E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	1,616.25	1,630.75	14.50	0.9%	1,623.25
High	1,638.00	1,642.50	4.50	0.3%	1,639.75
Low	1,612.25	1,628.50	16.25	1.0%	1,591.00
Close	1,632.75	1,636.25	3.50	0.2%	1,632.75
Range	25.75	14.00	-11.75	-45.6%	48.75
ATR	21.04	20.53	-0.50	-2.4%	0.00
Volume	64,782	140,139	75,357	116.3%	268,908

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,677.75	1,671.00	1,644.00
R3	1,663.75	1,657.00	1,640.00
R2	1,649.75	1,649.75	1,638.75
R1	1,643.00	1,643.00	1,637.50	1,646.50
PP	1,635.75	1,635.75	1,635.75	1,637.50
S1	1,629.00	1,629.00	1,635.00	1,632.50
S2	1,621.75	1,621.75	1,633.75
S3	1,607.75	1,615.00	1,632.50
S4	1,593.75	1,601.00	1,628.50

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,767.50	1,748.75	1,659.50
R3	1,718.75	1,700.00	1,646.25
R2	1,670.00	1,670.00	1,641.75
R1	1,651.25	1,651.25	1,637.25	1,660.50
PP	1,621.25	1,621.25	1,621.25	1,625.75
S1	1,602.50	1,602.50	1,628.25	1,612.00
S2	1,572.50	1,572.50	1,623.75
S3	1,523.75	1,553.75	1,619.25
S4	1,475.00	1,505.00	1,606.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,642.50	1,591.00	51.50	3.1%	23.50	1.4%	88%	True	False	72,820
10	1,666.75	1,591.00	75.75	4.6%	23.25	1.4%	60%	False	False	49,636
20	1,680.25	1,591.00	89.25	5.5%	21.00	1.3%	51%	False	False	34,008
40	1,680.25	1,524.75	155.50	9.5%	19.50	1.2%	72%	False	False	23,456
60	1,680.25	1,523.50	156.75	9.6%	18.25	1.1%	72%	False	False	16,499
80	1,680.25	1,470.25	210.00	12.8%	17.00	1.0%	79%	False	False	12,505
100	1,680.25	1,447.50	232.75	14.2%	15.50	0.9%	81%	False	False	10,048
120	1,680.25	1,370.50	309.75	18.9%	14.50	0.9%	86%	False	False	8,382

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.73
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,702.00
2.618	1,679.25
1.618	1,665.25
1.000	1,656.50
0.618	1,651.25
HIGH	1,642.50
0.618	1,637.25
0.500	1,635.50
0.382	1,633.75
LOW	1,628.50
0.618	1,619.75
1.000	1,614.50
1.618	1,605.75
2.618	1,591.75
4.250	1,569.00

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	1,636.00	1,629.75
PP	1,635.75	1,623.25
S1	1,635.50	1,616.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols