E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 1,678.75 1,699.75 21.00 1.3% 1,669.00
High 1,700.00 1,702.75 2.75 0.2% 1,693.25
Low 1,674.25 1,683.75 9.50 0.6% 1,633.50
Close 1,697.50 1,685.50 -12.00 -0.7% 1,692.25
Range 25.75 19.00 -6.75 -26.2% 59.75
ATR 19.30 19.28 -0.02 -0.1% 0.00
Volume 4,156 4,566 410 9.9% 33,980
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,747.75 1,735.50 1,696.00
R3 1,728.75 1,716.50 1,690.75
R2 1,709.75 1,709.75 1,689.00
R1 1,697.50 1,697.50 1,687.25 1,694.00
PP 1,690.75 1,690.75 1,690.75 1,689.00
S1 1,678.50 1,678.50 1,683.75 1,675.00
S2 1,671.75 1,671.75 1,682.00
S3 1,652.75 1,659.50 1,680.25
S4 1,633.75 1,640.50 1,675.00
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,852.25 1,832.00 1,725.00
R3 1,792.50 1,772.25 1,708.75
R2 1,732.75 1,732.75 1,703.25
R1 1,712.50 1,712.50 1,697.75 1,722.50
PP 1,673.00 1,673.00 1,673.00 1,678.00
S1 1,652.75 1,652.75 1,686.75 1,663.00
S2 1,613.25 1,613.25 1,681.25
S3 1,553.50 1,593.00 1,675.75
S4 1,493.75 1,533.25 1,659.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,702.75 1,633.50 69.25 4.1% 25.00 1.5% 75% True False 6,029
10 1,702.75 1,633.50 69.25 4.1% 21.75 1.3% 75% True False 6,003
20 1,719.50 1,633.50 86.00 5.1% 19.00 1.1% 60% False False 4,501
40 1,719.50 1,613.00 106.50 6.3% 16.50 1.0% 68% False False 2,310
60 1,719.50 1,613.00 106.50 6.3% 14.50 0.9% 68% False False 1,556
80 1,719.50 1,542.25 177.25 10.5% 14.25 0.8% 81% False False 1,191
100 1,719.50 1,542.25 177.25 10.5% 14.50 0.9% 81% False False 972
Crabel Price Patterns
NR True
NR4 True
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 3.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,783.50
2.618 1,752.50
1.618 1,733.50
1.000 1,721.75
0.618 1,714.50
HIGH 1,702.75
0.618 1,695.50
0.500 1,693.25
0.382 1,691.00
LOW 1,683.75
0.618 1,672.00
1.000 1,664.75
1.618 1,653.00
2.618 1,634.00
4.250 1,603.00
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 1,693.25 1,685.25
PP 1,690.75 1,685.00
S1 1,688.00 1,684.75

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

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