E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1,645.75 1,645.75 0.00 0.0% 1,656.25
High 1,649.00 1,666.75 17.75 1.1% 1,680.25
Low 1,629.00 1,638.75 9.75 0.6% 1,627.25
Close 1,645.00 1,649.00 4.00 0.2% 1,645.00
Range 20.00 28.00 8.00 40.0% 53.00
ATR 17.83 18.55 0.73 4.1% 0.00
Volume 21,495 21,024 -471 -2.2% 109,453
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1,735.50 1,720.25 1,664.50
R3 1,707.50 1,692.25 1,656.75
R2 1,679.50 1,679.50 1,654.25
R1 1,664.25 1,664.25 1,651.50 1,672.00
PP 1,651.50 1,651.50 1,651.50 1,655.25
S1 1,636.25 1,636.25 1,646.50 1,644.00
S2 1,623.50 1,623.50 1,643.75
S3 1,595.50 1,608.25 1,641.25
S4 1,567.50 1,580.25 1,633.50
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,809.75 1,780.50 1,674.25
R3 1,756.75 1,727.50 1,659.50
R2 1,703.75 1,703.75 1,654.75
R1 1,674.50 1,674.50 1,649.75 1,662.50
PP 1,650.75 1,650.75 1,650.75 1,645.00
S1 1,621.50 1,621.50 1,640.25 1,609.50
S2 1,597.75 1,597.75 1,635.25
S3 1,544.75 1,568.50 1,630.50
S4 1,491.75 1,515.50 1,615.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,680.25 1,627.25 53.00 3.2% 25.00 1.5% 41% False False 22,778
10 1,680.25 1,620.50 59.75 3.6% 20.50 1.2% 48% False False 18,679
20 1,680.25 1,570.25 110.00 6.7% 17.00 1.0% 72% False False 16,072
40 1,680.25 1,524.75 155.50 9.4% 18.25 1.1% 80% False False 12,402
60 1,680.25 1,496.00 184.25 11.2% 16.50 1.0% 83% False False 8,710
80 1,680.25 1,470.25 210.00 12.7% 15.50 0.9% 85% False False 6,576
100 1,680.25 1,433.25 247.00 15.0% 13.75 0.8% 87% False False 5,298
120 1,680.25 1,370.50 309.75 18.8% 13.25 0.8% 90% False False 4,422
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 4.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,785.75
2.618 1,740.00
1.618 1,712.00
1.000 1,694.75
0.618 1,684.00
HIGH 1,666.75
0.618 1,656.00
0.500 1,652.75
0.382 1,649.50
LOW 1,638.75
0.618 1,621.50
1.000 1,610.75
1.618 1,593.50
2.618 1,565.50
4.250 1,519.75
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1,652.75 1,648.25
PP 1,651.50 1,647.75
S1 1,650.25 1,647.00

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

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