E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 1,676.75 1,667.00 -9.75 -0.6% 1,675.00
High 1,679.50 1,671.50 -8.00 -0.5% 1,692.25
Low 1,666.50 1,646.00 -20.50 -1.2% 1,663.25
Close 1,667.75 1,650.50 -17.25 -1.0% 1,684.75
Range 13.00 25.50 12.50 96.2% 29.00
ATR 16.93 17.54 0.61 3.6% 0.00
Volume 1,599,803 2,352,160 752,357 47.0% 9,393,326
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,732.50 1,717.00 1,664.50
R3 1,707.00 1,691.50 1,657.50
R2 1,681.50 1,681.50 1,655.25
R1 1,666.00 1,666.00 1,652.75 1,661.00
PP 1,656.00 1,656.00 1,656.00 1,653.50
S1 1,640.50 1,640.50 1,648.25 1,635.50
S2 1,630.50 1,630.50 1,645.75
S3 1,605.00 1,615.00 1,643.50
S4 1,579.50 1,589.50 1,636.50
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,767.00 1,755.00 1,700.75
R3 1,738.00 1,726.00 1,692.75
R2 1,709.00 1,709.00 1,690.00
R1 1,697.00 1,697.00 1,687.50 1,703.00
PP 1,680.00 1,680.00 1,680.00 1,683.00
S1 1,668.00 1,668.00 1,682.00 1,674.00
S2 1,651.00 1,651.00 1,679.50
S3 1,622.00 1,639.00 1,676.75
S4 1,593.00 1,610.00 1,668.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,691.75 1,646.00 45.75 2.8% 19.50 1.2% 10% False True 1,886,135
10 1,697.50 1,646.00 51.50 3.1% 16.50 1.0% 9% False True 1,788,355
20 1,726.75 1,646.00 80.75 4.9% 16.00 1.0% 6% False True 1,628,303
40 1,726.75 1,618.25 108.50 6.6% 16.75 1.0% 30% False False 825,727
60 1,726.75 1,618.25 108.50 6.6% 15.50 0.9% 30% False False 551,579
80 1,726.75 1,547.25 179.50 10.9% 16.75 1.0% 58% False False 414,614
100 1,726.75 1,547.25 179.50 10.9% 17.75 1.1% 58% False False 331,778
120 1,726.75 1,523.50 203.25 12.3% 16.75 1.0% 62% False False 276,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,780.00
2.618 1,738.25
1.618 1,712.75
1.000 1,697.00
0.618 1,687.25
HIGH 1,671.50
0.618 1,661.75
0.500 1,658.75
0.382 1,655.75
LOW 1,646.00
0.618 1,630.25
1.000 1,620.50
1.618 1,604.75
2.618 1,579.25
4.250 1,537.50
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 1,658.75 1,666.00
PP 1,656.00 1,660.75
S1 1,653.25 1,655.75

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

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