E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 1,755.50 1,754.00 -1.50 -0.1% 1,753.75
High 1,761.25 1,764.00 2.75 0.2% 1,773.25
Low 1,747.00 1,753.25 6.25 0.4% 1,747.00
Close 1,754.75 1,763.00 8.25 0.5% 1,754.75
Range 14.25 10.75 -3.50 -24.6% 26.25
ATR 17.10 16.64 -0.45 -2.7% 0.00
Volume 1,602,379 1,005,972 -596,407 -37.2% 7,614,270
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,792.25 1,788.50 1,769.00
R3 1,781.50 1,777.75 1,766.00
R2 1,770.75 1,770.75 1,765.00
R1 1,767.00 1,767.00 1,764.00 1,769.00
PP 1,760.00 1,760.00 1,760.00 1,761.00
S1 1,756.25 1,756.25 1,762.00 1,758.00
S2 1,749.25 1,749.25 1,761.00
S3 1,738.50 1,745.50 1,760.00
S4 1,727.75 1,734.75 1,757.00
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,837.00 1,822.25 1,769.25
R3 1,810.75 1,796.00 1,762.00
R2 1,784.50 1,784.50 1,759.50
R1 1,769.75 1,769.75 1,757.25 1,777.00
PP 1,758.25 1,758.25 1,758.25 1,762.00
S1 1,743.50 1,743.50 1,752.25 1,751.00
S2 1,732.00 1,732.00 1,750.00
S3 1,705.75 1,717.25 1,747.50
S4 1,679.50 1,691.00 1,740.25
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 1,747.00 26.25 1.5% 15.00 0.8% 61% False False 1,492,463
10 1,773.25 1,734.50 38.75 2.2% 14.25 0.8% 74% False False 1,449,146
20 1,773.25 1,640.00 133.25 7.6% 18.50 1.0% 92% False False 1,635,004
40 1,773.25 1,640.00 133.25 7.6% 17.00 1.0% 92% False False 1,576,587
60 1,773.25 1,618.25 155.00 8.8% 17.00 1.0% 93% False False 1,056,339
80 1,773.25 1,618.25 155.00 8.8% 16.00 0.9% 93% False False 793,059
100 1,773.25 1,547.25 226.00 12.8% 17.00 1.0% 95% False False 635,177
120 1,773.25 1,547.25 226.00 12.8% 17.75 1.0% 95% False False 529,386
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,809.75
2.618 1,792.25
1.618 1,781.50
1.000 1,774.75
0.618 1,770.75
HIGH 1,764.00
0.618 1,760.00
0.500 1,758.50
0.382 1,757.25
LOW 1,753.25
0.618 1,746.50
1.000 1,742.50
1.618 1,735.75
2.618 1,725.00
4.250 1,707.50
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 1,761.50 1,760.50
PP 1,760.00 1,758.00
S1 1,758.50 1,755.50

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

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