E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 1,600.25 1,606.75 6.50 0.4% 1,583.75
High 1,620.50 1,618.50 -2.00 -0.1% 1,614.50
Low 1,593.25 1,600.25 7.00 0.4% 1,553.25
Close 1,606.75 1,607.25 0.50 0.0% 1,599.25
Range 27.25 18.25 -9.00 -33.0% 61.25
ATR 24.89 24.41 -0.47 -1.9% 0.00
Volume 1,551,011 1,670,998 119,987 7.7% 10,345,353
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,663.50 1,653.50 1,617.25
R3 1,645.25 1,635.25 1,612.25
R2 1,627.00 1,627.00 1,610.50
R1 1,617.00 1,617.00 1,609.00 1,622.00
PP 1,608.75 1,608.75 1,608.75 1,611.00
S1 1,598.75 1,598.75 1,605.50 1,603.75
S2 1,590.50 1,590.50 1,604.00
S3 1,572.25 1,580.50 1,602.25
S4 1,554.00 1,562.25 1,597.25
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,772.75 1,747.25 1,633.00
R3 1,711.50 1,686.00 1,616.00
R2 1,650.25 1,650.25 1,610.50
R1 1,624.75 1,624.75 1,604.75 1,637.50
PP 1,589.00 1,589.00 1,589.00 1,595.50
S1 1,563.50 1,563.50 1,593.75 1,576.25
S2 1,527.75 1,527.75 1,588.00
S3 1,466.50 1,502.25 1,582.50
S4 1,405.25 1,441.00 1,565.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,620.50 1,573.00 47.50 3.0% 22.75 1.4% 72% False False 1,739,660
10 1,649.00 1,553.25 95.75 6.0% 27.75 1.7% 56% False False 2,255,637
20 1,649.00 1,553.25 95.75 6.0% 26.00 1.6% 56% False False 1,503,492
40 1,680.25 1,553.25 127.00 7.9% 22.25 1.4% 43% False False 762,648
60 1,680.25 1,524.75 155.50 9.7% 21.25 1.3% 53% False False 511,860
80 1,680.25 1,523.50 156.75 9.8% 19.50 1.2% 53% False False 384,304
100 1,680.25 1,470.25 210.00 13.1% 18.25 1.1% 65% False False 307,496
120 1,680.25 1,444.75 235.50 14.7% 16.50 1.0% 69% False False 256,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.83
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,696.00
2.618 1,666.25
1.618 1,648.00
1.000 1,636.75
0.618 1,629.75
HIGH 1,618.50
0.618 1,611.50
0.500 1,609.50
0.382 1,607.25
LOW 1,600.25
0.618 1,589.00
1.000 1,582.00
1.618 1,570.75
2.618 1,552.50
4.250 1,522.75
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 1,609.50 1,607.00
PP 1,608.75 1,607.00
S1 1,608.00 1,607.00

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

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