E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1,673.50 1,684.00 10.50 0.6% 1,665.00
High 1,684.00 1,687.25 3.25 0.2% 1,684.00
Low 1,669.00 1,679.25 10.25 0.6% 1,660.00
Close 1,683.00 1,684.00 1.00 0.1% 1,683.00
Range 15.00 8.00 -7.00 -46.7% 24.00
ATR 18.37 17.62 -0.74 -4.0% 0.00
Volume 2,773 3,503 730 26.3% 17,320
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,707.50 1,703.75 1,688.50
R3 1,699.50 1,695.75 1,686.25
R2 1,691.50 1,691.50 1,685.50
R1 1,687.75 1,687.75 1,684.75 1,688.00
PP 1,683.50 1,683.50 1,683.50 1,683.50
S1 1,679.75 1,679.75 1,683.25 1,680.00
S2 1,675.50 1,675.50 1,682.50
S3 1,667.50 1,671.75 1,681.75
S4 1,659.50 1,663.75 1,679.50
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,747.75 1,739.25 1,696.25
R3 1,723.75 1,715.25 1,689.50
R2 1,699.75 1,699.75 1,687.50
R1 1,691.25 1,691.25 1,685.25 1,695.50
PP 1,675.75 1,675.75 1,675.75 1,677.75
S1 1,667.25 1,667.25 1,680.75 1,671.50
S2 1,651.75 1,651.75 1,678.50
S3 1,627.75 1,643.25 1,676.50
S4 1,603.75 1,619.25 1,669.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,687.25 1,660.00 27.25 1.6% 13.25 0.8% 88% True False 3,750
10 1,687.25 1,629.25 58.00 3.4% 12.50 0.7% 94% True False 3,152
20 1,687.25 1,547.25 140.00 8.3% 17.50 1.0% 98% True False 3,994
40 1,687.25 1,547.25 140.00 8.3% 20.50 1.2% 98% True False 2,456
60 1,687.25 1,547.25 140.00 8.3% 18.25 1.1% 98% True False 1,730
80 1,687.25 1,519.50 167.75 10.0% 17.25 1.0% 98% True False 1,331
100 1,687.25 1,485.00 202.25 12.0% 15.75 0.9% 98% True False 1,106
120 1,687.25 1,466.00 221.25 13.1% 15.00 0.9% 99% True False 951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,721.25
2.618 1,708.25
1.618 1,700.25
1.000 1,695.25
0.618 1,692.25
HIGH 1,687.25
0.618 1,684.25
0.500 1,683.25
0.382 1,682.25
LOW 1,679.25
0.618 1,674.25
1.000 1,671.25
1.618 1,666.25
2.618 1,658.25
4.250 1,645.25
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1,683.75 1,681.50
PP 1,683.50 1,678.75
S1 1,683.25 1,676.25

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

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