,483.25 1,503.25
S3 1,463.75 1,475.50 1,501.50
S4 1,444.25 1,456.00 1,496.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,510.50 1,490.25 20.25 1.4% 13.75 0.9% 16% False True 1,696,574
10 1,510.50 1,475.00 35.50 2.4% 12.75 0.9% 52% False False 1,577,703
20 1,510.50 1,446.00 64.50 4.3% 12.25 0.8% 74% False False 1,459,312
40 1,510.50 1,382.25 128.25 8.6% 15.50 1.0% 87% False False 1,317,185
60 1,510.50 1,333.75 176.75 11.8% 16.50 1.1% 90% False False 880,931
80 1,510.50 1,333.75 176.75 11.8% 16.75 1.1% 90% False False 661,068
100 1,510.50 1,333.75 176.75 11.8% 16.00 1.1% 90% False False 529,149
120 1,510.50 1,333.75 176.75 11.8% 15.00 1.0% 90% False False 441,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.88
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,586.00
2.618 1,556.25
1.618 1,538.00
1.000 1,526.75
0.618 1,519.75
HIGH 1,508.50
0.618 1,501.50
0.500 1,499.50
0.382 1,497.25
LOW 1,490.25
0.618 1,479.00
1.000 1,472.00
1.618 1,460.75
2.618 1,442.50
4.250 1,412.75
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 1,499.50 1,500.50
PP 1,497.50 1,498.00
S1 1,495.50 1,495.75

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

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