E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1,405.75 1,408.00 2.25 0.2% 1,415.75
High 1,410.75 1,408.75 -2.00 -0.1% 1,417.50
Low 1,389.75 1,375.75 -14.00 -1.0% 1,375.75
Close 1,403.75 1,377.00 -26.75 -1.9% 1,377.00
Range 21.00 33.00 12.00 57.1% 41.75
ATR 14.55 15.87 1.32 9.1% 0.00
Volume 2,438 742 -1,696 -69.6% 4,413
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,486.25 1,464.50 1,395.25
R3 1,453.25 1,431.50 1,386.00
R2 1,420.25 1,420.25 1,383.00
R1 1,398.50 1,398.50 1,380.00 1,393.00
PP 1,387.25 1,387.25 1,387.25 1,384.25
S1 1,365.50 1,365.50 1,374.00 1,360.00
S2 1,354.25 1,354.25 1,371.00
S3 1,321.25 1,332.50 1,368.00
S4 1,288.25 1,299.50 1,358.75
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,515.25 1,488.00 1,400.00
R3 1,473.50 1,446.25 1,388.50
R2 1,431.75 1,431.75 1,384.75
R1 1,404.50 1,404.50 1,380.75 1,397.25
PP 1,390.00 1,390.00 1,390.00 1,386.50
S1 1,362.75 1,362.75 1,373.25 1,355.50
S2 1,348.25 1,348.25 1,369.25
S3 1,306.50 1,321.00 1,365.50
S4 1,264.75 1,279.25 1,354.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,434.00 1,375.75 58.25 4.2% 19.75 1.4% 2% False True 1,076
10 1,439.00 1,375.75 63.25 4.6% 17.50 1.3% 2% False True 1,156
20 1,439.00 1,375.75 63.25 4.6% 14.50 1.0% 2% False True 804
40 1,439.00 1,331.25 107.75 7.8% 14.75 1.1% 42% False False 480
60 1,451.00 1,331.25 119.75 8.7% 13.25 1.0% 38% False False 347
80 1,451.00 1,331.25 119.75 8.7% 11.25 0.8% 38% False False 277
100 1,451.00 1,331.25 119.75 8.7% 9.00 0.7% 38% False False 225
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 1.50
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,549.00
2.618 1,495.25
1.618 1,462.25
1.000 1,441.75
0.618 1,429.25
HIGH 1,408.75
0.618 1,396.25
0.500 1,392.25
0.382 1,388.25
LOW 1,375.75
0.618 1,355.25
1.000 1,342.75
1.618 1,322.25
2.618 1,289.25
4.250 1,235.50
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1,392.25 1,396.50
PP 1,387.25 1,390.00
S1 1,382.00 1,383.50

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

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