E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 1,645.00 1,646.00 1.00 0.1% 1,629.25
High 1,657.25 1,665.00 7.75 0.5% 1,657.25
Low 1,632.25 1,645.75 13.50 0.8% 1,624.50
Close 1,646.75 1,662.50 15.75 1.0% 1,646.75
Range 25.00 19.25 -5.75 -23.0% 32.75
ATR 16.89 17.06 0.17 1.0% 0.00
Volume 56,485 78,112 21,627 38.3% 133,763
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,715.50 1,708.25 1,673.00
R3 1,696.25 1,689.00 1,667.75
R2 1,677.00 1,677.00 1,666.00
R1 1,669.75 1,669.75 1,664.25 1,673.50
PP 1,657.75 1,657.75 1,657.75 1,659.50
S1 1,650.50 1,650.50 1,660.75 1,654.00
S2 1,638.50 1,638.50 1,659.00
S3 1,619.25 1,631.25 1,657.25
S4 1,600.00 1,612.00 1,652.00
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,741.00 1,726.75 1,664.75
R3 1,708.25 1,694.00 1,655.75
R2 1,675.50 1,675.50 1,652.75
R1 1,661.25 1,661.25 1,649.75 1,668.50
PP 1,642.75 1,642.75 1,642.75 1,646.50
S1 1,628.50 1,628.50 1,643.75 1,635.50
S2 1,610.00 1,610.00 1,640.75
S3 1,577.25 1,595.75 1,637.75
S4 1,544.50 1,563.00 1,628.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,665.00 1,624.50 40.50 2.4% 18.00 1.1% 94% True False 42,375
10 1,665.00 1,618.25 46.75 2.8% 18.25 1.1% 95% True False 25,204
20 1,688.25 1,618.25 70.00 4.2% 17.25 1.0% 63% False False 15,844
40 1,698.50 1,618.25 80.25 4.8% 15.00 0.9% 55% False False 9,532
60 1,698.50 1,547.25 151.25 9.1% 17.25 1.0% 76% False False 7,570
80 1,698.50 1,547.25 151.25 9.1% 18.00 1.1% 76% False False 5,786
100 1,698.50 1,519.50 179.00 10.8% 17.00 1.0% 80% False False 4,647
120 1,698.50 1,519.50 179.00 10.8% 16.50 1.0% 80% False False 3,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,746.75
2.618 1,715.50
1.618 1,696.25
1.000 1,684.25
0.618 1,677.00
HIGH 1,665.00
0.618 1,657.75
0.500 1,655.50
0.382 1,653.00
LOW 1,645.75
0.618 1,633.75
1.000 1,626.50
1.618 1,614.50
2.618 1,595.25
4.250 1,564.00
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1,660.00 1,658.00
PP 1,657.75 1,653.25
S1 1,655.50 1,648.50

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

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