E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 1,622.00 1,636.50 14.50 0.9% 1,629.50
High 1,644.00 1,648.50 4.50 0.3% 1,645.75
Low 1,618.00 1,634.50 16.50 1.0% 1,596.50
Close 1,638.50 1,642.00 3.50 0.2% 1,638.50
Range 26.00 14.00 -12.00 -46.2% 49.25
ATR 21.47 20.94 -0.53 -2.5% 0.00
Volume 2,382,985 1,820,611 -562,374 -23.6% 12,532,315
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,683.75 1,676.75 1,649.75
R3 1,669.75 1,662.75 1,645.75
R2 1,655.75 1,655.75 1,644.50
R1 1,648.75 1,648.75 1,643.25 1,652.25
PP 1,641.75 1,641.75 1,641.75 1,643.50
S1 1,634.75 1,634.75 1,640.75 1,638.25
S2 1,627.75 1,627.75 1,639.50
S3 1,613.75 1,620.75 1,638.25
S4 1,599.75 1,606.75 1,634.25
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,774.75 1,755.75 1,665.50
R3 1,725.50 1,706.50 1,652.00
R2 1,676.25 1,676.25 1,647.50
R1 1,657.25 1,657.25 1,643.00 1,666.75
PP 1,627.00 1,627.00 1,627.00 1,631.50
S1 1,608.00 1,608.00 1,634.00 1,617.50
S2 1,577.75 1,577.75 1,629.50
S3 1,528.50 1,558.75 1,625.00
S4 1,479.25 1,509.50 1,611.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,648.50 1,596.50 52.00 3.2% 23.75 1.4% 88% True False 2,364,461
10 1,672.75 1,596.50 76.25 4.6% 23.50 1.4% 60% False False 2,290,713
20 1,685.75 1,596.50 89.25 5.4% 21.50 1.3% 51% False False 2,163,476
40 1,685.75 1,530.75 155.00 9.4% 20.00 1.2% 72% False False 1,974,391
60 1,685.75 1,529.50 156.25 9.5% 19.00 1.2% 72% False False 1,927,987
80 1,685.75 1,476.25 209.50 12.8% 18.00 1.1% 79% False False 1,581,202
100 1,685.75 1,453.75 232.00 14.1% 16.75 1.0% 81% False False 1,265,643
120 1,685.75 1,375.75 310.00 18.9% 16.75 1.0% 86% False False 1,054,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.78
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,708.00
2.618 1,685.25
1.618 1,671.25
1.000 1,662.50
0.618 1,657.25
HIGH 1,648.50
0.618 1,643.25
0.500 1,641.50
0.382 1,639.75
LOW 1,634.50
0.618 1,625.75
1.000 1,620.50
1.618 1,611.75
2.618 1,597.75
4.250 1,575.00
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 1,641.75 1,635.50
PP 1,641.75 1,629.00
S1 1,641.50 1,622.50

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

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