E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1,533.50 1,535.00 1.50 0.1% 1,508.75
High 1,540.00 1,540.50 0.50 0.0% 1,518.50
Low 1,532.00 1,532.50 0.50 0.0% 1,476.25
Close 1,534.25 1,537.75 3.50 0.2% 1,510.75
Range 8.00 8.00 0.00 0.0% 42.25
ATR 16.12 15.54 -0.58 -3.6% 0.00
Volume 559,400 871,884 312,484 55.9% 145,167
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,561.00 1,557.25 1,542.25
R3 1,553.00 1,549.25 1,540.00
R2 1,545.00 1,545.00 1,539.25
R1 1,541.25 1,541.25 1,538.50 1,543.00
PP 1,537.00 1,537.00 1,537.00 1,537.75
S1 1,533.25 1,533.25 1,537.00 1,535.00
S2 1,529.00 1,529.00 1,536.25
S3 1,521.00 1,525.25 1,535.50
S4 1,513.00 1,517.25 1,533.25
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,628.50 1,612.00 1,534.00
R3 1,586.25 1,569.75 1,522.25
R2 1,544.00 1,544.00 1,518.50
R1 1,527.50 1,527.50 1,514.50 1,535.75
PP 1,501.75 1,501.75 1,501.75 1,506.00
S1 1,485.25 1,485.25 1,507.00 1,493.50
S2 1,459.50 1,459.50 1,503.00
S3 1,417.25 1,443.00 1,499.25
S4 1,375.00 1,400.75 1,487.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,540.50 1,494.00 46.50 3.0% 14.75 1.0% 94% True False 381,905
10 1,540.50 1,476.25 64.25 4.2% 18.75 1.2% 96% True False 200,982
20 1,540.50 1,476.25 64.25 4.2% 15.50 1.0% 96% True False 102,697
40 1,540.50 1,445.00 95.50 6.2% 13.75 0.9% 97% True False 52,561
60 1,540.50 1,375.75 164.75 10.7% 14.50 0.9% 98% True False 35,406
80 1,540.50 1,331.25 209.25 13.6% 14.00 0.9% 99% True False 26,622
100 1,540.50 1,331.25 209.25 13.6% 14.00 0.9% 99% True False 21,314
120 1,540.50 1,331.25 209.25 13.6% 12.75 0.8% 99% True False 17,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Fibonacci Retracements and Extensions
4.250 1,574.50
2.618 1,561.50
1.618 1,553.50
1.000 1,548.50
0.618 1,545.50
HIGH 1,540.50
0.618 1,537.50
0.500 1,536.50
0.382 1,535.50
LOW 1,532.50
0.618 1,527.50
1.000 1,524.50
1.618 1,519.50
2.618 1,511.50
4.250 1,498.50
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1,537.25 1,535.00
PP 1,537.00 1,532.50
S1 1,536.50 1,530.00

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

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