E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 1,712.00 1,727.50 15.50 0.9% 1,684.00
High 1,728.75 1,740.25 11.50 0.7% 1,740.25
Low 1,706.25 1,727.00 20.75 1.2% 1,680.75
Close 1,727.75 1,736.50 8.75 0.5% 1,736.50
Range 22.50 13.25 -9.25 -41.1% 59.50
ATR 20.73 20.20 -0.53 -2.6% 0.00
Volume 1,669,215 1,537,541 -131,674 -7.9% 8,386,005
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,774.25 1,768.75 1,743.75
R3 1,761.00 1,755.50 1,740.25
R2 1,747.75 1,747.75 1,739.00
R1 1,742.25 1,742.25 1,737.75 1,745.00
PP 1,734.50 1,734.50 1,734.50 1,736.00
S1 1,729.00 1,729.00 1,735.25 1,731.75
S2 1,721.25 1,721.25 1,734.00
S3 1,708.00 1,715.75 1,732.75
S4 1,694.75 1,702.50 1,729.25
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,897.75 1,876.50 1,769.25
R3 1,838.25 1,817.00 1,752.75
R2 1,778.75 1,778.75 1,747.50
R1 1,757.50 1,757.50 1,742.00 1,768.00
PP 1,719.25 1,719.25 1,719.25 1,724.50
S1 1,698.00 1,698.00 1,731.00 1,708.50
S2 1,659.75 1,659.75 1,725.50
S3 1,600.25 1,638.50 1,720.25
S4 1,540.75 1,579.00 1,703.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,740.25 1,680.75 59.50 3.4% 21.50 1.2% 94% True False 1,677,201
10 1,740.25 1,640.00 100.25 5.8% 23.25 1.3% 96% True False 1,866,951
20 1,740.25 1,640.00 100.25 5.8% 19.50 1.1% 96% True False 1,788,745
40 1,740.25 1,618.25 122.00 7.0% 18.00 1.0% 97% True False 1,192,346
60 1,740.25 1,618.25 122.00 7.0% 16.75 1.0% 97% True False 796,396
80 1,740.25 1,586.50 153.75 8.9% 16.50 0.9% 98% True False 598,167
100 1,740.25 1,547.25 193.00 11.1% 18.00 1.0% 98% True False 478,909
120 1,740.25 1,547.25 193.00 11.1% 17.50 1.0% 98% True False 399,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.18
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,796.50
2.618 1,775.00
1.618 1,761.75
1.000 1,753.50
0.618 1,748.50
HIGH 1,740.25
0.618 1,735.25
0.500 1,733.50
0.382 1,732.00
LOW 1,727.00
0.618 1,718.75
1.000 1,713.75
1.618 1,705.50
2.618 1,692.25
4.250 1,670.75
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 1,735.50 1,729.50
PP 1,734.50 1,722.75
S1 1,733.50 1,715.75

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

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