E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1,667.00 1,648.00 -19.00 -1.1% 1,675.00
High 1,671.50 1,658.25 -13.25 -0.8% 1,692.25
Low 1,646.00 1,640.00 -6.00 -0.4% 1,663.25
Close 1,650.50 1,648.75 -1.75 -0.1% 1,684.75
Range 25.50 18.25 -7.25 -28.4% 29.00
ATR 17.54 17.59 0.05 0.3% 0.00
Volume 2,352,160 2,485,975 133,815 5.7% 9,393,326
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,703.75 1,694.50 1,658.75
R3 1,685.50 1,676.25 1,653.75
R2 1,667.25 1,667.25 1,652.00
R1 1,658.00 1,658.00 1,650.50 1,662.50
PP 1,649.00 1,649.00 1,649.00 1,651.25
S1 1,639.75 1,639.75 1,647.00 1,644.50
S2 1,630.75 1,630.75 1,645.50
S3 1,612.50 1,621.50 1,643.75
S4 1,594.25 1,603.25 1,638.75
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 1,686.00 1,640.00 46.00 2.8% 19.25 1.2% 19% False True 2,042,838
10 1,697.50 1,640.00 57.50 3.5% 17.50 1.1% 15% False True 1,873,024
20 1,726.75 1,640.00 86.75 5.3% 16.25 1.0% 10% False True 1,737,006
40 1,726.75 1,618.25 108.50 6.6% 16.75 1.0% 28% False False 887,710
60 1,726.75 1,618.25 108.50 6.6% 15.50 0.9% 28% False False 592,988
80 1,726.75 1,547.25 179.50 10.9% 16.75 1.0% 57% False False 445,671
100 1,726.75 1,547.25 179.50 10.9% 17.75 1.1% 57% False False 356,638
120 1,726.75 1,532.00 194.75 11.8% 16.75 1.0% 60% False False 297,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,735.75
2.618 1,706.00
1.618 1,687.75
1.000 1,676.50
0.618 1,669.50
HIGH 1,658.25
0.618 1,651.25
0.500 1,649.00
0.382 1,647.00
LOW 1,640.00
0.618 1,628.75
1.000 1,621.75
1.618 1,610.50
2.618 1,592.25
4.250 1,562.50
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1,649.00 1,659.75
PP 1,649.00 1,656.00
S1 1,649.00 1,652.50

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

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