E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1,801.25 1,802.00 0.75 0.0% 1,793.50
High 1,807.00 1,807.50 0.50 0.0% 1,803.25
Low 1,798.75 1,801.25 2.50 0.1% 1,774.50
Close 1,802.00 1,804.25 2.25 0.1% 1,801.25
Range 8.25 6.25 -2.00 -24.2% 28.75
ATR 15.52 14.86 -0.66 -4.3% 0.00
Volume 1,095,564 849,593 -245,971 -22.5% 7,843,741
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,823.00 1,820.00 1,807.75
R3 1,816.75 1,813.75 1,806.00
R2 1,810.50 1,810.50 1,805.50
R1 1,807.50 1,807.50 1,804.75 1,809.00
PP 1,804.25 1,804.25 1,804.25 1,805.00
S1 1,801.25 1,801.25 1,803.75 1,802.75
S2 1,798.00 1,798.00 1,803.00
S3 1,791.75 1,795.00 1,802.50
S4 1,785.50 1,788.75 1,800.75
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,879.25 1,869.00 1,817.00
R3 1,850.50 1,840.25 1,809.25
R2 1,821.75 1,821.75 1,806.50
R1 1,811.50 1,811.50 1,804.00 1,816.50
PP 1,793.00 1,793.00 1,793.00 1,795.50
S1 1,782.75 1,782.75 1,798.50 1,788.00
S2 1,764.25 1,764.25 1,796.00
S3 1,735.50 1,754.00 1,793.25
S4 1,706.75 1,725.25 1,785.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,809.25 1,775.75 33.50 1.9% 11.25 0.6% 85% False False 1,138,004
10 1,809.25 1,774.50 34.75 1.9% 12.50 0.7% 86% False False 1,371,558
20 1,809.25 1,736.50 72.75 4.0% 15.00 0.8% 93% False False 1,480,418
40 1,809.25 1,640.00 169.25 9.4% 17.00 0.9% 97% False False 1,579,761
60 1,809.25 1,632.25 177.00 9.8% 16.50 0.9% 97% False False 1,472,325
80 1,809.25 1,618.25 191.00 10.6% 16.50 0.9% 97% False False 1,106,308
100 1,809.25 1,618.25 191.00 10.6% 15.75 0.9% 97% False False 885,677
120 1,809.25 1,547.25 262.00 14.5% 17.25 0.9% 98% False False 738,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.48
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 1,834.00
2.618 1,823.75
1.618 1,817.50
1.000 1,813.75
0.618 1,811.25
HIGH 1,807.50
0.618 1,805.00
0.500 1,804.50
0.382 1,803.75
LOW 1,801.25
0.618 1,797.50
1.000 1,795.00
1.618 1,791.25
2.618 1,785.00
4.250 1,774.75
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1,804.50 1,804.00
PP 1,804.25 1,804.00
S1 1,804.25 1,804.00

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

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