E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1,630.75 1,636.00 5.25 0.3% 1,623.25
High 1,642.50 1,636.50 -6.00 -0.4% 1,639.75
Low 1,628.50 1,615.75 -12.75 -0.8% 1,591.00
Close 1,636.25 1,621.25 -15.00 -0.9% 1,632.75
Range 14.00 20.75 6.75 48.2% 48.75
ATR 20.53 20.55 0.02 0.1% 0.00
Volume 140,139 201,152 61,013 43.5% 268,908
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,686.75 1,674.75 1,632.75
R3 1,666.00 1,654.00 1,627.00
R2 1,645.25 1,645.25 1,625.00
R1 1,633.25 1,633.25 1,623.25 1,629.00
PP 1,624.50 1,624.50 1,624.50 1,622.25
S1 1,612.50 1,612.50 1,619.25 1,608.00
S2 1,603.75 1,603.75 1,617.50
S3 1,583.00 1,591.75 1,615.50
S4 1,562.25 1,571.00 1,609.75
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 3.2% 22.75 1.4% 59% False False 104,418
10 1,655.00 1,591.00 64.00 3.9% 22.50 1.4% 47% False False 67,648
20 1,680.25 1,591.00 89.25 5.5% 21.50 1.3% 34% False False 43,164
40 1,680.25 1,524.75 155.50 9.6% 19.00 1.2% 62% False False 28,161
60 1,680.25 1,523.50 156.75 9.7% 18.50 1.1% 62% False False 19,773
80 1,680.25 1,470.25 210.00 13.0% 17.25 1.1% 72% False False 15,016
100 1,680.25 1,449.00 231.25 14.3% 15.50 1.0% 74% False False 12,060
120 1,680.25 1,370.50 309.75 19.1% 14.75 0.9% 81% False False 10,058
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 5.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,724.75
2.618 1,690.75
1.618 1,670.00
1.000 1,657.25
0.618 1,649.25
HIGH 1,636.50
0.618 1,628.50
0.500 1,626.00
0.382 1,623.75
LOW 1,615.75
0.618 1,603.00
1.000 1,595.00
1.618 1,582.25
2.618 1,561.50
4.250 1,527.50
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1,626.00 1,627.50
PP 1,624.50 1,625.25
S1 1,623.00 1,623.25

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

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