E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 1,686.25 1,685.25 -1.00 -0.1% 1,683.25
High 1,694.00 1,688.00 -6.00 -0.4% 1,719.50
Low 1,681.00 1,677.75 -3.25 -0.2% 1,681.25
Close 1,685.75 1,679.00 -6.75 -0.4% 1,695.50
Range 13.00 10.25 -2.75 -21.2% 38.25
ATR 15.16 14.81 -0.35 -2.3% 0.00
Volume 2,572 3,346 774 30.1% 2,615
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,712.25 1,706.00 1,684.75
R3 1,702.00 1,695.75 1,681.75
R2 1,691.75 1,691.75 1,681.00
R1 1,685.50 1,685.50 1,680.00 1,683.50
PP 1,681.50 1,681.50 1,681.50 1,680.50
S1 1,675.25 1,675.25 1,678.00 1,673.25
S2 1,671.25 1,671.25 1,677.00
S3 1,661.00 1,665.00 1,676.25
S4 1,650.75 1,654.75 1,673.25
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,813.50 1,792.75 1,716.50
R3 1,775.25 1,754.50 1,706.00
R2 1,737.00 1,737.00 1,702.50
R1 1,716.25 1,716.25 1,699.00 1,726.50
PP 1,698.75 1,698.75 1,698.75 1,704.00
S1 1,678.00 1,678.00 1,692.00 1,688.50
S2 1,660.50 1,660.50 1,688.50
S3 1,622.25 1,639.75 1,685.00
S4 1,584.00 1,601.50 1,674.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,719.50 1,677.75 41.75 2.5% 14.25 0.9% 3% False True 2,203
10 1,719.50 1,668.25 51.25 3.1% 14.25 0.8% 21% False False 1,239
20 1,719.50 1,613.00 106.50 6.3% 14.00 0.8% 62% False False 658
40 1,719.50 1,613.00 106.50 6.3% 13.50 0.8% 62% False False 356
60 1,719.50 1,582.50 137.00 8.2% 12.25 0.7% 70% False False 260
80 1,719.50 1,542.25 177.25 10.6% 14.00 0.8% 77% False False 229
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.85
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,731.50
2.618 1,714.75
1.618 1,704.50
1.000 1,698.25
0.618 1,694.25
HIGH 1,688.00
0.618 1,684.00
0.500 1,683.00
0.382 1,681.75
LOW 1,677.75
0.618 1,671.50
1.000 1,667.50
1.618 1,661.25
2.618 1,651.00
4.250 1,634.25
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 1,683.00 1,689.00
PP 1,681.50 1,685.75
S1 1,680.25 1,682.50

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

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