E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 1,699.75 1,688.75 -11.00 -0.6% 1,669.00
High 1,702.75 1,710.25 7.50 0.4% 1,693.25
Low 1,683.75 1,685.00 1.25 0.1% 1,633.50
Close 1,685.50 1,706.75 21.25 1.3% 1,692.25
Range 19.00 25.25 6.25 32.9% 59.75
ATR 19.28 19.71 0.43 2.2% 0.00
Volume 4,566 5,730 1,164 25.5% 33,980
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,776.50 1,766.75 1,720.75
R3 1,751.25 1,741.50 1,713.75
R2 1,726.00 1,726.00 1,711.50
R1 1,716.25 1,716.25 1,709.00 1,721.00
PP 1,700.75 1,700.75 1,700.75 1,703.00
S1 1,691.00 1,691.00 1,704.50 1,696.00
S2 1,675.50 1,675.50 1,702.00
S3 1,650.25 1,665.75 1,699.75
S4 1,625.00 1,640.50 1,692.75
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 1,710.25 1,644.25 66.00 3.9% 26.50 1.6% 95% True False 6,257
10 1,710.25 1,633.50 76.75 4.5% 22.50 1.3% 95% True False 6,063
20 1,719.50 1,633.50 86.00 5.0% 18.50 1.1% 85% False False 4,779
40 1,719.50 1,613.00 106.50 6.2% 16.75 1.0% 88% False False 2,452
60 1,719.50 1,613.00 106.50 6.2% 15.00 0.9% 88% False False 1,651
80 1,719.50 1,546.00 173.50 10.2% 14.25 0.8% 93% False False 1,262
100 1,719.50 1,542.25 177.25 10.4% 14.75 0.9% 93% False False 1,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,817.50
2.618 1,776.25
1.618 1,751.00
1.000 1,735.50
0.618 1,725.75
HIGH 1,710.25
0.618 1,700.50
0.500 1,697.50
0.382 1,694.75
LOW 1,685.00
0.618 1,669.50
1.000 1,659.75
1.618 1,644.25
2.618 1,619.00
4.250 1,577.75
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 1,703.75 1,702.00
PP 1,700.75 1,697.00
S1 1,697.50 1,692.25

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

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