E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 1,645.75 1,649.25 3.50 0.2% 1,656.25
High 1,666.75 1,651.00 -15.75 -0.9% 1,680.25
Low 1,638.75 1,632.25 -6.50 -0.4% 1,627.25
Close 1,649.00 1,641.25 -7.75 -0.5% 1,645.00
Range 28.00 18.75 -9.25 -33.0% 53.00
ATR 18.55 18.57 0.01 0.1% 0.00
Volume 21,024 31,649 10,625 50.5% 109,453
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 1,697.75 1,688.25 1,651.50
R3 1,679.00 1,669.50 1,646.50
R2 1,660.25 1,660.25 1,644.75
R1 1,650.75 1,650.75 1,643.00 1,646.00
PP 1,641.50 1,641.50 1,641.50 1,639.25
S1 1,632.00 1,632.00 1,639.50 1,627.50
S2 1,622.75 1,622.75 1,637.75
S3 1,604.00 1,613.25 1,636.00
S4 1,585.25 1,594.50 1,631.00
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% 26.25 1.6% 26% False False 24,188
10 1,680.25 1,627.25 53.00 3.2% 20.00 1.2% 26% False False 20,696
20 1,680.25 1,570.25 110.00 6.7% 17.25 1.1% 65% False False 17,162
40 1,680.25 1,524.75 155.50 9.5% 18.25 1.1% 75% False False 13,172
60 1,680.25 1,513.25 167.00 10.2% 16.50 1.0% 77% False False 9,227
80 1,680.25 1,470.25 210.00 12.8% 15.75 1.0% 81% False False 6,965
100 1,680.25 1,433.25 247.00 15.0% 14.00 0.8% 84% False False 5,614
120 1,680.25 1,370.50 309.75 18.9% 13.50 0.8% 87% False False 4,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 4.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,730.75
2.618 1,700.00
1.618 1,681.25
1.000 1,669.75
0.618 1,662.50
HIGH 1,651.00
0.618 1,643.75
0.500 1,641.50
0.382 1,639.50
LOW 1,632.25
0.618 1,620.75
1.000 1,613.50
1.618 1,602.00
2.618 1,583.25
4.250 1,552.50
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 1,641.50 1,648.00
PP 1,641.50 1,645.75
S1 1,641.50 1,643.50

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

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