E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 1,616.75 1,626.75 10.00 0.6% 1,583.25
High 1,624.75 1,632.75 8.00 0.5% 1,615.00
Low 1,616.75 1,626.75 10.00 0.6% 1,581.25
Close 1,622.75 1,632.75 10.00 0.6% 1,614.50
Range 8.00 6.00 -2.00 -25.0% 33.75
ATR 18.95 18.31 -0.64 -3.4% 0.00
Volume 23 33 10 43.5% 877
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,648.75 1,646.75 1,636.00
R3 1,642.75 1,640.75 1,634.50
R2 1,636.75 1,636.75 1,633.75
R1 1,634.75 1,634.75 1,633.25 1,635.75
PP 1,630.75 1,630.75 1,630.75 1,631.25
S1 1,628.75 1,628.75 1,632.25 1,629.75
S2 1,624.75 1,624.75 1,631.75
S3 1,618.75 1,622.75 1,631.00
S4 1,612.75 1,616.75 1,629.50
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,704.75 1,693.50 1,633.00
R3 1,671.00 1,659.75 1,623.75
R2 1,637.25 1,637.25 1,620.75
R1 1,626.00 1,626.00 1,617.50 1,631.50
PP 1,603.50 1,603.50 1,603.50 1,606.50
S1 1,592.25 1,592.25 1,611.50 1,598.00
S2 1,569.75 1,569.75 1,608.25
S3 1,536.00 1,558.50 1,605.25
S4 1,502.25 1,524.75 1,596.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,632.75 1,582.50 50.25 3.1% 12.50 0.8% 100% True False 74
10 1,632.75 1,546.00 86.75 5.3% 16.75 1.0% 100% True False 119
20 1,635.25 1,542.25 93.00 5.7% 19.25 1.2% 97% False False 149
40 1,662.00 1,542.25 119.75 7.3% 15.00 0.9% 76% False False 81
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,658.25
2.618 1,648.50
1.618 1,642.50
1.000 1,638.75
0.618 1,636.50
HIGH 1,632.75
0.618 1,630.50
0.500 1,629.75
0.382 1,629.00
LOW 1,626.75
0.618 1,623.00
1.000 1,620.75
1.618 1,617.00
2.618 1,611.00
4.250 1,601.25
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 1,631.75 1,627.00
PP 1,630.75 1,621.50
S1 1,629.75 1,616.00

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

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