E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1,757.25 1,763.75 6.50 0.4% 1,753.75
High 1,770.00 1,774.50 4.50 0.3% 1,773.25
Low 1,755.75 1,742.25 -13.50 -0.8% 1,747.00
Close 1,765.50 1,745.25 -20.25 -1.1% 1,754.75
Range 14.25 32.25 18.00 126.3% 26.25
ATR 16.26 17.41 1.14 7.0% 0.00
Volume 1,322,195 2,463,701 1,141,506 86.3% 7,614,270
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,850.75 1,830.25 1,763.00
R3 1,818.50 1,798.00 1,754.00
R2 1,786.25 1,786.25 1,751.25
R1 1,765.75 1,765.75 1,748.25 1,760.00
PP 1,754.00 1,754.00 1,754.00 1,751.00
S1 1,733.50 1,733.50 1,742.25 1,727.50
S2 1,721.75 1,721.75 1,739.25
S3 1,689.50 1,701.25 1,736.50
S4 1,657.25 1,669.00 1,727.50
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 1,774.50 1,742.25 32.25 1.8% 17.00 1.0% 9% True True 1,574,721
10 1,774.50 1,742.25 32.25 1.8% 15.75 0.9% 9% True True 1,513,895
20 1,774.50 1,673.00 101.50 5.8% 17.25 1.0% 71% True False 1,541,995
40 1,774.50 1,640.00 134.50 7.7% 17.50 1.0% 78% True False 1,681,774
60 1,774.50 1,618.25 156.25 9.0% 17.50 1.0% 81% True False 1,143,856
80 1,774.50 1,618.25 156.25 9.0% 16.25 0.9% 81% True False 858,792
100 1,774.50 1,547.25 227.25 13.0% 17.25 1.0% 87% True False 687,801
120 1,774.50 1,547.25 227.25 13.0% 18.00 1.0% 87% True False 573,251
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 4.33
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,911.50
2.618 1,859.00
1.618 1,826.75
1.000 1,806.75
0.618 1,794.50
HIGH 1,774.50
0.618 1,762.25
0.500 1,758.50
0.382 1,754.50
LOW 1,742.25
0.618 1,722.25
1.000 1,710.00
1.618 1,690.00
2.618 1,657.75
4.250 1,605.25
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1,758.50 1,758.50
PP 1,754.00 1,754.00
S1 1,749.50 1,749.50

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

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