E-mini S&P 500 Future December 2013


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 1,780.75 1,773.50 -7.25 -0.4% 1,806.50
High 1,784.00 1,783.00 -1.00 -0.1% 1,811.50
Low 1,771.75 1,771.75 0.00 0.0% 1,771.75
Close 1,775.00 1,774.75 -0.25 0.0% 1,774.75
Range 12.25 11.25 -1.00 -8.2% 39.75
ATR 15.15 14.88 -0.28 -1.8% 0.00
Volume 1,833,127 994,289 -838,838 -45.8% 7,066,579
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,810.25 1,803.75 1,781.00
R3 1,799.00 1,792.50 1,777.75
R2 1,787.75 1,787.75 1,776.75
R1 1,781.25 1,781.25 1,775.75 1,784.50
PP 1,776.50 1,776.50 1,776.50 1,778.00
S1 1,770.00 1,770.00 1,773.75 1,773.25
S2 1,765.25 1,765.25 1,772.75
S3 1,754.00 1,758.75 1,771.75
S4 1,742.75 1,747.50 1,768.50
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,905.25 1,879.75 1,796.50
R3 1,865.50 1,840.00 1,785.75
R2 1,825.75 1,825.75 1,782.00
R1 1,800.25 1,800.25 1,778.50 1,793.00
PP 1,786.00 1,786.00 1,786.00 1,782.50
S1 1,760.50 1,760.50 1,771.00 1,753.50
S2 1,746.25 1,746.25 1,767.50
S3 1,706.50 1,720.75 1,763.75
S4 1,666.75 1,681.00 1,753.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,811.50 1,771.75 39.75 2.2% 14.00 0.8% 8% False True 1,413,315
10 1,811.50 1,771.75 39.75 2.2% 15.25 0.9% 8% False True 1,556,647
20 1,812.50 1,771.75 40.75 2.3% 13.75 0.8% 7% False True 1,425,794
40 1,812.50 1,727.00 85.50 4.8% 14.75 0.8% 56% False False 1,466,682
60 1,812.50 1,640.00 172.50 9.7% 16.50 0.9% 78% False False 1,577,869
80 1,812.50 1,618.25 194.25 10.9% 16.50 0.9% 81% False False 1,310,401
100 1,812.50 1,618.25 194.25 10.9% 16.00 0.9% 81% False False 1,049,152
120 1,812.50 1,567.25 245.25 13.8% 16.00 0.9% 85% False False 874,921
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 2.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,830.75
2.618 1,812.50
1.618 1,801.25
1.000 1,794.25
0.618 1,790.00
HIGH 1,783.00
0.618 1,778.75
0.500 1,777.50
0.382 1,776.00
LOW 1,771.75
0.618 1,764.75
1.000 1,760.50
1.618 1,753.50
2.618 1,742.25
4.250 1,724.00
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 1,777.50 1,790.00
PP 1,776.50 1,784.75
S1 1,775.50 1,779.75

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

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