E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1,548.25 1,558.25 10.00 0.6% 1,544.00
High 1,558.75 1,560.50 1.75 0.1% 1,555.75
Low 1,546.75 1,545.75 -1.00 -0.1% 1,529.50
Close 1,557.25 1,556.75 -0.50 0.0% 1,552.00
Range 12.00 14.75 2.75 22.9% 26.25
ATR 15.41 15.36 -0.05 -0.3% 0.00
Volume 1,594,034 1,569,031 -25,003 -1.6% 10,025,378
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,598.50 1,592.50 1,564.75
R3 1,583.75 1,577.75 1,560.75
R2 1,569.00 1,569.00 1,559.50
R1 1,563.00 1,563.00 1,558.00 1,558.50
PP 1,554.25 1,554.25 1,554.25 1,552.25
S1 1,548.25 1,548.25 1,555.50 1,544.00
S2 1,539.50 1,539.50 1,554.00
S3 1,524.75 1,533.50 1,552.75
S4 1,510.00 1,518.75 1,548.75
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 1,560.50 1,535.00 25.50 1.6% 16.25 1.0% 85% True False 1,780,339
10 1,560.50 1,529.50 31.00 2.0% 16.00 1.0% 88% True False 1,867,190
20 1,560.50 1,494.00 66.50 4.3% 14.50 0.9% 94% True False 1,392,872
40 1,560.50 1,476.25 84.25 5.4% 14.75 1.0% 96% True False 700,198
60 1,560.50 1,379.50 181.00 11.6% 14.25 0.9% 98% True False 467,390
80 1,560.50 1,375.75 184.75 11.9% 14.25 0.9% 98% True False 350,743
100 1,560.50 1,331.25 229.25 14.7% 14.50 0.9% 98% True False 280,626
120 1,560.50 1,331.25 229.25 14.7% 13.75 0.9% 98% True False 233,868
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 4.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,623.25
2.618 1,599.00
1.618 1,584.25
1.000 1,575.25
0.618 1,569.50
HIGH 1,560.50
0.618 1,554.75
0.500 1,553.00
0.382 1,551.50
LOW 1,545.75
0.618 1,536.75
1.000 1,531.00
1.618 1,522.00
2.618 1,507.25
4.250 1,483.00
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1,555.50 1,554.50
PP 1,554.25 1,552.00
S1 1,553.00 1,549.75

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

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