E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 1,694.00 1,696.50 2.50 0.1% 1,680.25
High 1,698.50 1,698.25 -0.25 0.0% 1,698.50
Low 1,689.50 1,693.00 3.50 0.2% 1,670.25
Close 1,697.50 1,696.00 -1.50 -0.1% 1,697.50
Range 9.00 5.25 -3.75 -41.7% 28.25
ATR 15.79 15.04 -0.75 -4.8% 0.00
Volume 3,050 2,145 -905 -29.7% 14,629
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,711.50 1,709.00 1,699.00
R3 1,706.25 1,703.75 1,697.50
R2 1,701.00 1,701.00 1,697.00
R1 1,698.50 1,698.50 1,696.50 1,697.00
PP 1,695.75 1,695.75 1,695.75 1,695.00
S1 1,693.25 1,693.25 1,695.50 1,692.00
S2 1,690.50 1,690.50 1,695.00
S3 1,685.25 1,688.00 1,694.50
S4 1,680.00 1,682.75 1,693.00
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,773.50 1,763.75 1,713.00
R3 1,745.25 1,735.50 1,705.25
R2 1,717.00 1,717.00 1,702.75
R1 1,707.25 1,707.25 1,700.00 1,712.00
PP 1,688.75 1,688.75 1,688.75 1,691.25
S1 1,679.00 1,679.00 1,695.00 1,684.00
S2 1,660.50 1,660.50 1,692.25
S3 1,632.25 1,650.75 1,689.75
S4 1,604.00 1,622.50 1,682.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,698.50 1,671.25 27.25 1.6% 11.25 0.7% 91% False False 2,733
10 1,698.50 1,664.25 34.25 2.0% 12.50 0.7% 93% False False 3,237
20 1,698.50 1,629.25 69.25 4.1% 12.50 0.7% 96% False False 3,195
40 1,698.50 1,547.25 151.25 8.9% 18.25 1.1% 98% False False 3,203
60 1,698.50 1,547.25 151.25 8.9% 18.25 1.1% 98% False False 2,256
80 1,698.50 1,519.50 179.00 10.6% 17.25 1.0% 99% False False 1,710
100 1,698.50 1,519.50 179.00 10.6% 16.25 1.0% 99% False False 1,400
120 1,698.50 1,466.00 232.50 13.7% 15.25 0.9% 99% False False 1,192
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.01
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 1,720.50
2.618 1,712.00
1.618 1,706.75
1.000 1,703.50
0.618 1,701.50
HIGH 1,698.25
0.618 1,696.25
0.500 1,695.50
0.382 1,695.00
LOW 1,693.00
0.618 1,689.75
1.000 1,687.75
1.618 1,684.50
2.618 1,679.25
4.250 1,670.75
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 1,696.00 1,693.50
PP 1,695.75 1,691.00
S1 1,695.50 1,688.50

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

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