E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1,677.75 1,671.75 -6.00 -0.4% 1,628.50
High 1,679.50 1,680.50 1.00 0.1% 1,674.25
Low 1,666.50 1,665.75 -0.75 0.0% 1,626.00
Close 1,671.25 1,675.50 4.25 0.3% 1,670.25
Range 13.00 14.75 1.75 13.5% 48.25
ATR 19.85 19.48 -0.36 -1.8% 0.00
Volume 1,171,424 1,413,187 241,763 20.6% 6,660,273
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,718.25 1,711.50 1,683.50
R3 1,703.50 1,696.75 1,679.50
R2 1,688.75 1,688.75 1,678.25
R1 1,682.00 1,682.00 1,676.75 1,685.50
PP 1,674.00 1,674.00 1,674.00 1,675.50
S1 1,667.25 1,667.25 1,674.25 1,670.50
S2 1,659.25 1,659.25 1,672.75
S3 1,644.50 1,652.50 1,671.50
S4 1,629.75 1,637.75 1,667.50
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 1,680.50 1,657.50 23.00 1.4% 12.00 0.7% 78% True False 1,219,598
10 1,680.50 1,594.00 86.50 5.2% 14.50 0.9% 94% True False 1,290,935
20 1,680.50 1,553.25 127.25 7.6% 21.25 1.3% 96% True False 1,773,286
40 1,680.50 1,553.25 127.25 7.6% 22.50 1.3% 96% True False 1,081,187
60 1,680.50 1,543.00 137.50 8.2% 20.00 1.2% 96% True False 725,250
80 1,680.50 1,524.75 155.75 9.3% 19.75 1.2% 97% True False 545,462
100 1,680.50 1,470.25 210.25 12.5% 18.75 1.1% 98% True False 436,575
120 1,680.50 1,470.25 210.25 12.5% 17.00 1.0% 98% True False 363,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,743.25
2.618 1,719.00
1.618 1,704.25
1.000 1,695.25
0.618 1,689.50
HIGH 1,680.50
0.618 1,674.75
0.500 1,673.00
0.382 1,671.50
LOW 1,665.75
0.618 1,656.75
1.000 1,651.00
1.618 1,642.00
2.618 1,627.25
4.250 1,603.00
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1,674.75 1,674.75
PP 1,674.00 1,674.00
S1 1,673.00 1,673.00

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

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