E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 1,627.75 1,616.50 -11.25 -0.7% 1,619.00
High 1,628.25 1,625.50 -2.75 -0.2% 1,631.50
Low 1,609.50 1,598.00 -11.50 -0.7% 1,586.00
Close 1,615.25 1,598.00 -17.25 -1.1% 1,626.50
Range 18.75 27.50 8.75 46.7% 45.50
ATR 18.40 19.05 0.65 3.5% 0.00
Volume 474 943 469 98.9% 1,059
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,689.75 1,671.25 1,613.00
R3 1,662.25 1,643.75 1,605.50
R2 1,634.75 1,634.75 1,603.00
R1 1,616.25 1,616.25 1,600.50 1,611.75
PP 1,607.25 1,607.25 1,607.25 1,605.00
S1 1,588.75 1,588.75 1,595.50 1,584.25
S2 1,579.75 1,579.75 1,593.00
S3 1,552.25 1,561.25 1,590.50
S4 1,524.75 1,533.75 1,583.00
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,751.25 1,734.25 1,651.50
R3 1,705.75 1,688.75 1,639.00
R2 1,660.25 1,660.25 1,634.75
R1 1,643.25 1,643.25 1,630.75 1,651.75
PP 1,614.75 1,614.75 1,614.75 1,619.00
S1 1,597.75 1,597.75 1,622.25 1,606.25
S2 1,569.25 1,569.25 1,618.25
S3 1,523.75 1,552.25 1,614.00
S4 1,478.25 1,506.75 1,601.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,636.00 1,586.00 50.00 3.1% 21.00 1.3% 24% False False 360
10 1,648.00 1,586.00 62.00 3.9% 21.00 1.3% 19% False False 317
20 1,670.75 1,586.00 84.75 5.3% 19.50 1.2% 14% False False 419
40 1,670.75 1,519.50 151.25 9.5% 16.25 1.0% 52% False False 253
60 1,670.75 1,519.50 151.25 9.5% 15.25 1.0% 52% False False 219
80 1,670.75 1,466.00 204.75 12.8% 14.25 0.9% 64% False False 206
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 5.05
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,742.50
2.618 1,697.50
1.618 1,670.00
1.000 1,653.00
0.618 1,642.50
HIGH 1,625.50
0.618 1,615.00
0.500 1,611.75
0.382 1,608.50
LOW 1,598.00
0.618 1,581.00
1.000 1,570.50
1.618 1,553.50
2.618 1,526.00
4.250 1,481.00
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 1,611.75 1,617.00
PP 1,607.25 1,610.75
S1 1,602.50 1,604.25

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

View Archives - Comment on this page... - Back to Index of Symbols