E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1,780.25 1,787.75 7.50 0.4% 1,758.75
High 1,789.00 1,793.00 4.00 0.2% 1,789.00
Low 1,780.25 1,778.50 -1.75 -0.1% 1,748.00
Close 1,787.00 1,782.00 -5.00 -0.3% 1,787.00
Range 8.75 14.50 5.75 65.7% 41.00
ATR 16.36 16.23 -0.13 -0.8% 0.00
Volume 4,674 6,002 1,328 28.4% 25,190
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,828.00 1,819.50 1,790.00
R3 1,813.50 1,805.00 1,786.00
R2 1,799.00 1,799.00 1,784.75
R1 1,790.50 1,790.50 1,783.25 1,787.50
PP 1,784.50 1,784.50 1,784.50 1,783.00
S1 1,776.00 1,776.00 1,780.75 1,773.00
S2 1,770.00 1,770.00 1,779.25
S3 1,755.50 1,761.50 1,778.00
S4 1,741.00 1,747.00 1,774.00
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,897.75 1,883.25 1,809.50
R3 1,856.75 1,842.25 1,798.25
R2 1,815.75 1,815.75 1,794.50
R1 1,801.25 1,801.25 1,790.75 1,808.50
PP 1,774.75 1,774.75 1,774.75 1,778.25
S1 1,760.25 1,760.25 1,783.25 1,767.50
S2 1,733.75 1,733.75 1,779.50
S3 1,692.75 1,719.25 1,775.75
S4 1,651.75 1,678.25 1,764.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,793.00 1,748.00 45.00 2.5% 14.50 0.8% 76% True False 4,964
10 1,793.00 1,729.50 63.50 3.6% 17.00 1.0% 83% True False 4,786
20 1,793.00 1,728.75 64.25 3.6% 15.25 0.9% 83% True False 5,300
40 1,793.00 1,633.50 159.50 9.0% 16.75 0.9% 93% True False 5,233
60 1,793.00 1,613.00 180.00 10.1% 16.00 0.9% 94% True False 3,611
80 1,793.00 1,613.00 180.00 10.1% 15.00 0.8% 94% True False 2,722
100 1,793.00 1,581.25 211.75 11.9% 14.25 0.8% 95% True False 2,196
120 1,793.00 1,542.25 250.75 14.1% 15.00 0.8% 96% True False 1,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,854.50
2.618 1,831.00
1.618 1,816.50
1.000 1,807.50
0.618 1,802.00
HIGH 1,793.00
0.618 1,787.50
0.500 1,785.75
0.382 1,784.00
LOW 1,778.50
0.618 1,769.50
1.000 1,764.00
1.618 1,755.00
2.618 1,740.50
4.250 1,717.00
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1,785.75 1,782.00
PP 1,784.50 1,781.75
S1 1,783.25 1,781.75

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

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