E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 1,670.00 1,677.75 7.75 0.5% 1,628.50
High 1,679.50 1,679.50 0.00 0.0% 1,674.25
Low 1,669.75 1,666.50 -3.25 -0.2% 1,626.00
Close 1,677.50 1,671.25 -6.25 -0.4% 1,670.25
Range 9.75 13.00 3.25 33.3% 48.25
ATR 20.37 19.85 -0.53 -2.6% 0.00
Volume 911,484 1,171,424 259,940 28.5% 6,660,273
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,711.50 1,704.25 1,678.50
R3 1,698.50 1,691.25 1,674.75
R2 1,685.50 1,685.50 1,673.75
R1 1,678.25 1,678.25 1,672.50 1,675.50
PP 1,672.50 1,672.50 1,672.50 1,671.00
S1 1,665.25 1,665.25 1,670.00 1,662.50
S2 1,659.50 1,659.50 1,668.75
S3 1,646.50 1,652.25 1,667.75
S4 1,633.50 1,639.25 1,664.00
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,801.50 1,784.25 1,696.75
R3 1,753.25 1,736.00 1,683.50
R2 1,705.00 1,705.00 1,679.00
R1 1,687.75 1,687.75 1,674.75 1,696.50
PP 1,656.75 1,656.75 1,656.75 1,661.25
S1 1,639.50 1,639.50 1,665.75 1,648.00
S2 1,608.50 1,608.50 1,661.50
S3 1,560.25 1,591.25 1,657.00
S4 1,512.00 1,543.00 1,643.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,679.50 1,641.25 38.25 2.3% 12.50 0.7% 78% True False 1,228,962
10 1,679.50 1,594.00 85.50 5.1% 15.00 0.9% 90% True False 1,316,716
20 1,679.50 1,553.25 126.25 7.6% 21.25 1.3% 93% True False 1,791,167
40 1,680.25 1,553.25 127.00 7.6% 22.50 1.3% 93% False False 1,046,272
60 1,680.25 1,537.50 142.75 8.5% 20.00 1.2% 94% False False 701,905
80 1,680.25 1,524.75 155.50 9.3% 19.75 1.2% 94% False False 527,807
100 1,680.25 1,470.25 210.00 12.6% 18.75 1.1% 96% False False 422,444
120 1,680.25 1,470.25 210.00 12.6% 17.00 1.0% 96% False False 352,080
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,734.75
2.618 1,713.50
1.618 1,700.50
1.000 1,692.50
0.618 1,687.50
HIGH 1,679.50
0.618 1,674.50
0.500 1,673.00
0.382 1,671.50
LOW 1,666.50
0.618 1,658.50
1.000 1,653.50
1.618 1,645.50
2.618 1,632.50
4.250 1,611.25
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 1,673.00 1,673.00
PP 1,672.50 1,672.25
S1 1,671.75 1,671.75

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

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