E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1,782.50 1,778.75 -3.75 -0.2% 1,758.75
High 1,787.00 1,787.25 0.25 0.0% 1,789.00
Low 1,775.75 1,768.25 -7.50 -0.4% 1,748.00
Close 1,778.50 1,773.00 -5.50 -0.3% 1,787.00
Range 11.25 19.00 7.75 68.9% 41.00
ATR 15.87 16.10 0.22 1.4% 0.00
Volume 5,849 3,446 -2,403 -41.1% 25,190
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,833.25 1,822.00 1,783.50
R3 1,814.25 1,803.00 1,778.25
R2 1,795.25 1,795.25 1,776.50
R1 1,784.00 1,784.00 1,774.75 1,780.00
PP 1,776.25 1,776.25 1,776.25 1,774.25
S1 1,765.00 1,765.00 1,771.25 1,761.00
S2 1,757.25 1,757.25 1,769.50
S3 1,738.25 1,746.00 1,767.75
S4 1,719.25 1,727.00 1,762.50
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 1,768.25 24.75 1.4% 13.00 0.7% 19% False True 4,963
10 1,793.00 1,729.50 63.50 3.6% 17.25 1.0% 69% False False 4,823
20 1,793.00 1,729.50 63.50 3.6% 15.25 0.9% 69% False False 5,221
40 1,793.00 1,633.50 159.50 9.0% 17.00 1.0% 87% False False 5,317
60 1,793.00 1,613.00 180.00 10.2% 16.00 0.9% 89% False False 3,764
80 1,793.00 1,613.00 180.00 10.2% 15.25 0.9% 89% False False 2,837
100 1,793.00 1,582.50 210.50 11.9% 14.25 0.8% 90% False False 2,283
120 1,793.00 1,542.25 250.75 14.1% 15.00 0.8% 92% False False 1,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,868.00
2.618 1,837.00
1.618 1,818.00
1.000 1,806.25
0.618 1,799.00
HIGH 1,787.25
0.618 1,780.00
0.500 1,777.75
0.382 1,775.50
LOW 1,768.25
0.618 1,756.50
1.000 1,749.25
1.618 1,737.50
2.618 1,718.50
4.250 1,687.50
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1,777.75 1,780.50
PP 1,776.25 1,778.00
S1 1,774.50 1,775.50

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

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