E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1,579.25 1,592.25 13.00 0.8% 1,576.25
High 1,594.25 1,614.25 20.00 1.3% 1,614.25
Low 1,578.75 1,589.50 10.75 0.7% 1,573.75
Close 1,592.25 1,608.50 16.25 1.0% 1,608.50
Range 15.50 24.75 9.25 59.7% 40.50
ATR 18.18 18.65 0.47 2.6% 0.00
Volume 1,652,820 1,936,845 284,025 17.2% 7,847,361
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,678.25 1,668.25 1,622.00
R3 1,653.50 1,643.50 1,615.25
R2 1,628.75 1,628.75 1,613.00
R1 1,618.75 1,618.75 1,610.75 1,623.75
PP 1,604.00 1,604.00 1,604.00 1,606.50
S1 1,594.00 1,594.00 1,606.25 1,599.00
S2 1,579.25 1,579.25 1,604.00
S3 1,554.50 1,569.25 1,601.75
S4 1,529.75 1,544.50 1,595.00
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,720.25 1,705.00 1,630.75
R3 1,679.75 1,664.50 1,619.75
R2 1,639.25 1,639.25 1,616.00
R1 1,624.00 1,624.00 1,612.25 1,631.50
PP 1,598.75 1,598.75 1,598.75 1,602.75
S1 1,583.50 1,583.50 1,604.75 1,591.00
S2 1,558.25 1,558.25 1,601.00
S3 1,517.75 1,543.00 1,597.25
S4 1,477.25 1,502.50 1,586.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,614.25 1,573.75 40.50 2.5% 18.25 1.1% 86% True False 1,569,472
10 1,614.25 1,542.75 71.50 4.4% 17.25 1.1% 92% True False 1,590,225
20 1,614.25 1,530.75 83.50 5.2% 20.00 1.2% 93% True False 1,840,926
40 1,614.25 1,529.50 84.75 5.3% 17.50 1.1% 93% True False 1,841,684
60 1,614.25 1,476.25 138.00 8.6% 16.75 1.0% 96% True False 1,262,022
80 1,614.25 1,445.00 169.25 10.5% 15.75 1.0% 97% True False 947,122
100 1,614.25 1,375.75 238.50 14.8% 15.75 1.0% 98% True False 757,917
120 1,614.25 1,331.25 283.00 17.6% 15.00 0.9% 98% True False 631,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,719.50
2.618 1,679.00
1.618 1,654.25
1.000 1,639.00
0.618 1,629.50
HIGH 1,614.25
0.618 1,604.75
0.500 1,602.00
0.382 1,599.00
LOW 1,589.50
0.618 1,574.25
1.000 1,564.75
1.618 1,549.50
2.618 1,524.75
4.250 1,484.25
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1,606.25 1,604.00
PP 1,604.00 1,599.50
S1 1,602.00 1,595.00

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

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