E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1,785.50 1,779.50 -6.00 -0.3% 1,767.00
High 1,794.25 1,795.50 1.25 0.1% 1,796.00
Low 1,774.50 1,775.75 1.25 0.1% 1,754.25
Close 1,779.75 1,793.75 14.00 0.8% 1,793.50
Range 19.75 19.75 0.00 0.0% 41.75
ATR 16.67 16.89 0.22 1.3% 0.00
Volume 2,066,306 1,390,391 -675,915 -32.7% 6,874,087
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,847.50 1,840.50 1,804.50
R3 1,827.75 1,820.75 1,799.25
R2 1,808.00 1,808.00 1,797.25
R1 1,801.00 1,801.00 1,795.50 1,804.50
PP 1,788.25 1,788.25 1,788.25 1,790.00
S1 1,781.25 1,781.25 1,792.00 1,784.75
S2 1,768.50 1,768.50 1,790.25
S3 1,748.75 1,761.50 1,788.25
S4 1,729.00 1,741.75 1,783.00
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% 15.25 0.8% 76% False False 1,566,237
10 1,799.75 1,736.50 63.25 3.5% 16.50 0.9% 91% False False 1,554,941
20 1,799.75 1,736.50 63.25 3.5% 16.25 0.9% 91% False False 1,534,418
40 1,799.75 1,640.00 159.75 8.9% 17.75 1.0% 96% False False 1,648,503
60 1,799.75 1,618.75 181.00 10.1% 17.25 1.0% 97% False False 1,401,751
80 1,799.75 1,618.25 181.50 10.1% 16.75 0.9% 97% False False 1,052,677
100 1,799.75 1,588.25 211.50 11.8% 16.00 0.9% 97% False False 842,819
120 1,799.75 1,547.25 252.50 14.1% 17.50 1.0% 98% False False 702,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 5.08
Fibonacci Retracements and Extensions
4.250 1,879.50
2.618 1,847.25
1.618 1,827.50
1.000 1,815.25
0.618 1,807.75
HIGH 1,795.50
0.618 1,788.00
0.500 1,785.50
0.382 1,783.25
LOW 1,775.75
0.618 1,763.50
1.000 1,756.00
1.618 1,743.75
2.618 1,724.00
4.250 1,691.75
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 1,791.00 1,790.75
PP 1,788.25 1,788.00
S1 1,785.50 1,785.00

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

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