E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1,680.00 1,690.00 10.00 0.6% 1,670.00
High 1,690.50 1,694.25 3.75 0.2% 1,690.50
Low 1,675.25 1,685.50 10.25 0.6% 1,665.75
Close 1,689.50 1,690.25 0.75 0.0% 1,689.50
Range 15.25 8.75 -6.50 -42.6% 24.75
ATR 19.00 18.27 -0.73 -3.9% 0.00
Volume 1,145,886 900,143 -245,743 -21.4% 5,997,871
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,716.25 1,712.00 1,695.00
R3 1,707.50 1,703.25 1,692.75
R2 1,698.75 1,698.75 1,691.75
R1 1,694.50 1,694.50 1,691.00 1,696.50
PP 1,690.00 1,690.00 1,690.00 1,691.00
S1 1,685.75 1,685.75 1,689.50 1,688.00
S2 1,681.25 1,681.25 1,688.75
S3 1,672.50 1,677.00 1,687.75
S4 1,663.75 1,668.25 1,685.50
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,756.25 1,747.50 1,703.00
R3 1,731.50 1,722.75 1,696.25
R2 1,706.75 1,706.75 1,694.00
R1 1,698.00 1,698.00 1,691.75 1,702.50
PP 1,682.00 1,682.00 1,682.00 1,684.00
S1 1,673.25 1,673.25 1,687.25 1,677.50
S2 1,657.25 1,657.25 1,685.00
S3 1,632.50 1,648.50 1,682.75
S4 1,607.75 1,623.75 1,676.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,694.25 1,665.75 28.50 1.7% 13.75 0.8% 86% True False 1,197,306
10 1,694.25 1,635.75 58.50 3.5% 13.00 0.8% 93% True False 1,224,095
20 1,694.25 1,553.25 141.00 8.3% 18.00 1.1% 97% True False 1,493,931
40 1,694.25 1,553.25 141.00 8.3% 21.50 1.3% 97% True False 1,164,451
60 1,694.25 1,553.25 141.00 8.3% 19.75 1.2% 97% True False 781,305
80 1,694.25 1,524.75 169.50 10.0% 19.50 1.2% 98% True False 587,939
100 1,694.25 1,488.25 206.00 12.2% 18.25 1.1% 98% True False 470,589
120 1,694.25 1,470.25 224.00 13.3% 17.25 1.0% 98% True False 392,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,731.50
2.618 1,717.25
1.618 1,708.50
1.000 1,703.00
0.618 1,699.75
HIGH 1,694.25
0.618 1,691.00
0.500 1,690.00
0.382 1,688.75
LOW 1,685.50
0.618 1,680.00
1.000 1,676.75
1.618 1,671.25
2.618 1,662.50
4.250 1,648.25
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1,690.00 1,687.75
PP 1,690.00 1,685.50
S1 1,690.00 1,683.00

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

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