E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1,629.25 1,630.75 1.50 0.1% 1,654.25
High 1,643.00 1,648.25 5.25 0.3% 1,660.75
Low 1,624.50 1,628.75 4.25 0.3% 1,618.25
Close 1,632.50 1,646.50 14.00 0.9% 1,624.50
Range 18.50 19.50 1.00 5.4% 42.50
ATR 16.76 16.96 0.20 1.2% 0.00
Volume 19,574 30,529 10,955 56.0% 40,171
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,699.75 1,692.50 1,657.25
R3 1,680.25 1,673.00 1,651.75
R2 1,660.75 1,660.75 1,650.00
R1 1,653.50 1,653.50 1,648.25 1,657.00
PP 1,641.25 1,641.25 1,641.25 1,643.00
S1 1,634.00 1,634.00 1,644.75 1,637.50
S2 1,621.75 1,621.75 1,643.00
S3 1,602.25 1,614.50 1,641.25
S4 1,582.75 1,595.00 1,635.75
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,762.00 1,735.75 1,648.00
R3 1,719.50 1,693.25 1,636.25
R2 1,677.00 1,677.00 1,632.25
R1 1,650.75 1,650.75 1,628.50 1,642.50
PP 1,634.50 1,634.50 1,634.50 1,630.50
S1 1,608.25 1,608.25 1,620.50 1,600.00
S2 1,592.00 1,592.00 1,616.75
S3 1,549.50 1,565.75 1,612.75
S4 1,507.00 1,523.25 1,601.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,648.25 1,618.25 30.00 1.8% 17.75 1.1% 94% True False 15,929
10 1,660.75 1,618.25 42.50 2.6% 18.75 1.1% 66% False False 11,545
20 1,690.50 1,618.25 72.25 4.4% 16.50 1.0% 39% False False 8,254
40 1,698.50 1,618.25 80.25 4.9% 14.50 0.9% 35% False False 5,705
60 1,698.50 1,547.25 151.25 9.2% 17.75 1.1% 66% False False 4,905
80 1,698.50 1,547.25 151.25 9.2% 18.00 1.1% 66% False False 3,770
100 1,698.50 1,519.50 179.00 10.9% 17.25 1.0% 71% False False 3,031
120 1,698.50 1,519.50 179.00 10.9% 16.25 1.0% 71% False False 2,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,731.00
2.618 1,699.25
1.618 1,679.75
1.000 1,667.75
0.618 1,660.25
HIGH 1,648.25
0.618 1,640.75
0.500 1,638.50
0.382 1,636.25
LOW 1,628.75
0.618 1,616.75
1.000 1,609.25
1.618 1,597.25
2.618 1,577.75
4.250 1,546.00
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1,643.75 1,642.25
PP 1,641.25 1,637.75
S1 1,638.50 1,633.50

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

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