E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 1,549.50 1,538.50 -11.00 -0.7% 1,544.00
High 1,550.75 1,554.00 3.25 0.2% 1,555.75
Low 1,536.50 1,535.00 -1.50 -0.1% 1,529.50
Close 1,539.00 1,552.00 13.00 0.8% 1,552.00
Range 14.25 19.00 4.75 33.3% 26.25
ATR 14.93 15.22 0.29 1.9% 0.00
Volume 1,904,151 1,579,747 -324,404 -17.0% 10,025,378
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,604.00 1,597.00 1,562.50
R3 1,585.00 1,578.00 1,557.25
R2 1,566.00 1,566.00 1,555.50
R1 1,559.00 1,559.00 1,553.75 1,562.50
PP 1,547.00 1,547.00 1,547.00 1,548.75
S1 1,540.00 1,540.00 1,550.25 1,543.50
S2 1,528.00 1,528.00 1,548.50
S3 1,509.00 1,521.00 1,546.75
S4 1,490.00 1,502.00 1,541.50
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,624.50 1,614.50 1,566.50
R3 1,598.25 1,588.25 1,559.25
R2 1,572.00 1,572.00 1,556.75
R1 1,562.00 1,562.00 1,554.50 1,567.00
PP 1,545.75 1,545.75 1,545.75 1,548.25
S1 1,535.75 1,535.75 1,549.50 1,540.75
S2 1,519.50 1,519.50 1,547.25
S3 1,493.25 1,509.50 1,544.75
S4 1,467.00 1,483.25 1,537.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,555.75 1,529.50 26.25 1.7% 19.00 1.2% 86% False False 2,005,075
10 1,558.75 1,529.50 29.25 1.9% 14.25 0.9% 77% False False 1,859,945
20 1,558.75 1,476.25 82.50 5.3% 16.50 1.1% 92% False False 1,125,340
40 1,558.75 1,476.25 82.50 5.3% 14.50 0.9% 92% False False 564,951
60 1,558.75 1,375.75 183.00 11.8% 14.50 0.9% 96% False False 377,155
80 1,558.75 1,370.75 188.00 12.1% 14.25 0.9% 96% False False 283,031
100 1,558.75 1,331.25 227.50 14.7% 14.00 0.9% 97% False False 226,449
120 1,558.75 1,331.25 227.50 14.7% 13.75 0.9% 97% False False 188,720
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 3.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,634.75
2.618 1,603.75
1.618 1,584.75
1.000 1,573.00
0.618 1,565.75
HIGH 1,554.00
0.618 1,546.75
0.500 1,544.50
0.382 1,542.25
LOW 1,535.00
0.618 1,523.25
1.000 1,516.00
1.618 1,504.25
2.618 1,485.25
4.250 1,454.25
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 1,549.50 1,549.75
PP 1,547.00 1,547.50
S1 1,544.50 1,545.50

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

View Archives - Comment on this page... - Back to Index of Symbols