E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 1,702.75 1,701.25 -1.50 -0.1% 1,686.50
High 1,705.00 1,703.50 -1.50 -0.1% 1,705.00
Low 1,698.75 1,688.75 -10.00 -0.6% 1,676.50
Close 1,702.50 1,694.00 -8.50 -0.5% 1,704.00
Range 6.25 14.75 8.50 136.0% 28.50
ATR 15.68 15.62 -0.07 -0.4% 0.00
Volume 856,742 1,273,487 416,745 48.6% 7,134,900
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,739.75 1,731.50 1,702.00
R3 1,725.00 1,716.75 1,698.00
R2 1,710.25 1,710.25 1,696.75
R1 1,702.00 1,702.00 1,695.25 1,698.75
PP 1,695.50 1,695.50 1,695.50 1,693.75
S1 1,687.25 1,687.25 1,692.75 1,684.00
S2 1,680.75 1,680.75 1,691.25
S3 1,666.00 1,672.50 1,690.00
S4 1,651.25 1,657.75 1,686.00
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 1,680.25 24.75 1.5% 12.75 0.7% 56% False False 1,369,211
10 1,705.00 1,670.50 34.50 2.0% 13.75 0.8% 68% False False 1,359,894
20 1,705.00 1,641.25 63.75 3.8% 13.25 0.8% 83% False False 1,276,931
40 1,705.00 1,553.25 151.75 9.0% 19.00 1.1% 93% False False 1,515,972
60 1,705.00 1,553.25 151.75 9.0% 19.75 1.2% 93% False False 1,021,984
80 1,705.00 1,524.75 180.25 10.6% 19.25 1.1% 94% False False 769,714
100 1,705.00 1,523.50 181.50 10.7% 18.50 1.1% 94% False False 616,288
120 1,705.00 1,470.25 234.75 13.9% 17.75 1.0% 95% False False 513,661
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,766.25
2.618 1,742.00
1.618 1,727.25
1.000 1,718.25
0.618 1,712.50
HIGH 1,703.50
0.618 1,697.75
0.500 1,696.00
0.382 1,694.50
LOW 1,688.75
0.618 1,679.75
1.000 1,674.00
1.618 1,665.00
2.618 1,650.25
4.250 1,626.00
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 1,696.00 1,697.00
PP 1,695.50 1,696.00
S1 1,694.75 1,695.00

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

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