E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1,588.25 1,582.25 -6.00 -0.4% 1,545.50
High 1,589.75 1,583.00 -6.75 -0.4% 1,593.00
Low 1,575.00 1,538.75 -36.25 -2.3% 1,543.00
Close 1,582.00 1,543.50 -38.50 -2.4% 1,582.00
Range 14.75 44.25 29.50 200.0% 50.00
ATR 16.06 18.07 2.01 12.5% 0.00
Volume 1,809,731 2,854,380 1,044,649 57.7% 8,644,185
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,687.75 1,660.00 1,567.75
R3 1,643.50 1,615.75 1,555.75
R2 1,599.25 1,599.25 1,551.50
R1 1,571.50 1,571.50 1,547.50 1,563.25
PP 1,555.00 1,555.00 1,555.00 1,551.00
S1 1,527.25 1,527.25 1,539.50 1,519.00
S2 1,510.75 1,510.75 1,535.50
S3 1,466.50 1,483.00 1,531.25
S4 1,422.25 1,438.75 1,519.25
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,722.75 1,702.25 1,609.50
R3 1,672.75 1,652.25 1,595.75
R2 1,622.75 1,622.75 1,591.25
R1 1,602.25 1,602.25 1,586.50 1,612.50
PP 1,572.75 1,572.75 1,572.75 1,577.75
S1 1,552.25 1,552.25 1,577.50 1,562.50
S2 1,522.75 1,522.75 1,572.75
S3 1,472.75 1,502.25 1,568.25
S4 1,422.75 1,452.25 1,554.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,593.00 1,538.75 54.25 3.5% 21.75 1.4% 9% False True 2,010,811
10 1,593.00 1,533.25 59.75 3.9% 20.00 1.3% 17% False False 1,965,185
20 1,593.00 1,529.50 63.50 4.1% 18.50 1.2% 22% False False 1,892,907
40 1,593.00 1,476.25 116.75 7.6% 17.00 1.1% 58% False False 1,259,308
60 1,593.00 1,454.75 138.25 9.0% 15.25 1.0% 64% False False 840,704
80 1,593.00 1,375.75 217.25 14.1% 15.25 1.0% 77% False False 630,869
100 1,593.00 1,350.00 243.00 15.7% 14.75 0.9% 80% False False 504,766
120 1,593.00 1,331.25 261.75 17.0% 14.50 0.9% 81% False False 420,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.23
Widest range in 180 trading days
Fibonacci Retracements and Extensions
4.250 1,771.00
2.618 1,698.75
1.618 1,654.50
1.000 1,627.25
0.618 1,610.25
HIGH 1,583.00
0.618 1,566.00
0.500 1,561.00
0.382 1,555.75
LOW 1,538.75
0.618 1,511.50
1.000 1,494.50
1.618 1,467.25
2.618 1,423.00
4.250 1,350.75
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1,561.00 1,566.00
PP 1,555.00 1,558.50
S1 1,549.25 1,551.00

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

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