E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1,635.00 1,655.50 20.50 1.3% 1,651.00
High 1,657.75 1,662.75 5.00 0.3% 1,662.75
Low 1,631.50 1,650.50 19.00 1.2% 1,631.50
Close 1,654.75 1,661.50 6.75 0.4% 1,661.50
Range 26.25 12.25 -14.00 -53.3% 31.25
ATR 16.59 16.28 -0.31 -1.9% 0.00
Volume 1,556,777 1,307,807 -248,970 -16.0% 8,037,327
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,695.00 1,690.50 1,668.25
R3 1,682.75 1,678.25 1,664.75
R2 1,670.50 1,670.50 1,663.75
R1 1,666.00 1,666.00 1,662.50 1,668.25
PP 1,658.25 1,658.25 1,658.25 1,659.50
S1 1,653.75 1,653.75 1,660.50 1,656.00
S2 1,646.00 1,646.00 1,659.25
S3 1,633.75 1,641.50 1,658.25
S4 1,621.50 1,629.25 1,654.75
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,745.75 1,734.75 1,678.75
R3 1,714.50 1,703.50 1,670.00
R2 1,683.25 1,683.25 1,667.25
R1 1,672.25 1,672.25 1,664.25 1,677.75
PP 1,652.00 1,652.00 1,652.00 1,654.50
S1 1,641.00 1,641.00 1,658.75 1,646.50
S2 1,620.75 1,620.75 1,655.75
S3 1,589.50 1,609.75 1,653.00
S4 1,558.25 1,578.50 1,644.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,662.75 1,631.50 31.25 1.9% 18.00 1.1% 96% True False 1,607,465
10 1,694.50 1,631.50 63.00 3.8% 17.00 1.0% 48% False False 1,653,753
20 1,705.00 1,631.50 73.50 4.4% 14.75 0.9% 41% False False 1,518,616
40 1,705.00 1,593.25 111.75 6.7% 15.25 0.9% 61% False False 1,434,073
60 1,705.00 1,553.25 151.75 9.1% 19.00 1.1% 71% False False 1,369,655
80 1,705.00 1,553.25 151.75 9.1% 18.50 1.1% 71% False False 1,031,605
100 1,705.00 1,524.75 180.25 10.8% 18.75 1.1% 76% False False 827,142
120 1,705.00 1,523.50 181.50 10.9% 17.75 1.1% 76% False False 689,523
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 3.98
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,714.75
2.618 1,694.75
1.618 1,682.50
1.000 1,675.00
0.618 1,670.25
HIGH 1,662.75
0.618 1,658.00
0.500 1,656.50
0.382 1,655.25
LOW 1,650.50
0.618 1,643.00
1.000 1,638.25
1.618 1,630.75
2.618 1,618.50
4.250 1,598.50
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1,660.00 1,656.75
PP 1,658.25 1,652.00
S1 1,656.50 1,647.00

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

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