E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1,683.75 1,691.50 7.75 0.5% 1,645.25
High 1,692.25 1,716.00 23.75 1.4% 1,676.00
Low 1,681.25 1,685.00 3.75 0.2% 1,643.50
Close 1,691.50 1,711.25 19.75 1.2% 1,675.50
Range 11.00 31.00 20.00 181.8% 32.50
ATR 13.86 15.08 1.22 8.8% 0.00
Volume 555 164 -391 -70.5% 972
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,797.00 1,785.25 1,728.25
R3 1,766.00 1,754.25 1,719.75
R2 1,735.00 1,735.00 1,717.00
R1 1,723.25 1,723.25 1,714.00 1,729.00
PP 1,704.00 1,704.00 1,704.00 1,707.00
S1 1,692.25 1,692.25 1,708.50 1,698.00
S2 1,673.00 1,673.00 1,705.50
S3 1,642.00 1,661.25 1,702.75
S4 1,611.00 1,630.25 1,694.25
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,762.50 1,751.50 1,693.50
R3 1,730.00 1,719.00 1,684.50
R2 1,697.50 1,697.50 1,681.50
R1 1,686.50 1,686.50 1,678.50 1,692.00
PP 1,665.00 1,665.00 1,665.00 1,667.75
S1 1,654.00 1,654.00 1,672.50 1,659.50
S2 1,632.50 1,632.50 1,669.50
S3 1,600.00 1,621.50 1,666.50
S4 1,567.50 1,589.00 1,657.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,716.00 1,668.25 47.75 2.8% 14.25 0.8% 90% True False 274
10 1,716.00 1,626.50 89.50 5.2% 13.75 0.8% 95% True False 188
20 1,716.00 1,613.00 103.00 6.0% 15.00 0.9% 95% True False 126
40 1,716.00 1,613.00 103.00 6.0% 13.00 0.8% 95% True False 88
60 1,716.00 1,546.00 170.00 9.9% 13.00 0.8% 97% True False 90
80 1,716.00 1,542.25 173.75 10.2% 13.75 0.8% 97% True False 91
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 2.98
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1,847.75
2.618 1,797.25
1.618 1,766.25
1.000 1,747.00
0.618 1,735.25
HIGH 1,716.00
0.618 1,704.25
0.500 1,700.50
0.382 1,696.75
LOW 1,685.00
0.618 1,665.75
1.000 1,654.00
1.618 1,634.75
2.618 1,603.75
4.250 1,553.25
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1,707.75 1,707.00
PP 1,704.00 1,702.75
S1 1,700.50 1,698.50

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

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