E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 1,539.00 1,562.50 23.50 1.5% 1,539.00
High 1,564.00 1,562.50 -1.50 -0.1% 1,586.50
Low 1,538.50 1,532.25 -6.25 -0.4% 1,536.75
Close 1,562.50 1,540.00 -22.50 -1.4% 1,576.00
Range 25.50 30.25 4.75 18.6% 49.75
ATR 17.88 18.76 0.88 4.9% 0.00
Volume 12,291 13,927 1,636 13.3% 26,108
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,635.75 1,618.00 1,556.75
R3 1,605.50 1,587.75 1,548.25
R2 1,575.25 1,575.25 1,545.50
R1 1,557.50 1,557.50 1,542.75 1,551.25
PP 1,545.00 1,545.00 1,545.00 1,541.75
S1 1,527.25 1,527.25 1,537.25 1,521.00
S2 1,514.75 1,514.75 1,534.50
S3 1,484.50 1,497.00 1,531.75
S4 1,454.25 1,466.75 1,523.25
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,715.75 1,695.50 1,603.25
R3 1,666.00 1,645.75 1,589.75
R2 1,616.25 1,616.25 1,585.00
R1 1,596.00 1,596.00 1,580.50 1,606.00
PP 1,566.50 1,566.50 1,566.50 1,571.50
S1 1,546.25 1,546.25 1,571.50 1,556.50
S2 1,516.75 1,516.75 1,567.00
S3 1,467.00 1,496.50 1,562.25
S4 1,417.25 1,446.75 1,548.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,586.50 1,532.25 54.25 3.5% 25.25 1.6% 14% False True 11,946
10 1,586.50 1,527.00 59.50 3.9% 21.50 1.4% 22% False False 6,901
20 1,586.50 1,527.00 59.50 3.9% 18.50 1.2% 22% False False 4,181
40 1,586.50 1,470.25 116.25 7.5% 16.50 1.1% 60% False False 2,520
60 1,586.50 1,463.50 123.00 8.0% 13.75 0.9% 62% False False 1,761
80 1,586.50 1,370.50 216.00 14.0% 13.00 0.8% 78% False False 1,333
100 1,586.50 1,363.00 223.50 14.5% 11.25 0.7% 79% False False 1,070
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 1.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,691.00
2.618 1,641.75
1.618 1,611.50
1.000 1,592.75
0.618 1,581.25
HIGH 1,562.50
0.618 1,551.00
0.500 1,547.50
0.382 1,543.75
LOW 1,532.25
0.618 1,513.50
1.000 1,502.00
1.618 1,483.25
2.618 1,453.00
4.250 1,403.75
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 1,547.50 1,554.50
PP 1,545.00 1,549.50
S1 1,542.50 1,544.75

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

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