E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1,696.25 1,706.00 9.75 0.6% 1,652.00
High 1,706.75 1,729.75 23.00 1.3% 1,690.50
Low 1,694.75 1,700.00 5.25 0.3% 1,652.00
Close 1,705.00 1,724.50 19.50 1.1% 1,688.50
Range 12.00 29.75 17.75 147.9% 38.50
ATR 16.05 17.03 0.98 6.1% 0.00
Volume 727,287 666,723 -60,564 -8.3% 7,294,388
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,807.25 1,795.75 1,740.75
R3 1,777.50 1,766.00 1,732.75
R2 1,747.75 1,747.75 1,730.00
R1 1,736.25 1,736.25 1,727.25 1,742.00
PP 1,718.00 1,718.00 1,718.00 1,721.00
S1 1,706.50 1,706.50 1,721.75 1,712.25
S2 1,688.25 1,688.25 1,719.00
S3 1,658.50 1,676.75 1,716.25
S4 1,628.75 1,647.00 1,708.25
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,792.50 1,779.00 1,709.75
R3 1,754.00 1,740.50 1,699.00
R2 1,715.50 1,715.50 1,695.50
R1 1,702.00 1,702.00 1,692.00 1,708.75
PP 1,677.00 1,677.00 1,677.00 1,680.50
S1 1,663.50 1,663.50 1,685.00 1,670.25
S2 1,638.50 1,638.50 1,681.50
S3 1,600.00 1,625.00 1,678.00
S4 1,561.50 1,586.50 1,667.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,729.75 1,680.50 49.25 2.9% 15.25 0.9% 89% True False 903,256
10 1,729.75 1,638.75 91.00 5.3% 15.50 0.9% 94% True False 1,353,034
20 1,729.75 1,624.75 105.00 6.1% 17.50 1.0% 95% True False 1,563,268
40 1,729.75 1,624.75 105.00 6.1% 16.00 0.9% 95% True False 1,524,627
60 1,729.75 1,558.25 171.50 9.9% 16.25 0.9% 97% True False 1,483,256
80 1,729.75 1,553.25 176.50 10.2% 18.75 1.1% 97% True False 1,356,517
100 1,729.75 1,553.25 176.50 10.2% 18.25 1.1% 97% True False 1,088,289
120 1,729.75 1,524.75 205.00 11.9% 18.25 1.1% 97% True False 908,325
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 3.78
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1,856.25
2.618 1,807.75
1.618 1,778.00
1.000 1,759.50
0.618 1,748.25
HIGH 1,729.75
0.618 1,718.50
0.500 1,715.00
0.382 1,711.25
LOW 1,700.00
0.618 1,681.50
1.000 1,670.25
1.618 1,651.75
2.618 1,622.00
4.250 1,573.50
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1,721.25 1,720.50
PP 1,718.00 1,716.25
S1 1,715.00 1,712.25

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

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