E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 1,683.25 1,678.25 -5.00 -0.3% 1,646.00
High 1,683.25 1,683.75 0.50 0.0% 1,684.00
Low 1,674.75 1,674.00 -0.75 0.0% 1,645.75
Close 1,678.25 1,682.00 3.75 0.2% 1,682.00
Range 8.50 9.75 1.25 14.7% 38.25
ATR 15.99 15.54 -0.45 -2.8% 0.00
Volume 596,376 1,162,403 566,027 94.9% 2,298,277
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,709.25 1,705.25 1,687.25
R3 1,699.50 1,695.50 1,684.75
R2 1,689.75 1,689.75 1,683.75
R1 1,685.75 1,685.75 1,683.00 1,687.75
PP 1,680.00 1,680.00 1,680.00 1,681.00
S1 1,676.00 1,676.00 1,681.00 1,678.00
S2 1,670.25 1,670.25 1,680.25
S3 1,660.50 1,666.25 1,679.25
S4 1,650.75 1,656.50 1,676.75
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,785.25 1,772.00 1,703.00
R3 1,747.00 1,733.75 1,692.50
R2 1,708.75 1,708.75 1,689.00
R1 1,695.50 1,695.50 1,685.50 1,702.00
PP 1,670.50 1,670.50 1,670.50 1,674.00
S1 1,657.25 1,657.25 1,678.50 1,664.00
S2 1,632.25 1,632.25 1,675.00
S3 1,594.00 1,619.00 1,671.50
S4 1,555.75 1,580.75 1,661.00
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 1,645.75 38.25 2.3% 13.00 0.8% 95% False False 459,655
10 1,684.00 1,618.75 65.25 3.9% 15.50 0.9% 97% False False 243,996
20 1,684.00 1,618.25 65.75 3.9% 16.25 1.0% 97% False False 125,932
40 1,698.50 1,618.25 80.25 4.8% 14.75 0.9% 79% False False 64,672
60 1,698.50 1,547.25 151.25 9.0% 16.50 1.0% 89% False False 44,504
80 1,698.50 1,547.25 151.25 9.0% 18.00 1.1% 89% False False 33,500
100 1,698.50 1,547.25 151.25 9.0% 16.75 1.0% 89% False False 26,845
120 1,698.50 1,519.50 179.00 10.6% 16.50 1.0% 91% False False 22,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,725.25
2.618 1,709.25
1.618 1,699.50
1.000 1,693.50
0.618 1,689.75
HIGH 1,683.75
0.618 1,680.00
0.500 1,679.00
0.382 1,677.75
LOW 1,674.00
0.618 1,668.00
1.000 1,664.25
1.618 1,658.25
2.618 1,648.50
4.250 1,632.50
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 1,681.00 1,680.50
PP 1,680.00 1,679.00
S1 1,679.00 1,677.50

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

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