E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 1,618.75 1,634.75 16.00 1.0% 1,630.75
High 1,641.00 1,648.75 7.75 0.5% 1,642.50
Low 1,618.00 1,632.25 14.25 0.9% 1,591.75
Close 1,633.75 1,645.25 11.50 0.7% 1,618.50
Range 23.00 16.50 -6.50 -28.3% 50.75
ATR 22.31 21.90 -0.42 -1.9% 0.00
Volume 2,107,368 1,770,819 -336,549 -16.0% 3,454,492
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,691.50 1,685.00 1,654.25
R3 1,675.00 1,668.50 1,649.75
R2 1,658.50 1,658.50 1,648.25
R1 1,652.00 1,652.00 1,646.75 1,655.25
PP 1,642.00 1,642.00 1,642.00 1,643.75
S1 1,635.50 1,635.50 1,643.75 1,638.75
S2 1,625.50 1,625.50 1,642.25
S3 1,609.00 1,619.00 1,640.75
S4 1,592.50 1,602.50 1,636.25
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,769.75 1,745.00 1,646.50
R3 1,719.00 1,694.25 1,632.50
R2 1,668.25 1,668.25 1,627.75
R1 1,643.50 1,643.50 1,623.25 1,630.50
PP 1,617.50 1,617.50 1,617.50 1,611.00
S1 1,592.75 1,592.75 1,613.75 1,579.75
S2 1,566.75 1,566.75 1,609.25
S3 1,516.00 1,542.00 1,604.50
S4 1,465.25 1,491.25 1,590.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,648.75 1,591.75 57.00 3.5% 25.50 1.6% 94% True False 1,398,277
10 1,648.75 1,591.00 57.75 3.5% 24.25 1.5% 94% True False 751,348
20 1,680.25 1,591.00 89.25 5.4% 24.00 1.5% 61% False False 389,088
40 1,680.25 1,543.00 137.25 8.3% 19.50 1.2% 74% False False 201,232
60 1,680.25 1,524.75 155.50 9.5% 19.25 1.2% 77% False False 136,188
80 1,680.25 1,470.25 210.00 12.8% 18.00 1.1% 83% False False 102,397
100 1,680.25 1,470.25 210.00 12.8% 16.25 1.0% 83% False False 81,966
120 1,680.25 1,370.50 309.75 18.8% 15.25 0.9% 89% False False 68,317
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 5.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,719.00
2.618 1,692.00
1.618 1,675.50
1.000 1,665.25
0.618 1,659.00
HIGH 1,648.75
0.618 1,642.50
0.500 1,640.50
0.382 1,638.50
LOW 1,632.25
0.618 1,622.00
1.000 1,615.75
1.618 1,605.50
2.618 1,589.00
4.250 1,562.00
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 1,643.75 1,641.25
PP 1,642.00 1,637.00
S1 1,640.50 1,633.00

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

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