E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 1,685.00 1,688.00 3.00 0.2% 1,702.75
High 1,688.25 1,694.50 6.25 0.4% 1,705.00
Low 1,675.25 1,679.25 4.00 0.2% 1,680.50
Close 1,687.00 1,690.75 3.75 0.2% 1,686.25
Range 13.00 15.25 2.25 17.3% 24.50
ATR 14.99 15.01 0.02 0.1% 0.00
Volume 1,251,215 1,604,935 353,720 28.3% 6,699,893
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,734.00 1,727.50 1,699.25
R3 1,718.75 1,712.25 1,695.00
R2 1,703.50 1,703.50 1,693.50
R1 1,697.00 1,697.00 1,692.25 1,700.25
PP 1,688.25 1,688.25 1,688.25 1,689.75
S1 1,681.75 1,681.75 1,689.25 1,685.00
S2 1,673.00 1,673.00 1,688.00
S3 1,657.75 1,666.50 1,686.50
S4 1,642.50 1,651.25 1,682.25
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,764.00 1,749.75 1,699.75
R3 1,739.50 1,725.25 1,693.00
R2 1,715.00 1,715.00 1,690.75
R1 1,700.75 1,700.75 1,688.50 1,695.50
PP 1,690.50 1,690.50 1,690.50 1,688.00
S1 1,676.25 1,676.25 1,684.00 1,671.00
S2 1,666.00 1,666.00 1,681.75
S3 1,641.50 1,651.75 1,679.50
S4 1,617.00 1,627.25 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 1,697.00 1,675.25 21.75 1.3% 13.50 0.8% 71% False False 1,485,162
10 1,705.00 1,675.25 29.75 1.8% 13.00 0.8% 52% False False 1,427,187
20 1,705.00 1,665.75 39.25 2.3% 13.50 0.8% 64% False False 1,340,982
40 1,705.00 1,553.25 151.75 9.0% 17.25 1.0% 91% False False 1,566,075
60 1,705.00 1,553.25 151.75 9.0% 19.50 1.2% 91% False False 1,144,508
80 1,705.00 1,537.50 167.50 9.9% 18.50 1.1% 91% False False 861,675
100 1,705.00 1,524.75 180.25 10.7% 18.50 1.1% 92% False False 690,442
120 1,705.00 1,470.25 234.75 13.9% 17.75 1.1% 94% False False 575,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,759.25
2.618 1,734.50
1.618 1,719.25
1.000 1,709.75
0.618 1,704.00
HIGH 1,694.50
0.618 1,688.75
0.500 1,687.00
0.382 1,685.00
LOW 1,679.25
0.618 1,669.75
1.000 1,664.00
1.618 1,654.50
2.618 1,639.25
4.250 1,614.50
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 1,689.50 1,689.00
PP 1,688.25 1,687.50
S1 1,687.00 1,685.75

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

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