E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 1,648.00 1,648.50 0.50 0.0% 1,675.00
High 1,658.25 1,687.75 29.50 1.8% 1,692.25
Low 1,640.00 1,648.00 8.00 0.5% 1,663.25
Close 1,648.75 1,685.00 36.25 2.2% 1,684.75
Range 18.25 39.75 21.50 117.8% 29.00
ATR 17.59 19.17 1.58 9.0% 0.00
Volume 2,485,975 2,287,318 -198,657 -8.0% 9,393,326
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,792.75 1,778.75 1,706.75
R3 1,753.00 1,739.00 1,696.00
R2 1,713.25 1,713.25 1,692.25
R1 1,699.25 1,699.25 1,688.75 1,706.25
PP 1,673.50 1,673.50 1,673.50 1,677.00
S1 1,659.50 1,659.50 1,681.25 1,666.50
S2 1,633.75 1,633.75 1,677.75
S3 1,594.00 1,619.75 1,674.00
S4 1,554.25 1,580.00 1,663.25
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 1,687.75 1,640.00 47.75 2.8% 23.00 1.4% 94% True False 2,047,644
10 1,695.50 1,640.00 55.50 3.3% 20.25 1.2% 81% False False 1,955,082
20 1,726.75 1,640.00 86.75 5.1% 17.75 1.1% 52% False False 1,821,554
40 1,726.75 1,618.25 108.50 6.4% 17.50 1.0% 62% False False 944,787
60 1,726.75 1,618.25 108.50 6.4% 16.00 0.9% 62% False False 631,058
80 1,726.75 1,547.25 179.50 10.7% 17.00 1.0% 77% False False 474,252
100 1,726.75 1,547.25 179.50 10.7% 18.00 1.1% 77% False False 379,502
120 1,726.75 1,547.25 179.50 10.7% 17.00 1.0% 77% False False 316,277
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 2.85
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1,856.75
2.618 1,791.75
1.618 1,752.00
1.000 1,727.50
0.618 1,712.25
HIGH 1,687.75
0.618 1,672.50
0.500 1,668.00
0.382 1,663.25
LOW 1,648.00
0.618 1,623.50
1.000 1,608.25
1.618 1,583.75
2.618 1,544.00
4.250 1,479.00
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 1,679.25 1,678.00
PP 1,673.50 1,671.00
S1 1,668.00 1,664.00

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

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