E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 1,692.25 1,686.50 -5.75 -0.3% 1,693.00
High 1,695.00 1,697.50 2.50 0.1% 1,726.75
Low 1,684.50 1,685.75 1.25 0.1% 1,687.75
Close 1,685.75 1,692.50 6.75 0.4% 1,702.50
Range 10.50 11.75 1.25 11.9% 39.00
ATR 16.06 15.75 -0.31 -1.9% 0.00
Volume 1,639,285 1,466,733 -172,552 -10.5% 9,438,032
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,727.25 1,721.50 1,699.00
R3 1,715.50 1,709.75 1,695.75
R2 1,703.75 1,703.75 1,694.75
R1 1,698.00 1,698.00 1,693.50 1,701.00
PP 1,692.00 1,692.00 1,692.00 1,693.25
S1 1,686.25 1,686.25 1,691.50 1,689.00
S2 1,680.25 1,680.25 1,690.25
S3 1,668.50 1,674.50 1,689.25
S4 1,656.75 1,662.75 1,686.00
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,822.75 1,801.50 1,724.00
R3 1,783.75 1,762.50 1,713.25
R2 1,744.75 1,744.75 1,709.75
R1 1,723.50 1,723.50 1,706.00 1,734.00
PP 1,705.75 1,705.75 1,705.75 1,711.00
S1 1,684.50 1,684.50 1,699.00 1,695.00
S2 1,666.75 1,666.75 1,695.25
S3 1,627.75 1,645.50 1,691.75
S4 1,588.75 1,606.50 1,681.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,719.50 1,684.50 35.00 2.1% 14.50 0.9% 23% False False 1,609,469
10 1,726.75 1,674.00 52.75 3.1% 15.25 0.9% 35% False False 1,688,025
20 1,726.75 1,618.75 108.00 6.4% 15.75 0.9% 68% False False 908,246
40 1,726.75 1,618.25 108.50 6.4% 15.50 0.9% 68% False False 456,850
60 1,726.75 1,588.25 138.50 8.2% 14.75 0.9% 75% False False 305,697
80 1,726.75 1,547.25 179.50 10.6% 17.25 1.0% 81% False False 229,935
100 1,726.75 1,547.25 179.50 10.6% 17.25 1.0% 81% False False 184,016
120 1,726.75 1,519.50 207.25 12.2% 16.75 1.0% 83% False False 153,367
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 3.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,747.50
2.618 1,728.25
1.618 1,716.50
1.000 1,709.25
0.618 1,704.75
HIGH 1,697.50
0.618 1,693.00
0.500 1,691.50
0.382 1,690.25
LOW 1,685.75
0.618 1,678.50
1.000 1,674.00
1.618 1,666.75
2.618 1,655.00
4.250 1,635.75
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 1,692.25 1,692.75
PP 1,692.00 1,692.75
S1 1,691.50 1,692.50

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

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