E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 1,677.25 1,679.50 2.25 0.1% 1,684.00
High 1,680.00 1,682.25 2.25 0.1% 1,688.75
Low 1,665.75 1,664.25 -1.50 -0.1% 1,664.25
Close 1,677.75 1,680.25 2.50 0.1% 1,680.25
Range 14.25 18.00 3.75 26.3% 24.50
ATR 16.81 16.89 0.09 0.5% 0.00
Volume 1,760 5,809 4,049 230.1% 19,108
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,729.50 1,723.00 1,690.25
R3 1,711.50 1,705.00 1,685.25
R2 1,693.50 1,693.50 1,683.50
R1 1,687.00 1,687.00 1,682.00 1,690.25
PP 1,675.50 1,675.50 1,675.50 1,677.25
S1 1,669.00 1,669.00 1,678.50 1,672.25
S2 1,657.50 1,657.50 1,677.00
S3 1,639.50 1,651.00 1,675.25
S4 1,621.50 1,633.00 1,670.25
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,751.25 1,740.25 1,693.75
R3 1,726.75 1,715.75 1,687.00
R2 1,702.25 1,702.25 1,684.75
R1 1,691.25 1,691.25 1,682.50 1,684.50
PP 1,677.75 1,677.75 1,677.75 1,674.50
S1 1,666.75 1,666.75 1,678.00 1,660.00
S2 1,653.25 1,653.25 1,675.75
S3 1,628.75 1,642.25 1,673.50
S4 1,604.25 1,617.75 1,666.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,688.75 1,664.25 24.50 1.5% 13.25 0.8% 65% False True 3,821
10 1,688.75 1,660.00 28.75 1.7% 13.25 0.8% 70% False False 3,642
20 1,688.75 1,586.50 102.25 6.1% 15.00 0.9% 92% False False 3,608
40 1,688.75 1,547.25 141.50 8.4% 20.00 1.2% 94% False False 2,817
60 1,688.75 1,547.25 141.50 8.4% 18.25 1.1% 94% False False 1,985
80 1,688.75 1,519.50 169.25 10.1% 17.50 1.0% 95% False False 1,523
100 1,688.75 1,519.00 169.75 10.1% 15.75 0.9% 95% False False 1,262
120 1,688.75 1,466.00 222.75 13.3% 15.00 0.9% 96% False False 1,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.55
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,758.75
2.618 1,729.25
1.618 1,711.25
1.000 1,700.25
0.618 1,693.25
HIGH 1,682.25
0.618 1,675.25
0.500 1,673.25
0.382 1,671.25
LOW 1,664.25
0.618 1,653.25
1.000 1,646.25
1.618 1,635.25
2.618 1,617.25
4.250 1,587.75
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 1,678.00 1,679.00
PP 1,675.50 1,677.50
S1 1,673.25 1,676.25

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

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