E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 1,738.00 1,737.75 -0.25 0.0% 1,684.00
High 1,742.50 1,754.50 12.00 0.7% 1,740.25
Low 1,734.75 1,736.00 1.25 0.1% 1,680.75
Close 1,738.25 1,749.50 11.25 0.6% 1,736.50
Range 7.75 18.50 10.75 138.7% 59.50
ATR 19.31 19.25 -0.06 -0.3% 0.00
Volume 1,138,916 1,844,860 705,944 62.0% 8,386,005
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,802.25 1,794.25 1,759.75
R3 1,783.75 1,775.75 1,754.50
R2 1,765.25 1,765.25 1,753.00
R1 1,757.25 1,757.25 1,751.25 1,761.25
PP 1,746.75 1,746.75 1,746.75 1,748.50
S1 1,738.75 1,738.75 1,747.75 1,742.75
S2 1,728.25 1,728.25 1,746.00
S3 1,709.75 1,720.25 1,744.50
S4 1,691.25 1,701.75 1,739.25
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 1,754.50 1,691.25 63.25 3.6% 17.50 1.0% 92% True False 1,597,519
10 1,754.50 1,640.00 114.50 6.5% 22.00 1.3% 96% True False 1,770,132
20 1,754.50 1,640.00 114.50 6.5% 19.25 1.1% 96% True False 1,779,244
40 1,754.50 1,618.25 136.25 7.8% 18.00 1.0% 96% True False 1,266,599
60 1,754.50 1,618.25 136.25 7.8% 16.75 1.0% 96% True False 845,977
80 1,754.50 1,586.50 168.00 9.6% 16.25 0.9% 97% True False 635,338
100 1,754.50 1,547.25 207.25 11.8% 17.75 1.0% 98% True False 508,741
120 1,754.50 1,547.25 207.25 11.8% 17.50 1.0% 98% True False 424,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,833.00
2.618 1,803.00
1.618 1,784.50
1.000 1,773.00
0.618 1,766.00
HIGH 1,754.50
0.618 1,747.50
0.500 1,745.25
0.382 1,743.00
LOW 1,736.00
0.618 1,724.50
1.000 1,717.50
1.618 1,706.00
2.618 1,687.50
4.250 1,657.50
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 1,748.00 1,746.50
PP 1,746.75 1,743.75
S1 1,745.25 1,740.75

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

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