E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 1,640.75 1,647.25 6.50 0.4% 1,645.75
High 1,655.00 1,652.00 -3.00 -0.2% 1,666.75
Low 1,635.75 1,620.50 -15.25 -0.9% 1,620.50
Close 1,647.75 1,623.25 -24.50 -1.5% 1,623.25
Range 19.25 31.50 12.25 63.6% 46.25
ATR 18.62 19.54 0.92 4.9% 0.00
Volume 10,492 24,148 13,656 130.2% 87,313
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,726.50 1,706.25 1,640.50
R3 1,695.00 1,674.75 1,632.00
R2 1,663.50 1,663.50 1,629.00
R1 1,643.25 1,643.25 1,626.25 1,637.50
PP 1,632.00 1,632.00 1,632.00 1,629.00
S1 1,611.75 1,611.75 1,620.25 1,606.00
S2 1,600.50 1,600.50 1,617.50
S3 1,569.00 1,580.25 1,614.50
S4 1,537.50 1,548.75 1,606.00
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,775.50 1,745.75 1,648.75
R3 1,729.25 1,699.50 1,636.00
R2 1,683.00 1,683.00 1,631.75
R1 1,653.25 1,653.25 1,627.50 1,645.00
PP 1,636.75 1,636.75 1,636.75 1,632.75
S1 1,607.00 1,607.00 1,619.00 1,598.75
S2 1,590.50 1,590.50 1,614.75
S3 1,544.25 1,560.75 1,610.50
S4 1,498.00 1,514.50 1,597.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,666.75 1,620.50 46.25 2.8% 23.50 1.4% 6% False True 21,761
10 1,680.25 1,620.50 59.75 3.7% 22.25 1.4% 5% False True 20,822
20 1,680.25 1,583.75 96.50 5.9% 18.25 1.1% 41% False False 18,572
40 1,680.25 1,524.75 155.50 9.6% 18.75 1.2% 63% False False 13,949
60 1,680.25 1,523.50 156.75 9.7% 17.00 1.0% 64% False False 9,789
80 1,680.25 1,470.25 210.00 12.9% 16.00 1.0% 73% False False 7,396
100 1,680.25 1,433.25 247.00 15.2% 14.25 0.9% 77% False False 5,960
120 1,680.25 1,370.50 309.75 19.1% 13.75 0.8% 82% False False 4,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,786.00
2.618 1,734.50
1.618 1,703.00
1.000 1,683.50
0.618 1,671.50
HIGH 1,652.00
0.618 1,640.00
0.500 1,636.25
0.382 1,632.50
LOW 1,620.50
0.618 1,601.00
1.000 1,589.00
1.618 1,569.50
2.618 1,538.00
4.250 1,486.50
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 1,636.25 1,637.75
PP 1,632.00 1,633.00
S1 1,627.50 1,628.00

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

View Archives - Comment on this page... - Back to Index of Symbols