E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 1,549.25 1,560.00 10.75 0.7% 1,562.50
High 1,563.50 1,565.50 2.00 0.1% 1,565.75
Low 1,549.25 1,559.75 10.50 0.7% 1,519.50
Close 1,561.00 1,561.50 0.50 0.0% 1,535.00
Range 14.25 5.75 -8.50 -59.6% 46.25
ATR 16.42 15.66 -0.76 -4.6% 0.00
Volume 11 60 49 445.5% 470
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,579.50 1,576.25 1,564.75
R3 1,573.75 1,570.50 1,563.00
R2 1,568.00 1,568.00 1,562.50
R1 1,564.75 1,564.75 1,562.00 1,566.50
PP 1,562.25 1,562.25 1,562.25 1,563.00
S1 1,559.00 1,559.00 1,561.00 1,560.50
S2 1,556.50 1,556.50 1,560.50
S3 1,550.75 1,553.25 1,560.00
S4 1,545.00 1,547.50 1,558.25
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,678.75 1,653.25 1,560.50
R3 1,632.50 1,607.00 1,547.75
R2 1,586.25 1,586.25 1,543.50
R1 1,560.75 1,560.75 1,539.25 1,550.50
PP 1,540.00 1,540.00 1,540.00 1,535.00
S1 1,514.50 1,514.50 1,530.75 1,504.00
S2 1,493.75 1,493.75 1,526.50
S3 1,447.50 1,468.25 1,522.25
S4 1,401.25 1,422.00 1,509.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,565.50 1,519.50 46.00 2.9% 13.00 0.8% 91% True False 85
10 1,577.75 1,519.50 58.25 3.7% 16.50 1.1% 72% False False 163
20 1,577.75 1,519.50 58.25 3.7% 14.25 0.9% 72% False False 138
40 1,577.75 1,473.50 104.25 6.7% 12.25 0.8% 84% False False 169
60 1,577.75 1,466.00 111.75 7.2% 11.50 0.7% 85% False False 171
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 2.18
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,590.00
2.618 1,580.50
1.618 1,574.75
1.000 1,571.25
0.618 1,569.00
HIGH 1,565.50
0.618 1,563.25
0.500 1,562.50
0.382 1,562.00
LOW 1,559.75
0.618 1,556.25
1.000 1,554.00
1.618 1,550.50
2.618 1,544.75
4.250 1,535.25
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 1,562.50 1,557.25
PP 1,562.25 1,553.00
S1 1,562.00 1,548.75

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

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