E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1,677.50 1,678.50 1.00 0.1% 1,684.00
High 1,687.50 1,697.00 9.50 0.6% 1,688.75
Low 1,674.20 1,678.50 4.30 0.3% 1,664.25
Close 1,674.25 1,694.00 19.75 1.2% 1,680.25
Range 13.30 18.50 5.20 39.1% 24.50
ATR 15.82 16.32 0.49 3.1% 0.00
Volume 2,691 2,731 40 1.5% 19,108
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,745.25 1,738.25 1,704.25
R3 1,726.75 1,719.75 1,699.00
R2 1,708.25 1,708.25 1,697.50
R1 1,701.25 1,701.25 1,695.75 1,704.75
PP 1,689.75 1,689.75 1,689.75 1,691.50
S1 1,682.75 1,682.75 1,692.25 1,686.25
S2 1,671.25 1,671.25 1,690.50
S3 1,652.75 1,664.25 1,689.00
S4 1,634.25 1,645.75 1,683.75
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 1,697.00 1,664.25 32.75 1.9% 14.25 0.8% 91% True False 3,477
10 1,697.00 1,664.25 32.75 1.9% 13.50 0.8% 91% True False 3,346
20 1,697.00 1,602.75 94.25 5.6% 13.50 0.8% 97% True False 3,268
40 1,697.00 1,547.25 149.75 8.8% 19.00 1.1% 98% True False 3,080
60 1,697.00 1,547.25 149.75 8.8% 18.50 1.1% 98% True False 2,171
80 1,697.00 1,519.50 177.50 10.5% 17.50 1.0% 98% True False 1,659
100 1,697.00 1,519.50 177.50 10.5% 16.25 1.0% 98% True False 1,369
120 1,697.00 1,466.00 231.00 13.6% 15.25 0.9% 99% True False 1,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.16
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,775.50
2.618 1,745.50
1.618 1,727.00
1.000 1,715.50
0.618 1,708.50
HIGH 1,697.00
0.618 1,690.00
0.500 1,687.75
0.382 1,685.50
LOW 1,678.50
0.618 1,667.00
1.000 1,660.00
1.618 1,648.50
2.618 1,630.00
4.250 1,600.00
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1,692.00 1,690.75
PP 1,689.75 1,687.50
S1 1,687.75 1,684.00

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

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