E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 1,616.25 1,630.75 14.50 0.9% 1,623.25
High 1,638.00 1,642.50 4.50 0.3% 1,639.75
Low 1,612.25 1,628.50 16.25 1.0% 1,591.00
Close 1,632.75 1,636.25 3.50 0.2% 1,632.75
Range 25.75 14.00 -11.75 -45.6% 48.75
ATR 21.04 20.53 -0.50 -2.4% 0.00
Volume 64,782 140,139 75,357 116.3% 268,908
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,677.75 1,671.00 1,644.00
R3 1,663.75 1,657.00 1,640.00
R2 1,649.75 1,649.75 1,638.75
R1 1,643.00 1,643.00 1,637.50 1,646.50
PP 1,635.75 1,635.75 1,635.75 1,637.50
S1 1,629.00 1,629.00 1,635.00 1,632.50
S2 1,621.75 1,621.75 1,633.75
S3 1,607.75 1,615.00 1,632.50
S4 1,593.75 1,601.00 1,628.50
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,767.50 1,748.75 1,659.50
R3 1,718.75 1,700.00 1,646.25
R2 1,670.00 1,670.00 1,641.75
R1 1,651.25 1,651.25 1,637.25 1,660.50
PP 1,621.25 1,621.25 1,621.25 1,625.75
S1 1,602.50 1,602.50 1,628.25 1,612.00
S2 1,572.50 1,572.50 1,623.75
S3 1,523.75 1,553.75 1,619.25
S4 1,475.00 1,505.00 1,606.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,642.50 1,591.00 51.50 3.1% 23.50 1.4% 88% True False 72,820
10 1,666.75 1,591.00 75.75 4.6% 23.25 1.4% 60% False False 49,636
20 1,680.25 1,591.00 89.25 5.5% 21.00 1.3% 51% False False 34,008
40 1,680.25 1,524.75 155.50 9.5% 19.50 1.2% 72% False False 23,456
60 1,680.25 1,523.50 156.75 9.6% 18.25 1.1% 72% False False 16,499
80 1,680.25 1,470.25 210.00 12.8% 17.00 1.0% 79% False False 12,505
100 1,680.25 1,447.50 232.75 14.2% 15.50 0.9% 81% False False 10,048
120 1,680.25 1,370.50 309.75 18.9% 14.50 0.9% 86% False False 8,382
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 5.73
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,702.00
2.618 1,679.25
1.618 1,665.25
1.000 1,656.50
0.618 1,651.25
HIGH 1,642.50
0.618 1,637.25
0.500 1,635.50
0.382 1,633.75
LOW 1,628.50
0.618 1,619.75
1.000 1,614.50
1.618 1,605.75
2.618 1,591.75
4.250 1,569.00
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 1,636.00 1,629.75
PP 1,635.75 1,623.25
S1 1,635.50 1,616.75

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

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