E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1,686.50 1,682.25 -4.25 -0.3% 1,690.00
High 1,688.00 1,688.50 0.50 0.0% 1,695.50
Low 1,676.50 1,677.25 0.75 0.0% 1,670.50
Close 1,682.50 1,684.75 2.25 0.1% 1,686.50
Range 11.50 11.25 -0.25 -2.2% 25.00
ATR 17.10 16.68 -0.42 -2.4% 0.00
Volume 1,100,568 1,318,504 217,936 19.8% 6,213,737
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,717.25 1,712.25 1,691.00
R3 1,706.00 1,701.00 1,687.75
R2 1,694.75 1,694.75 1,686.75
R1 1,689.75 1,689.75 1,685.75 1,692.25
PP 1,683.50 1,683.50 1,683.50 1,684.75
S1 1,678.50 1,678.50 1,683.75 1,681.00
S2 1,672.25 1,672.25 1,682.75
S3 1,661.00 1,667.25 1,681.75
S4 1,649.75 1,656.00 1,678.50
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,759.25 1,747.75 1,700.25
R3 1,734.25 1,722.75 1,693.50
R2 1,709.25 1,709.25 1,691.00
R1 1,697.75 1,697.75 1,688.75 1,691.00
PP 1,684.25 1,684.25 1,684.25 1,680.75
S1 1,672.75 1,672.75 1,684.25 1,666.00
S2 1,659.25 1,659.25 1,682.00
S3 1,634.25 1,647.75 1,679.50
S4 1,609.25 1,622.75 1,672.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,695.25 1,670.50 24.75 1.5% 14.75 0.9% 58% False False 1,350,576
10 1,695.50 1,665.75 29.75 1.8% 14.00 0.8% 64% False False 1,254,777
20 1,695.50 1,594.00 101.50 6.0% 14.50 0.9% 89% False False 1,285,746
40 1,695.50 1,553.25 142.25 8.4% 20.25 1.2% 92% False False 1,353,923
60 1,695.50 1,553.25 142.25 8.4% 19.50 1.2% 92% False False 909,406
80 1,695.50 1,524.75 170.75 10.1% 19.50 1.2% 94% False False 684,465
100 1,695.50 1,523.50 172.00 10.2% 18.50 1.1% 94% False False 547,885
120 1,695.50 1,470.25 225.25 13.4% 17.50 1.0% 95% False False 456,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,736.25
2.618 1,718.00
1.618 1,706.75
1.000 1,699.75
0.618 1,695.50
HIGH 1,688.50
0.618 1,684.25
0.500 1,683.00
0.382 1,681.50
LOW 1,677.25
0.618 1,670.25
1.000 1,666.00
1.618 1,659.00
2.618 1,647.75
4.250 1,629.50
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1,684.00 1,683.00
PP 1,683.50 1,681.50
S1 1,683.00 1,679.75

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

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