E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1,654.25 1,648.50 -5.75 -0.3% 1,644.00
High 1,660.75 1,648.50 -12.25 -0.7% 1,656.00
Low 1,646.75 1,620.00 -26.75 -1.6% 1,625.00
Close 1,647.50 1,621.50 -26.00 -1.6% 1,654.75
Range 14.00 28.50 14.50 103.6% 31.00
ATR 15.65 16.57 0.92 5.9% 0.00
Volume 4,949 5,676 727 14.7% 37,714
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,715.50 1,697.00 1,637.25
R3 1,687.00 1,668.50 1,629.25
R2 1,658.50 1,658.50 1,626.75
R1 1,640.00 1,640.00 1,624.00 1,635.00
PP 1,630.00 1,630.00 1,630.00 1,627.50
S1 1,611.50 1,611.50 1,619.00 1,606.50
S2 1,601.50 1,601.50 1,616.25
S3 1,573.00 1,583.00 1,613.75
S4 1,544.50 1,554.50 1,605.75
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,738.25 1,727.50 1,671.75
R3 1,707.25 1,696.50 1,663.25
R2 1,676.25 1,676.25 1,660.50
R1 1,665.50 1,665.50 1,657.50 1,671.00
PP 1,645.25 1,645.25 1,645.25 1,648.00
S1 1,634.50 1,634.50 1,652.00 1,640.00
S2 1,614.25 1,614.25 1,649.00
S3 1,583.25 1,603.50 1,646.25
S4 1,552.25 1,572.50 1,637.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,660.75 1,620.00 40.75 2.5% 20.00 1.2% 4% False True 7,162
10 1,686.50 1,620.00 66.50 4.1% 18.00 1.1% 2% False True 6,547
20 1,698.50 1,620.00 78.50 4.8% 15.25 0.9% 2% False True 4,864
40 1,698.50 1,588.25 110.25 6.8% 14.50 0.9% 30% False False 4,130
60 1,698.50 1,547.25 151.25 9.3% 18.00 1.1% 49% False False 3,595
80 1,698.50 1,547.25 151.25 9.3% 17.50 1.1% 49% False False 2,781
100 1,698.50 1,519.50 179.00 11.0% 17.00 1.0% 57% False False 2,252
120 1,698.50 1,519.50 179.00 11.0% 16.00 1.0% 57% False False 1,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,769.50
2.618 1,723.00
1.618 1,694.50
1.000 1,677.00
0.618 1,666.00
HIGH 1,648.50
0.618 1,637.50
0.500 1,634.25
0.382 1,631.00
LOW 1,620.00
0.618 1,602.50
1.000 1,591.50
1.618 1,574.00
2.618 1,545.50
4.250 1,499.00
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1,634.25 1,640.50
PP 1,630.00 1,634.00
S1 1,625.75 1,627.75

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

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