E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 1,675.00 1,678.50 3.50 0.2% 1,706.50
High 1,681.00 1,692.25 11.25 0.7% 1,707.50
Low 1,666.75 1,675.25 8.50 0.5% 1,680.00
Close 1,674.25 1,689.50 15.25 0.9% 1,686.50
Range 14.25 17.00 2.75 19.3% 27.50
ATR 16.02 16.16 0.14 0.9% 0.00
Volume 2,151,896 1,762,715 -389,181 -18.1% 7,712,063
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,736.75 1,730.00 1,698.75
R3 1,719.75 1,713.00 1,694.25
R2 1,702.75 1,702.75 1,692.50
R1 1,696.00 1,696.00 1,691.00 1,699.50
PP 1,685.75 1,685.75 1,685.75 1,687.25
S1 1,679.00 1,679.00 1,688.00 1,682.50
S2 1,668.75 1,668.75 1,686.50
S3 1,651.75 1,662.00 1,684.75
S4 1,634.75 1,645.00 1,680.25
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,773.75 1,757.75 1,701.50
R3 1,746.25 1,730.25 1,694.00
R2 1,718.75 1,718.75 1,691.50
R1 1,702.75 1,702.75 1,689.00 1,697.00
PP 1,691.25 1,691.25 1,691.25 1,688.50
S1 1,675.25 1,675.25 1,684.00 1,669.50
S2 1,663.75 1,663.75 1,681.50
S3 1,636.25 1,647.75 1,679.00
S4 1,608.75 1,620.25 1,671.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,697.50 1,666.75 30.75 1.8% 13.75 0.8% 74% False False 1,690,574
10 1,726.75 1,666.75 60.00 3.6% 16.25 1.0% 38% False False 1,758,539
20 1,726.75 1,628.75 98.00 5.8% 15.25 0.9% 62% False False 1,173,858
40 1,726.75 1,618.25 108.50 6.4% 15.75 0.9% 66% False False 590,324
60 1,726.75 1,618.25 108.50 6.4% 14.75 0.9% 66% False False 394,614
80 1,726.75 1,547.25 179.50 10.6% 17.00 1.0% 79% False False 296,764
100 1,726.75 1,547.25 179.50 10.6% 17.25 1.0% 79% False False 237,483
120 1,726.75 1,519.50 207.25 12.3% 16.75 1.0% 82% False False 197,915
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 3.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,764.50
2.618 1,736.75
1.618 1,719.75
1.000 1,709.25
0.618 1,702.75
HIGH 1,692.25
0.618 1,685.75
0.500 1,683.75
0.382 1,681.75
LOW 1,675.25
0.618 1,664.75
1.000 1,658.25
1.618 1,647.75
2.618 1,630.75
4.250 1,603.00
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 1,687.50 1,686.75
PP 1,685.75 1,684.00
S1 1,683.75 1,681.00

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

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