E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 1,550.25 1,567.75 17.50 1.1% 1,576.25
High 1,570.50 1,574.00 3.50 0.2% 1,576.50
Low 1,543.00 1,564.75 21.75 1.4% 1,524.75
Close 1,567.50 1,568.00 0.50 0.0% 1,541.50
Range 27.50 9.25 -18.25 -66.4% 51.75
ATR 19.38 18.65 -0.72 -3.7% 0.00
Volume 9,038 14,452 5,414 59.9% 68,979
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,596.75 1,591.50 1,573.00
R3 1,587.50 1,582.25 1,570.50
R2 1,578.25 1,578.25 1,569.75
R1 1,573.00 1,573.00 1,568.75 1,575.50
PP 1,569.00 1,569.00 1,569.00 1,570.25
S1 1,563.75 1,563.75 1,567.25 1,566.50
S2 1,559.75 1,559.75 1,566.25
S3 1,550.50 1,554.50 1,565.50
S4 1,541.25 1,545.25 1,563.00
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,702.75 1,674.00 1,570.00
R3 1,651.00 1,622.25 1,555.75
R2 1,599.25 1,599.25 1,551.00
R1 1,570.50 1,570.50 1,546.25 1,559.00
PP 1,547.50 1,547.50 1,547.50 1,542.00
S1 1,518.75 1,518.75 1,536.75 1,507.25
S2 1,495.75 1,495.75 1,532.00
S3 1,444.00 1,467.00 1,527.25
S4 1,392.25 1,415.25 1,513.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,574.00 1,524.75 49.25 3.1% 18.25 1.2% 88% True False 13,160
10 1,586.50 1,524.75 61.75 3.9% 21.75 1.4% 70% False False 12,553
20 1,586.50 1,524.75 61.75 3.9% 19.00 1.2% 70% False False 7,137
40 1,586.50 1,479.00 107.50 6.9% 16.50 1.0% 83% False False 4,139
60 1,586.50 1,470.25 116.25 7.4% 14.75 0.9% 84% False False 2,838
80 1,586.50 1,370.50 216.00 13.8% 13.50 0.9% 91% False False 2,153
100 1,586.50 1,370.50 216.00 13.8% 12.25 0.8% 91% False False 1,728
120 1,586.50 1,330.50 256.00 16.3% 10.75 0.7% 93% False False 1,441
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 3.38
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,613.25
2.618 1,598.25
1.618 1,589.00
1.000 1,583.25
0.618 1,579.75
HIGH 1,574.00
0.618 1,570.50
0.500 1,569.50
0.382 1,568.25
LOW 1,564.75
0.618 1,559.00
1.000 1,555.50
1.618 1,549.75
2.618 1,540.50
4.250 1,525.50
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 1,569.50 1,564.00
PP 1,569.00 1,559.75
S1 1,568.50 1,555.75

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

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