E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1,748.00 1,753.75 5.75 0.3% 1,738.00
High 1,755.75 1,762.25 6.50 0.4% 1,755.75
Low 1,742.75 1,751.50 8.75 0.5% 1,734.50
Close 1,754.00 1,759.00 5.00 0.3% 1,754.00
Range 13.00 10.75 -2.25 -17.3% 21.25
ATR 18.05 17.52 -0.52 -2.9% 0.00
Volume 1,253,456 1,157,924 -95,532 -7.6% 7,010,141
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,789.75 1,785.25 1,765.00
R3 1,779.00 1,774.50 1,762.00
R2 1,768.25 1,768.25 1,761.00
R1 1,763.75 1,763.75 1,760.00 1,766.00
PP 1,757.50 1,757.50 1,757.50 1,758.75
S1 1,753.00 1,753.00 1,758.00 1,755.25
S2 1,746.75 1,746.75 1,757.00
S3 1,736.00 1,742.25 1,756.00
S4 1,725.25 1,731.50 1,753.00
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,811.75 1,804.25 1,765.75
R3 1,790.50 1,783.00 1,759.75
R2 1,769.25 1,769.25 1,758.00
R1 1,761.75 1,761.75 1,756.00 1,765.50
PP 1,748.00 1,748.00 1,748.00 1,750.00
S1 1,740.50 1,740.50 1,752.00 1,744.25
S2 1,726.75 1,726.75 1,750.00
S3 1,705.50 1,719.25 1,748.25
S4 1,684.25 1,698.00 1,742.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,762.25 1,734.50 27.75 1.6% 13.75 0.8% 88% True False 1,405,829
10 1,762.25 1,689.50 72.75 4.1% 15.75 0.9% 96% True False 1,504,451
20 1,762.25 1,640.00 122.25 6.9% 19.25 1.1% 97% True False 1,703,950
40 1,762.25 1,624.50 137.75 7.8% 17.25 1.0% 98% True False 1,395,326
60 1,762.25 1,618.25 144.00 8.2% 16.75 1.0% 98% True False 932,190
80 1,762.25 1,618.25 144.00 8.2% 15.75 0.9% 98% True False 699,969
100 1,762.25 1,547.25 215.00 12.2% 17.50 1.0% 98% True False 560,575
120 1,762.25 1,547.25 215.00 12.2% 17.50 1.0% 98% True False 467,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,808.00
2.618 1,790.50
1.618 1,779.75
1.000 1,773.00
0.618 1,769.00
HIGH 1,762.25
0.618 1,758.25
0.500 1,757.00
0.382 1,755.50
LOW 1,751.50
0.618 1,744.75
1.000 1,740.75
1.618 1,734.00
2.618 1,723.25
4.250 1,705.75
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1,758.25 1,756.50
PP 1,757.50 1,753.75
S1 1,757.00 1,751.00

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

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