E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 1,594.25 1,600.50 6.25 0.4% 1,572.75
High 1,614.00 1,612.00 -2.00 -0.1% 1,608.25
Low 1,586.50 1,594.00 7.50 0.5% 1,547.25
Close 1,600.50 1,601.00 0.50 0.0% 1,593.00
Range 27.50 18.00 -9.50 -34.5% 61.00
ATR 24.07 23.64 -0.43 -1.8% 0.00
Volume 3,556 2,800 -756 -21.3% 30,182
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,656.25 1,646.75 1,611.00
R3 1,638.25 1,628.75 1,606.00
R2 1,620.25 1,620.25 1,604.25
R1 1,610.75 1,610.75 1,602.75 1,615.50
PP 1,602.25 1,602.25 1,602.25 1,604.75
S1 1,592.75 1,592.75 1,599.25 1,597.50
S2 1,584.25 1,584.25 1,597.75
S3 1,566.25 1,574.75 1,596.00
S4 1,548.25 1,556.75 1,591.00
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 1,614.00 1,567.25 46.75 2.9% 22.50 1.4% 72% False False 4,785
10 1,642.25 1,547.25 95.00 5.9% 27.50 1.7% 57% False False 4,754
20 1,642.25 1,547.25 95.00 5.9% 25.00 1.6% 57% False False 2,647
40 1,670.75 1,547.25 123.50 7.7% 20.50 1.3% 44% False False 1,493
60 1,670.75 1,519.50 151.25 9.4% 18.75 1.2% 54% False False 1,037
80 1,670.75 1,519.50 151.25 9.4% 16.75 1.0% 54% False False 836
100 1,670.75 1,466.00 204.75 12.8% 15.50 1.0% 66% False False 674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,688.50
2.618 1,659.00
1.618 1,641.00
1.000 1,630.00
0.618 1,623.00
HIGH 1,612.00
0.618 1,605.00
0.500 1,603.00
0.382 1,601.00
LOW 1,594.00
0.618 1,583.00
1.000 1,576.00
1.618 1,565.00
2.618 1,547.00
4.250 1,517.50
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 1,603.00 1,600.75
PP 1,602.25 1,600.50
S1 1,601.75 1,600.25

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

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