E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 1,630.25 1,640.25 10.00 0.6% 1,594.25
High 1,642.00 1,652.00 10.00 0.6% 1,623.00
Low 1,629.25 1,634.75 5.50 0.3% 1,586.50
Close 1,639.00 1,642.00 3.00 0.2% 1,621.00
Range 12.75 17.25 4.50 35.3% 36.50
ATR 21.67 21.35 -0.32 -1.5% 0.00
Volume 2,005 2,226 221 11.0% 13,832
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,694.75 1,685.50 1,651.50
R3 1,677.50 1,668.25 1,646.75
R2 1,660.25 1,660.25 1,645.25
R1 1,651.00 1,651.00 1,643.50 1,655.50
PP 1,643.00 1,643.00 1,643.00 1,645.25
S1 1,633.75 1,633.75 1,640.50 1,638.50
S2 1,625.75 1,625.75 1,638.75
S3 1,608.50 1,616.50 1,637.25
S4 1,591.25 1,599.25 1,632.50
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,719.75 1,706.75 1,641.00
R3 1,683.25 1,670.25 1,631.00
R2 1,646.75 1,646.75 1,627.75
R1 1,633.75 1,633.75 1,624.25 1,640.25
PP 1,610.25 1,610.25 1,610.25 1,613.50
S1 1,597.25 1,597.25 1,617.75 1,603.75
S2 1,573.75 1,573.75 1,614.25
S3 1,537.25 1,560.75 1,611.00
S4 1,500.75 1,524.25 1,601.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,652.00 1,588.25 63.75 3.9% 16.25 1.0% 84% True False 3,213
10 1,652.00 1,567.25 84.75 5.2% 19.50 1.2% 88% True False 3,999
20 1,652.00 1,547.25 104.75 6.4% 24.00 1.5% 90% True False 3,394
40 1,670.75 1,547.25 123.50 7.5% 21.50 1.3% 77% False False 1,890
60 1,670.75 1,519.50 151.25 9.2% 18.75 1.1% 81% False False 1,285
80 1,670.75 1,519.50 151.25 9.2% 17.25 1.1% 81% False False 1,002
100 1,670.75 1,466.00 204.75 12.5% 16.00 1.0% 86% False False 834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,725.25
2.618 1,697.25
1.618 1,680.00
1.000 1,669.25
0.618 1,662.75
HIGH 1,652.00
0.618 1,645.50
0.500 1,643.50
0.382 1,641.25
LOW 1,634.75
0.618 1,624.00
1.000 1,617.50
1.618 1,606.75
2.618 1,589.50
4.250 1,561.50
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 1,643.50 1,640.00
PP 1,643.00 1,638.00
S1 1,642.50 1,636.00

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

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