E-mini S&P 500 Future September 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1,638.00 1,654.75 16.75 1.0% 1,660.75
High 1,655.25 1,658.25 3.00 0.2% 1,667.50
Low 1,635.00 1,650.50 15.50 0.9% 1,624.75
Close 1,653.50 1,653.00 -0.50 0.0% 1,631.25
Range 20.25 7.75 -12.50 -61.7% 42.75
ATR 17.45 16.76 -0.69 -4.0% 0.00
Volume 1,638,385 1,254,398 -383,987 -23.4% 8,791,964
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,677.25 1,672.75 1,657.25
R3 1,669.50 1,665.00 1,655.25
R2 1,661.75 1,661.75 1,654.50
R1 1,657.25 1,657.25 1,653.75 1,655.50
PP 1,654.00 1,654.00 1,654.00 1,653.00
S1 1,649.50 1,649.50 1,652.25 1,648.00
S2 1,646.25 1,646.25 1,651.50
S3 1,638.50 1,641.75 1,650.75
S4 1,630.75 1,634.00 1,648.75
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,769.50 1,743.00 1,654.75
R3 1,726.75 1,700.25 1,643.00
R2 1,684.00 1,684.00 1,639.00
R1 1,657.50 1,657.50 1,635.25 1,649.50
PP 1,641.25 1,641.25 1,641.25 1,637.00
S1 1,614.75 1,614.75 1,627.25 1,606.50
S2 1,598.50 1,598.50 1,623.50
S3 1,555.75 1,572.00 1,619.50
S4 1,513.00 1,529.25 1,607.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,658.25 1,625.50 32.75 2.0% 16.75 1.0% 84% True False 1,777,449
10 1,667.50 1,624.75 42.75 2.6% 18.00 1.1% 66% False False 1,686,759
20 1,697.00 1,624.75 72.25 4.4% 17.00 1.0% 39% False False 1,686,284
40 1,705.00 1,624.75 80.25 4.9% 15.00 0.9% 35% False False 1,479,721
60 1,705.00 1,553.25 151.75 9.2% 18.25 1.1% 66% False False 1,592,466
80 1,705.00 1,553.25 151.75 9.2% 19.00 1.1% 66% False False 1,205,140
100 1,705.00 1,524.75 180.25 10.9% 18.50 1.1% 71% False False 966,744
120 1,705.00 1,523.50 181.50 11.0% 18.25 1.1% 71% False False 806,119
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 4.45
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,691.25
2.618 1,678.50
1.618 1,670.75
1.000 1,666.00
0.618 1,663.00
HIGH 1,658.25
0.618 1,655.25
0.500 1,654.50
0.382 1,653.50
LOW 1,650.50
0.618 1,645.75
1.000 1,642.75
1.618 1,638.00
2.618 1,630.25
4.250 1,617.50
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1,654.50 1,650.25
PP 1,654.00 1,647.25
S1 1,653.50 1,644.50

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

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