E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1,675.75 1,683.25 7.50 0.4% 1,629.25
High 1,684.00 1,683.25 -0.75 0.0% 1,657.25
Low 1,671.25 1,674.75 3.50 0.2% 1,624.50
Close 1,682.25 1,678.25 -4.00 -0.2% 1,646.75
Range 12.75 8.50 -4.25 -33.3% 32.75
ATR 16.56 15.99 -0.58 -3.5% 0.00
Volume 311,912 596,376 284,464 91.2% 133,763
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,704.25 1,699.75 1,683.00
R3 1,695.75 1,691.25 1,680.50
R2 1,687.25 1,687.25 1,679.75
R1 1,682.75 1,682.75 1,679.00 1,680.75
PP 1,678.75 1,678.75 1,678.75 1,677.75
S1 1,674.25 1,674.25 1,677.50 1,672.25
S2 1,670.25 1,670.25 1,676.75
S3 1,661.75 1,665.75 1,676.00
S4 1,653.25 1,657.25 1,673.50
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,741.00 1,726.75 1,664.75
R3 1,708.25 1,694.00 1,655.75
R2 1,675.50 1,675.50 1,652.75
R1 1,661.25 1,661.25 1,649.75 1,668.50
PP 1,642.75 1,642.75 1,642.75 1,646.50
S1 1,628.50 1,628.50 1,643.75 1,635.50
S2 1,610.00 1,610.00 1,640.75
S3 1,577.25 1,595.75 1,637.75
S4 1,544.50 1,563.00 1,628.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,684.00 1,632.25 51.75 3.1% 16.00 1.0% 89% False False 238,471
10 1,684.00 1,618.75 65.25 3.9% 16.00 1.0% 91% False False 128,467
20 1,684.00 1,618.25 65.75 3.9% 17.25 1.0% 91% False False 68,020
40 1,698.50 1,618.25 80.25 4.8% 15.00 0.9% 75% False False 35,811
60 1,698.50 1,547.25 151.25 9.0% 16.75 1.0% 87% False False 25,152
80 1,698.50 1,547.25 151.25 9.0% 18.00 1.1% 87% False False 18,990
100 1,698.50 1,547.25 151.25 9.0% 16.75 1.0% 87% False False 15,221
120 1,698.50 1,519.50 179.00 10.7% 16.50 1.0% 89% False False 12,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.78
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,719.50
2.618 1,705.50
1.618 1,697.00
1.000 1,691.75
0.618 1,688.50
HIGH 1,683.25
0.618 1,680.00
0.500 1,679.00
0.382 1,678.00
LOW 1,674.75
0.618 1,669.50
1.000 1,666.25
1.618 1,661.00
2.618 1,652.50
4.250 1,638.50
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1,679.00 1,676.50
PP 1,678.75 1,675.00
S1 1,678.50 1,673.25

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

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