E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 1,593.75 1,579.25 -14.50 -0.9% 1,548.50
High 1,595.50 1,594.25 -1.25 -0.1% 1,588.25
Low 1,576.00 1,578.75 2.75 0.2% 1,542.75
Close 1,577.25 1,592.25 15.00 1.0% 1,576.50
Range 19.50 15.50 -4.00 -20.5% 45.50
ATR 18.27 18.18 -0.09 -0.5% 0.00
Volume 1,467,806 1,652,820 185,014 12.6% 8,054,895
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1,635.00 1,629.00 1,600.75
R3 1,619.50 1,613.50 1,596.50
R2 1,604.00 1,604.00 1,595.00
R1 1,598.00 1,598.00 1,593.75 1,601.00
PP 1,588.50 1,588.50 1,588.50 1,590.00
S1 1,582.50 1,582.50 1,590.75 1,585.50
S2 1,573.00 1,573.00 1,589.50
S3 1,557.50 1,567.00 1,588.00
S4 1,542.00 1,551.50 1,583.75
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,705.75 1,686.50 1,601.50
R3 1,660.25 1,641.00 1,589.00
R2 1,614.75 1,614.75 1,584.75
R1 1,595.50 1,595.50 1,580.75 1,605.00
PP 1,569.25 1,569.25 1,569.25 1,574.00
S1 1,550.00 1,550.00 1,572.25 1,559.50
S2 1,523.75 1,523.75 1,568.25
S3 1,478.25 1,504.50 1,564.00
S4 1,432.75 1,459.00 1,551.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,595.50 1,572.50 23.00 1.4% 15.25 1.0% 86% False False 1,449,108
10 1,595.50 1,535.25 60.25 3.8% 16.50 1.0% 95% False False 1,584,489
20 1,595.50 1,530.75 64.75 4.1% 19.75 1.2% 95% False False 1,857,569
40 1,595.50 1,529.50 66.00 4.1% 17.00 1.1% 95% False False 1,815,060
60 1,595.50 1,476.25 119.25 7.5% 16.50 1.0% 97% False False 1,229,775
80 1,595.50 1,440.00 155.50 9.8% 15.50 1.0% 98% False False 922,931
100 1,595.50 1,375.75 219.75 13.8% 15.50 1.0% 99% False False 738,549
120 1,595.50 1,331.25 264.25 16.6% 15.00 0.9% 99% False False 615,505
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,660.00
2.618 1,634.75
1.618 1,619.25
1.000 1,609.75
0.618 1,603.75
HIGH 1,594.25
0.618 1,588.25
0.500 1,586.50
0.382 1,584.75
LOW 1,578.75
0.618 1,569.25
1.000 1,563.25
1.618 1,553.75
2.618 1,538.25
4.250 1,513.00
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 1,590.25 1,590.00
PP 1,588.50 1,588.00
S1 1,586.50 1,585.75

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

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