E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 1,660.50 1,652.00 -8.50 -0.5% 1,619.75
High 1,680.25 1,653.00 -27.25 -1.6% 1,660.00
Low 1,641.50 1,627.25 -14.25 -0.9% 1,616.50
Close 1,650.00 1,644.25 -5.75 -0.3% 1,657.25
Range 38.75 25.75 -13.00 -33.5% 43.50
ATR 17.04 17.66 0.62 3.7% 0.00
Volume 9,433 37,341 27,908 295.9% 74,354
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 1,718.75 1,707.25 1,658.50
R3 1,693.00 1,681.50 1,651.25
R2 1,667.25 1,667.25 1,649.00
R1 1,655.75 1,655.75 1,646.50 1,648.50
PP 1,641.50 1,641.50 1,641.50 1,638.00
S1 1,630.00 1,630.00 1,642.00 1,623.00
S2 1,615.75 1,615.75 1,639.50
S3 1,590.00 1,604.25 1,637.25
S4 1,564.25 1,578.50 1,630.00
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,775.00 1,759.75 1,681.25
R3 1,731.50 1,716.25 1,669.25
R2 1,688.00 1,688.00 1,665.25
R1 1,672.75 1,672.75 1,661.25 1,680.50
PP 1,644.50 1,644.50 1,644.50 1,648.50
S1 1,629.25 1,629.25 1,653.25 1,637.00
S2 1,601.00 1,601.00 1,649.25
S3 1,557.50 1,585.75 1,645.25
S4 1,514.00 1,542.25 1,633.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,680.25 1,627.25 53.00 3.2% 21.00 1.3% 32% False True 19,882
10 1,680.25 1,614.75 65.50 4.0% 17.75 1.1% 45% False False 20,161
20 1,680.25 1,566.75 113.50 6.9% 16.00 1.0% 68% False False 15,013
40 1,680.25 1,524.75 155.50 9.5% 17.50 1.1% 77% False False 11,428
60 1,680.25 1,488.25 192.00 11.7% 16.25 1.0% 81% False False 8,015
80 1,680.25 1,470.25 210.00 12.8% 15.00 0.9% 83% False False 6,071
100 1,680.25 1,372.25 308.00 18.7% 14.00 0.8% 88% False False 4,877
120 1,680.25 1,370.50 309.75 18.8% 13.00 0.8% 88% False False 4,068
Crabel Price Patterns
NR True
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 4.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,762.50
2.618 1,720.50
1.618 1,694.75
1.000 1,678.75
0.618 1,669.00
HIGH 1,653.00
0.618 1,643.25
0.500 1,640.00
0.382 1,637.00
LOW 1,627.25
0.618 1,611.25
1.000 1,601.50
1.618 1,585.50
2.618 1,559.75
4.250 1,517.75
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 1,643.00 1,653.75
PP 1,641.50 1,650.50
S1 1,640.00 1,647.50

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

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