E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1,789.50 1,785.50 -4.00 -0.2% 1,767.00
High 1,793.75 1,794.25 0.50 0.0% 1,796.00
Low 1,782.00 1,774.50 -7.50 -0.4% 1,754.25
Close 1,785.25 1,779.75 -5.50 -0.3% 1,793.50
Range 11.75 19.75 8.00 68.1% 41.75
ATR 16.44 16.67 0.24 1.4% 0.00
Volume 1,587,851 2,066,306 478,455 30.1% 6,874,087
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,842.00 1,830.75 1,790.50
R3 1,822.25 1,811.00 1,785.25
R2 1,802.50 1,802.50 1,783.25
R1 1,791.25 1,791.25 1,781.50 1,787.00
PP 1,782.75 1,782.75 1,782.75 1,780.75
S1 1,771.50 1,771.50 1,778.00 1,767.25
S2 1,763.00 1,763.00 1,776.25
S3 1,743.25 1,751.75 1,774.25
S4 1,723.50 1,732.00 1,769.00
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,906.50 1,891.75 1,816.50
R3 1,864.75 1,850.00 1,805.00
R2 1,823.00 1,823.00 1,801.25
R1 1,808.25 1,808.25 1,797.25 1,815.50
PP 1,781.25 1,781.25 1,781.25 1,785.00
S1 1,766.50 1,766.50 1,789.75 1,774.00
S2 1,739.50 1,739.50 1,785.75
S3 1,697.75 1,724.75 1,782.00
S4 1,656.00 1,683.00 1,770.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,799.75 1,774.50 25.25 1.4% 13.50 0.8% 21% False True 1,605,112
10 1,799.75 1,736.50 63.25 3.6% 17.75 1.0% 68% False False 1,662,272
20 1,799.75 1,736.50 63.25 3.6% 15.75 0.9% 68% False False 1,527,542
40 1,799.75 1,640.00 159.75 9.0% 17.75 1.0% 87% False False 1,650,412
60 1,799.75 1,618.25 181.50 10.2% 17.00 1.0% 89% False False 1,378,819
80 1,799.75 1,618.25 181.50 10.2% 16.50 0.9% 89% False False 1,035,330
100 1,799.75 1,588.25 211.50 11.9% 16.00 0.9% 91% False False 828,943
120 1,799.75 1,547.25 252.50 14.2% 17.50 1.0% 92% False False 691,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.78
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,878.25
2.618 1,846.00
1.618 1,826.25
1.000 1,814.00
0.618 1,806.50
HIGH 1,794.25
0.618 1,786.75
0.500 1,784.50
0.382 1,782.00
LOW 1,774.50
0.618 1,762.25
1.000 1,754.75
1.618 1,742.50
2.618 1,722.75
4.250 1,690.50
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1,784.50 1,787.00
PP 1,782.75 1,784.75
S1 1,781.25 1,782.25

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

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