E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 1,685.50 1,702.25 16.75 1.0% 1,686.50
High 1,703.75 1,705.00 1.25 0.1% 1,705.00
Low 1,684.50 1,695.75 11.25 0.7% 1,676.50
Close 1,700.25 1,704.00 3.75 0.2% 1,704.00
Range 19.25 9.25 -10.00 -51.9% 28.50
ATR 16.96 16.41 -0.55 -3.2% 0.00
Volume 1,517,822 1,216,474 -301,348 -19.9% 7,134,900
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,729.25 1,726.00 1,709.00
R3 1,720.00 1,716.75 1,706.50
R2 1,710.75 1,710.75 1,705.75
R1 1,707.50 1,707.50 1,704.75 1,709.00
PP 1,701.50 1,701.50 1,701.50 1,702.50
S1 1,698.25 1,698.25 1,703.25 1,700.00
S2 1,692.25 1,692.25 1,702.25
S3 1,683.00 1,689.00 1,701.50
S4 1,673.75 1,679.75 1,699.00
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,780.75 1,770.75 1,719.75
R3 1,752.25 1,742.25 1,711.75
R2 1,723.75 1,723.75 1,709.25
R1 1,713.75 1,713.75 1,706.50 1,718.75
PP 1,695.25 1,695.25 1,695.25 1,697.50
S1 1,685.25 1,685.25 1,701.50 1,690.25
S2 1,666.75 1,666.75 1,698.75
S3 1,638.25 1,656.75 1,696.25
S4 1,609.75 1,628.25 1,688.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,705.00 1,676.50 28.50 1.7% 13.00 0.8% 96% True False 1,426,980
10 1,705.00 1,670.50 34.50 2.0% 13.50 0.8% 97% True False 1,334,863
20 1,705.00 1,626.00 79.00 4.6% 13.50 0.8% 99% True False 1,300,339
40 1,705.00 1,553.25 151.75 8.9% 19.50 1.1% 99% True False 1,467,840
60 1,705.00 1,553.25 151.75 8.9% 19.75 1.2% 99% True False 987,423
80 1,705.00 1,524.75 180.25 10.6% 19.25 1.1% 99% True False 743,343
100 1,705.00 1,523.50 181.50 10.7% 18.50 1.1% 99% True False 595,027
120 1,705.00 1,470.25 234.75 13.8% 17.75 1.0% 100% True False 495,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,744.25
2.618 1,729.25
1.618 1,720.00
1.000 1,714.25
0.618 1,710.75
HIGH 1,705.00
0.618 1,701.50
0.500 1,700.50
0.382 1,699.25
LOW 1,695.75
0.618 1,690.00
1.000 1,686.50
1.618 1,680.75
2.618 1,671.50
4.250 1,656.50
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 1,702.75 1,700.25
PP 1,701.50 1,696.50
S1 1,700.50 1,692.50

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

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