E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 1,589.00 1,600.50 11.50 0.7% 1,572.75
High 1,608.00 1,608.25 0.25 0.0% 1,608.25
Low 1,589.00 1,588.00 -1.00 -0.1% 1,547.25
Close 1,600.25 1,593.00 -7.25 -0.5% 1,593.00
Range 19.00 20.25 1.25 6.6% 61.00
ATR 24.08 23.81 -0.27 -1.1% 0.00
Volume 3,239 6,848 3,609 111.4% 30,182
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,657.25 1,645.25 1,604.25
R3 1,637.00 1,625.00 1,598.50
R2 1,616.75 1,616.75 1,596.75
R1 1,604.75 1,604.75 1,594.75 1,600.50
PP 1,596.50 1,596.50 1,596.50 1,594.25
S1 1,584.50 1,584.50 1,591.25 1,580.50
S2 1,576.25 1,576.25 1,589.25
S3 1,556.00 1,564.25 1,587.50
S4 1,535.75 1,544.00 1,581.75
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,765.75 1,740.50 1,626.50
R3 1,704.75 1,679.50 1,609.75
R2 1,643.75 1,643.75 1,604.25
R1 1,618.50 1,618.50 1,598.50 1,631.00
PP 1,582.75 1,582.75 1,582.75 1,589.25
S1 1,557.50 1,557.50 1,587.50 1,570.00
S2 1,521.75 1,521.75 1,581.75
S3 1,460.75 1,496.50 1,576.25
S4 1,399.75 1,435.50 1,559.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,608.25 1,547.25 61.00 3.8% 26.00 1.6% 75% True False 6,036
10 1,642.25 1,547.25 95.00 6.0% 26.75 1.7% 48% False False 4,345
20 1,642.25 1,547.25 95.00 6.0% 24.50 1.5% 48% False False 2,356
40 1,670.75 1,547.25 123.50 7.8% 20.25 1.3% 37% False False 1,344
60 1,670.75 1,519.50 151.25 9.5% 18.50 1.2% 49% False False 941
80 1,670.75 1,519.50 151.25 9.5% 16.25 1.0% 49% False False 760
100 1,670.75 1,466.00 204.75 12.9% 15.25 0.9% 62% False False 610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,694.25
2.618 1,661.25
1.618 1,641.00
1.000 1,628.50
0.618 1,620.75
HIGH 1,608.25
0.618 1,600.50
0.500 1,598.00
0.382 1,595.75
LOW 1,588.00
0.618 1,575.50
1.000 1,567.75
1.618 1,555.25
2.618 1,535.00
4.250 1,502.00
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 1,598.00 1,591.25
PP 1,596.50 1,589.50
S1 1,594.75 1,587.75

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

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