E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 1,548.50 1,554.75 6.25 0.4% 1,563.00
High 1,557.50 1,555.25 -2.25 -0.1% 1,568.00
Low 1,546.00 1,533.25 -12.75 -0.8% 1,533.25
Close 1,554.50 1,546.00 -8.50 -0.5% 1,546.00
Range 11.50 22.00 10.50 91.3% 34.75
ATR 15.35 15.82 0.48 3.1% 0.00
Volume 2,004,726 2,269,710 264,984 13.2% 9,289,102
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,610.75 1,600.50 1,558.00
R3 1,588.75 1,578.50 1,552.00
R2 1,566.75 1,566.75 1,550.00
R1 1,556.50 1,556.50 1,548.00 1,550.50
PP 1,544.75 1,544.75 1,544.75 1,542.00
S1 1,534.50 1,534.50 1,544.00 1,528.50
S2 1,522.75 1,522.75 1,542.00
S3 1,500.75 1,512.50 1,540.00
S4 1,478.75 1,490.50 1,534.00
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,653.25 1,634.50 1,565.00
R3 1,618.50 1,599.75 1,555.50
R2 1,583.75 1,583.75 1,552.25
R1 1,565.00 1,565.00 1,549.25 1,557.00
PP 1,549.00 1,549.00 1,549.00 1,545.00
S1 1,530.25 1,530.25 1,542.75 1,522.25
S2 1,514.25 1,514.25 1,539.75
S3 1,479.50 1,495.50 1,536.50
S4 1,444.75 1,460.75 1,527.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,568.00 1,533.25 34.75 2.2% 16.75 1.1% 37% False True 1,857,820
10 1,568.00 1,533.25 34.75 2.2% 16.50 1.1% 37% False True 1,791,395
20 1,568.00 1,529.50 38.50 2.5% 15.00 1.0% 43% False False 1,842,442
40 1,568.00 1,476.25 91.75 5.9% 15.25 1.0% 76% False False 972,569
60 1,568.00 1,445.00 123.00 8.0% 14.25 0.9% 82% False False 649,188
80 1,568.00 1,375.75 192.25 12.4% 14.50 0.9% 89% False False 487,165
100 1,568.00 1,331.25 236.75 15.3% 14.00 0.9% 91% False False 389,786
120 1,568.00 1,331.25 236.75 15.3% 14.00 0.9% 91% False False 324,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,648.75
2.618 1,612.75
1.618 1,590.75
1.000 1,577.25
0.618 1,568.75
HIGH 1,555.25
0.618 1,546.75
0.500 1,544.25
0.382 1,541.75
LOW 1,533.25
0.618 1,519.75
1.000 1,511.25
1.618 1,497.75
2.618 1,475.75
4.250 1,439.75
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 1,545.50 1,550.50
PP 1,544.75 1,549.00
S1 1,544.25 1,547.50

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

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