E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 1,558.25 1,556.75 -1.50 -0.1% 1,544.00
High 1,560.50 1,564.50 4.00 0.3% 1,555.75
Low 1,545.75 1,549.75 4.00 0.3% 1,529.50
Close 1,556.75 1,562.75 6.00 0.4% 1,552.00
Range 14.75 14.75 0.00 0.0% 26.25
ATR 15.36 15.32 -0.04 -0.3% 0.00
Volume 1,569,031 1,627,305 58,274 3.7% 10,025,378
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,603.25 1,597.75 1,570.75
R3 1,588.50 1,583.00 1,566.75
R2 1,573.75 1,573.75 1,565.50
R1 1,568.25 1,568.25 1,564.00 1,571.00
PP 1,559.00 1,559.00 1,559.00 1,560.50
S1 1,553.50 1,553.50 1,561.50 1,556.25
S2 1,544.25 1,544.25 1,560.00
S3 1,529.50 1,538.75 1,558.75
S4 1,514.75 1,524.00 1,554.75
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 1,564.50 1,535.00 29.50 1.9% 16.50 1.0% 94% True False 1,724,970
10 1,564.50 1,529.50 35.00 2.2% 16.75 1.1% 95% True False 1,877,031
20 1,564.50 1,494.00 70.50 4.5% 14.50 0.9% 98% True False 1,473,463
40 1,564.50 1,476.25 88.25 5.6% 15.00 1.0% 98% True False 740,765
60 1,564.50 1,432.50 132.00 8.4% 13.75 0.9% 99% True False 494,498
80 1,564.50 1,375.75 188.75 12.1% 14.25 0.9% 99% True False 371,081
100 1,564.50 1,331.25 233.25 14.9% 14.25 0.9% 99% True False 296,899
120 1,564.50 1,331.25 233.25 14.9% 13.75 0.9% 99% True False 247,429
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Fibonacci Retracements and Extensions
4.250 1,627.25
2.618 1,603.00
1.618 1,588.25
1.000 1,579.25
0.618 1,573.50
HIGH 1,564.50
0.618 1,558.75
0.500 1,557.00
0.382 1,555.50
LOW 1,549.75
0.618 1,540.75
1.000 1,535.00
1.618 1,526.00
2.618 1,511.25
4.250 1,487.00
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 1,561.00 1,560.25
PP 1,559.00 1,557.75
S1 1,557.00 1,555.00

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

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