E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1,603.25 1,606.50 3.25 0.2% 1,570.25
High 1,609.00 1,615.75 6.75 0.4% 1,608.50
Low 1,602.00 1,603.50 1.50 0.1% 1,567.75
Close 1,607.50 1,614.75 7.25 0.5% 1,602.50
Range 7.00 12.25 5.25 75.0% 40.75
ATR 17.34 16.98 -0.36 -2.1% 0.00
Volume 14,517 7,498 -7,019 -48.4% 32,367
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1,648.00 1,643.75 1,621.50
R3 1,635.75 1,631.50 1,618.00
R2 1,623.50 1,623.50 1,617.00
R1 1,619.25 1,619.25 1,615.75 1,621.50
PP 1,611.25 1,611.25 1,611.25 1,612.50
S1 1,607.00 1,607.00 1,613.75 1,609.00
S2 1,599.00 1,599.00 1,612.50
S3 1,586.75 1,594.75 1,611.50
S4 1,574.50 1,582.50 1,608.00
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,715.25 1,699.50 1,625.00
R3 1,674.50 1,658.75 1,613.75
R2 1,633.75 1,633.75 1,610.00
R1 1,618.00 1,618.00 1,606.25 1,626.00
PP 1,593.00 1,593.00 1,593.00 1,596.75
S1 1,577.25 1,577.25 1,598.75 1,585.00
S2 1,552.25 1,552.25 1,595.00
S3 1,511.50 1,536.50 1,591.25
S4 1,470.75 1,495.75 1,580.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,615.75 1,570.25 45.50 2.8% 15.50 1.0% 98% True False 7,477
10 1,615.75 1,564.50 51.25 3.2% 14.50 0.9% 98% True False 9,819
20 1,615.75 1,524.75 91.00 5.6% 18.75 1.2% 99% True False 10,534
40 1,615.75 1,523.50 92.25 5.7% 16.75 1.0% 99% True False 6,126
60 1,615.75 1,470.25 145.50 9.0% 15.50 1.0% 99% True False 4,184
80 1,615.75 1,446.00 169.75 10.5% 13.75 0.9% 99% True False 3,192
100 1,615.75 1,370.50 245.25 15.2% 13.00 0.8% 100% True False 2,564
120 1,615.75 1,330.50 285.25 17.7% 11.75 0.7% 100% True False 2,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,667.75
2.618 1,647.75
1.618 1,635.50
1.000 1,628.00
0.618 1,623.25
HIGH 1,615.75
0.618 1,611.00
0.500 1,609.50
0.382 1,608.25
LOW 1,603.50
0.618 1,596.00
1.000 1,591.25
1.618 1,583.75
2.618 1,571.50
4.250 1,551.50
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1,613.00 1,609.75
PP 1,611.25 1,604.75
S1 1,609.50 1,599.75

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

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