E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 1,606.75 1,607.00 0.25 0.0% 1,583.75
High 1,618.50 1,613.00 -5.50 -0.3% 1,614.50
Low 1,600.25 1,594.00 -6.25 -0.4% 1,553.25
Close 1,607.25 1,609.00 1.75 0.1% 1,599.25
Range 18.25 19.00 0.75 4.1% 61.25
ATR 24.41 24.03 -0.39 -1.6% 0.00
Volume 1,670,998 1,031,771 -639,227 -38.3% 10,345,353
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,662.25 1,654.75 1,619.50
R3 1,643.25 1,635.75 1,614.25
R2 1,624.25 1,624.25 1,612.50
R1 1,616.75 1,616.75 1,610.75 1,620.50
PP 1,605.25 1,605.25 1,605.25 1,607.25
S1 1,597.75 1,597.75 1,607.25 1,601.50
S2 1,586.25 1,586.25 1,605.50
S3 1,567.25 1,578.75 1,603.75
S4 1,548.25 1,559.75 1,598.50
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 1,593.25 27.25 1.7% 20.75 1.3% 58% False False 1,599,712
10 1,623.00 1,553.25 69.75 4.3% 26.75 1.7% 80% False False 2,121,851
20 1,649.00 1,553.25 95.75 6.0% 25.50 1.6% 58% False False 1,552,475
40 1,680.25 1,553.25 127.00 7.9% 22.50 1.4% 44% False False 788,255
60 1,680.25 1,524.75 155.50 9.7% 21.25 1.3% 54% False False 529,015
80 1,680.25 1,523.50 156.75 9.7% 19.50 1.2% 55% False False 397,191
100 1,680.25 1,470.25 210.00 13.1% 18.25 1.1% 66% False False 317,813
120 1,680.25 1,446.00 234.25 14.6% 16.75 1.0% 70% False False 264,880
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,693.75
2.618 1,662.75
1.618 1,643.75
1.000 1,632.00
0.618 1,624.75
HIGH 1,613.00
0.618 1,605.75
0.500 1,603.50
0.382 1,601.25
LOW 1,594.00
0.618 1,582.25
1.000 1,575.00
1.618 1,563.25
2.618 1,544.25
4.250 1,513.25
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 1,607.25 1,608.25
PP 1,605.25 1,607.50
S1 1,603.50 1,607.00

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

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