E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 1,747.25 1,754.75 7.50 0.4% 1,747.75
High 1,757.50 1,757.00 -0.50 0.0% 1,766.50
Low 1,747.25 1,743.75 -3.50 -0.2% 1,741.00
Close 1,756.50 1,750.00 -6.50 -0.4% 1,748.25
Range 10.25 13.25 3.00 29.3% 25.50
ATR 15.92 15.73 -0.19 -1.2% 0.00
Volume 2,313 1,219 -1,094 -47.3% 37,812
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,790.00 1,783.25 1,757.25
R3 1,776.75 1,770.00 1,753.75
R2 1,763.50 1,763.50 1,752.50
R1 1,756.75 1,756.75 1,751.25 1,753.50
PP 1,750.25 1,750.25 1,750.25 1,748.50
S1 1,743.50 1,743.50 1,748.75 1,740.25
S2 1,737.00 1,737.00 1,747.50
S3 1,723.75 1,730.25 1,746.25
S4 1,710.50 1,717.00 1,742.75
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,828.50 1,813.75 1,762.25
R3 1,803.00 1,788.25 1,755.25
R2 1,777.50 1,777.50 1,753.00
R1 1,762.75 1,762.75 1,750.50 1,770.00
PP 1,752.00 1,752.00 1,752.00 1,755.50
S1 1,737.25 1,737.25 1,746.00 1,744.50
S2 1,726.50 1,726.50 1,743.50
S3 1,701.00 1,711.75 1,741.25
S4 1,675.50 1,686.25 1,734.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,766.50 1,741.00 25.50 1.5% 14.25 0.8% 35% False False 7,021
10 1,766.50 1,728.75 37.75 2.2% 13.25 0.8% 56% False False 5,575
20 1,766.50 1,633.50 133.00 7.6% 17.00 1.0% 88% False False 5,403
40 1,766.50 1,633.50 133.00 7.6% 16.00 0.9% 88% False False 4,233
60 1,766.50 1,613.00 153.50 8.8% 15.75 0.9% 89% False False 2,844
80 1,766.50 1,613.00 153.50 8.8% 14.25 0.8% 89% False False 2,147
100 1,766.50 1,542.25 224.25 12.8% 14.75 0.8% 93% False False 1,743
120 1,766.50 1,542.25 224.25 12.8% 14.50 0.8% 93% False False 1,460
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,813.25
2.618 1,791.75
1.618 1,778.50
1.000 1,770.25
0.618 1,765.25
HIGH 1,757.00
0.618 1,752.00
0.500 1,750.50
0.382 1,748.75
LOW 1,743.75
0.618 1,735.50
1.000 1,730.50
1.618 1,722.25
2.618 1,709.00
4.250 1,687.50
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 1,750.50 1,749.75
PP 1,750.25 1,749.50
S1 1,750.00 1,749.25

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

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