E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 1,759.00 1,768.25 9.25 0.5% 1,738.00
High 1,768.75 1,773.25 4.50 0.3% 1,755.75
Low 1,754.50 1,751.75 -2.75 -0.2% 1,734.50
Close 1,767.50 1,760.50 -7.00 -0.4% 1,754.00
Range 14.25 21.50 7.25 50.9% 21.25
ATR 17.29 17.59 0.30 1.7% 0.00
Volume 1,189,498 1,778,748 589,250 49.5% 7,010,141
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,826.25 1,815.00 1,772.25
R3 1,804.75 1,793.50 1,766.50
R2 1,783.25 1,783.25 1,764.50
R1 1,772.00 1,772.00 1,762.50 1,767.00
PP 1,761.75 1,761.75 1,761.75 1,759.25
S1 1,750.50 1,750.50 1,758.50 1,745.50
S2 1,740.25 1,740.25 1,756.50
S3 1,718.75 1,729.00 1,754.50
S4 1,697.25 1,707.50 1,748.75
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 1,773.25 1,740.00 33.25 1.9% 14.25 0.8% 62% True False 1,326,500
10 1,773.25 1,706.25 67.00 3.8% 14.75 0.8% 81% True False 1,434,306
20 1,773.25 1,640.00 133.25 7.6% 19.25 1.1% 90% True False 1,679,104
40 1,773.25 1,632.25 141.00 8.0% 17.25 1.0% 91% True False 1,468,279
60 1,773.25 1,618.25 155.00 8.8% 17.00 1.0% 92% True False 981,604
80 1,773.25 1,618.25 155.00 8.8% 16.00 0.9% 92% True False 736,992
100 1,773.25 1,547.25 226.00 12.8% 17.50 1.0% 94% True False 590,255
120 1,773.25 1,547.25 226.00 12.8% 17.75 1.0% 94% True False 491,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,864.50
2.618 1,829.50
1.618 1,808.00
1.000 1,794.75
0.618 1,786.50
HIGH 1,773.25
0.618 1,765.00
0.500 1,762.50
0.382 1,760.00
LOW 1,751.75
0.618 1,738.50
1.000 1,730.25
1.618 1,717.00
2.618 1,695.50
4.250 1,660.50
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 1,762.50 1,762.50
PP 1,761.75 1,761.75
S1 1,761.25 1,761.00

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

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