E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 1,566.50 1,580.25 13.75 0.9% 1,618.75
High 1,587.75 1,601.25 13.50 0.9% 1,649.00
Low 1,558.25 1,573.00 14.75 0.9% 1,570.50
Close 1,581.50 1,595.50 14.00 0.9% 1,584.00
Range 29.50 28.25 -1.25 -4.2% 78.50
ATR 25.26 25.48 0.21 0.8% 0.00
Volume 2,020,973 1,731,510 -289,463 -14.3% 12,867,200
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,674.75 1,663.25 1,611.00
R3 1,646.50 1,635.00 1,603.25
R2 1,618.25 1,618.25 1,600.75
R1 1,606.75 1,606.75 1,598.00 1,612.50
PP 1,590.00 1,590.00 1,590.00 1,592.75
S1 1,578.50 1,578.50 1,593.00 1,584.25
S2 1,561.75 1,561.75 1,590.25
S3 1,533.50 1,550.25 1,587.75
S4 1,505.25 1,522.00 1,580.00
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,836.75 1,788.75 1,627.25
R3 1,758.25 1,710.25 1,605.50
R2 1,679.75 1,679.75 1,598.50
R1 1,631.75 1,631.75 1,591.25 1,616.50
PP 1,601.25 1,601.25 1,601.25 1,593.50
S1 1,553.25 1,553.25 1,576.75 1,538.00
S2 1,522.75 1,522.75 1,569.50
S3 1,444.25 1,474.75 1,562.50
S4 1,365.75 1,396.25 1,540.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,623.00 1,553.25 69.75 4.4% 32.75 2.0% 61% False False 2,643,990
10 1,649.00 1,553.25 95.75 6.0% 29.00 1.8% 44% False False 2,215,732
20 1,655.00 1,553.25 101.75 6.4% 26.25 1.6% 42% False False 1,161,290
40 1,680.25 1,553.25 127.00 8.0% 21.75 1.4% 33% False False 589,226
60 1,680.25 1,524.75 155.50 9.7% 21.00 1.3% 45% False False 395,878
80 1,680.25 1,513.25 167.00 10.5% 19.00 1.2% 49% False False 297,243
100 1,680.25 1,470.25 210.00 13.2% 17.75 1.1% 60% False False 237,830
120 1,680.25 1,433.25 247.00 15.5% 16.00 1.0% 66% False False 198,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,721.25
2.618 1,675.25
1.618 1,647.00
1.000 1,629.50
0.618 1,618.75
HIGH 1,601.25
0.618 1,590.50
0.500 1,587.00
0.382 1,583.75
LOW 1,573.00
0.618 1,555.50
1.000 1,544.75
1.618 1,527.25
2.618 1,499.00
4.250 1,453.00
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 1,592.75 1,589.50
PP 1,590.00 1,583.25
S1 1,587.00 1,577.25

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

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