E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1,580.25 1,596.75 16.50 1.0% 1,618.75
High 1,601.25 1,614.25 13.00 0.8% 1,649.00
Low 1,573.00 1,594.75 21.75 1.4% 1,570.50
Close 1,595.50 1,606.50 11.00 0.7% 1,584.00
Range 28.25 19.50 -8.75 -31.0% 78.50
ATR 25.48 25.05 -0.43 -1.7% 0.00
Volume 1,731,510 1,601,032 -130,478 -7.5% 12,867,200
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,663.75 1,654.50 1,617.25
R3 1,644.25 1,635.00 1,611.75
R2 1,624.75 1,624.75 1,610.00
R1 1,615.50 1,615.50 1,608.25 1,620.00
PP 1,605.25 1,605.25 1,605.25 1,607.50
S1 1,596.00 1,596.00 1,604.75 1,600.50
S2 1,585.75 1,585.75 1,603.00
S3 1,566.25 1,576.50 1,601.25
S4 1,546.75 1,557.00 1,595.75
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 1,614.25 1,553.25 61.00 3.8% 27.50 1.7% 87% True False 2,236,796
10 1,649.00 1,553.25 95.75 6.0% 27.00 1.7% 56% False False 2,290,712
20 1,652.00 1,553.25 98.75 6.1% 26.25 1.6% 54% False False 1,240,817
40 1,680.25 1,553.25 127.00 7.9% 21.75 1.4% 42% False False 629,136
60 1,680.25 1,524.75 155.50 9.7% 21.00 1.3% 53% False False 422,521
80 1,680.25 1,523.50 156.75 9.8% 19.00 1.2% 53% False False 317,248
100 1,680.25 1,470.25 210.00 13.1% 17.75 1.1% 65% False False 253,839
120 1,680.25 1,433.25 247.00 15.4% 16.00 1.0% 70% False False 211,568
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 4.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,697.00
2.618 1,665.25
1.618 1,645.75
1.000 1,633.75
0.618 1,626.25
HIGH 1,614.25
0.618 1,606.75
0.500 1,604.50
0.382 1,602.25
LOW 1,594.75
0.618 1,582.75
1.000 1,575.25
1.618 1,563.25
2.618 1,543.75
4.250 1,512.00
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1,605.75 1,599.75
PP 1,605.25 1,593.00
S1 1,604.50 1,586.25

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

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