E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1,678.25 1,693.00 14.75 0.9% 1,646.00
High 1,683.75 1,703.75 20.00 1.2% 1,684.00
Low 1,674.00 1,688.00 14.00 0.8% 1,645.75
Close 1,682.00 1,691.25 9.25 0.5% 1,682.00
Range 9.75 15.75 6.00 61.5% 38.25
ATR 15.54 15.98 0.44 2.9% 0.00
Volume 1,162,403 2,030,544 868,141 74.7% 2,298,277
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,741.50 1,732.25 1,700.00
R3 1,725.75 1,716.50 1,695.50
R2 1,710.00 1,710.00 1,694.25
R1 1,700.75 1,700.75 1,692.75 1,697.50
PP 1,694.25 1,694.25 1,694.25 1,692.75
S1 1,685.00 1,685.00 1,689.75 1,681.75
S2 1,678.50 1,678.50 1,688.25
S3 1,662.75 1,669.25 1,687.00
S4 1,647.00 1,653.50 1,682.50
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,785.25 1,772.00 1,703.00
R3 1,747.00 1,733.75 1,692.50
R2 1,708.75 1,708.75 1,689.00
R1 1,695.50 1,695.50 1,685.50 1,702.00
PP 1,670.50 1,670.50 1,670.50 1,674.00
S1 1,657.25 1,657.25 1,678.50 1,664.00
S2 1,632.25 1,632.25 1,675.00
S3 1,594.00 1,619.00 1,671.50
S4 1,555.75 1,580.75 1,661.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,703.75 1,662.50 41.25 2.4% 12.25 0.7% 70% True False 850,141
10 1,703.75 1,624.50 79.25 4.7% 15.00 0.9% 84% True False 446,258
20 1,703.75 1,618.25 85.50 5.1% 16.50 1.0% 85% True False 227,023
40 1,703.75 1,618.25 85.50 5.1% 14.75 0.9% 85% True False 115,367
60 1,703.75 1,547.25 156.50 9.3% 16.00 0.9% 92% True False 78,289
80 1,703.75 1,547.25 156.50 9.3% 17.75 1.1% 92% True False 58,875
100 1,703.75 1,547.25 156.50 9.3% 17.00 1.0% 92% True False 47,150
120 1,703.75 1,519.50 184.25 10.9% 16.50 1.0% 93% True False 39,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,770.75
2.618 1,745.00
1.618 1,729.25
1.000 1,719.50
0.618 1,713.50
HIGH 1,703.75
0.618 1,697.75
0.500 1,696.00
0.382 1,694.00
LOW 1,688.00
0.618 1,678.25
1.000 1,672.25
1.618 1,662.50
2.618 1,646.75
4.250 1,621.00
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1,696.00 1,690.50
PP 1,694.25 1,689.75
S1 1,692.75 1,689.00

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

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