E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1,649.00 1,644.00 -5.00 -0.3% 1,677.75
High 1,655.00 1,650.00 -5.00 -0.3% 1,688.25
Low 1,643.25 1,635.75 -7.50 -0.5% 1,643.25
Close 1,644.50 1,638.25 -6.25 -0.4% 1,644.50
Range 11.75 14.25 2.50 21.3% 45.00
ATR 14.97 14.92 -0.05 -0.3% 0.00
Volume 8,718 7,917 -801 -9.2% 27,131
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,684.00 1,675.50 1,646.00
R3 1,669.75 1,661.25 1,642.25
R2 1,655.50 1,655.50 1,640.75
R1 1,647.00 1,647.00 1,639.50 1,644.00
PP 1,641.25 1,641.25 1,641.25 1,640.00
S1 1,632.75 1,632.75 1,637.00 1,630.00
S2 1,627.00 1,627.00 1,635.75
S3 1,612.75 1,618.50 1,634.25
S4 1,598.50 1,604.25 1,630.50
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,793.75 1,764.00 1,669.25
R3 1,748.75 1,719.00 1,657.00
R2 1,703.75 1,703.75 1,652.75
R1 1,674.00 1,674.00 1,648.50 1,666.50
PP 1,658.75 1,658.75 1,658.75 1,654.75
S1 1,629.00 1,629.00 1,640.50 1,621.50
S2 1,613.75 1,613.75 1,636.25
S3 1,568.75 1,584.00 1,632.00
S4 1,523.75 1,539.00 1,619.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,688.25 1,635.75 52.50 3.2% 15.75 1.0% 5% False True 6,344
10 1,697.00 1,635.75 61.25 3.7% 14.25 0.9% 4% False True 4,625
20 1,698.50 1,635.75 62.75 3.8% 13.50 0.8% 4% False True 3,931
40 1,698.50 1,547.25 151.25 9.2% 15.50 0.9% 60% False False 3,963
60 1,698.50 1,547.25 151.25 9.2% 18.25 1.1% 60% False False 2,948
80 1,698.50 1,547.25 151.25 9.2% 17.00 1.0% 60% False False 2,280
100 1,698.50 1,519.50 179.00 10.9% 16.50 1.0% 66% False False 1,851
120 1,698.50 1,485.00 213.50 13.0% 15.25 0.9% 72% False False 1,577
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 3.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,710.50
2.618 1,687.25
1.618 1,673.00
1.000 1,664.25
0.618 1,658.75
HIGH 1,650.00
0.618 1,644.50
0.500 1,643.00
0.382 1,641.25
LOW 1,635.75
0.618 1,627.00
1.000 1,621.50
1.618 1,612.75
2.618 1,598.50
4.250 1,575.25
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1,643.00 1,655.00
PP 1,641.25 1,649.50
S1 1,639.75 1,643.75

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

View Archives - Comment on this page... - Back to Index of Symbols