E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 1,786.75 1,795.00 8.25 0.5% 1,787.75
High 1,796.50 1,802.50 6.00 0.3% 1,796.50
Low 1,785.50 1,792.00 6.50 0.4% 1,768.25
Close 1,794.50 1,795.75 1.25 0.1% 1,794.50
Range 11.00 10.50 -0.50 -4.5% 28.25
ATR 15.96 15.57 -0.39 -2.4% 0.00
Volume 5,528 14,569 9,041 163.5% 24,291
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,828.25 1,822.50 1,801.50
R3 1,817.75 1,812.00 1,798.75
R2 1,807.25 1,807.25 1,797.75
R1 1,801.50 1,801.50 1,796.75 1,804.50
PP 1,796.75 1,796.75 1,796.75 1,798.25
S1 1,791.00 1,791.00 1,794.75 1,794.00
S2 1,786.25 1,786.25 1,793.75
S3 1,775.75 1,780.50 1,792.75
S4 1,765.25 1,770.00 1,790.00
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,871.25 1,861.00 1,810.00
R3 1,843.00 1,832.75 1,802.25
R2 1,814.75 1,814.75 1,799.75
R1 1,804.50 1,804.50 1,797.00 1,809.50
PP 1,786.50 1,786.50 1,786.50 1,789.00
S1 1,776.25 1,776.25 1,792.00 1,781.50
S2 1,758.25 1,758.25 1,789.25
S3 1,730.00 1,748.00 1,786.75
S4 1,701.75 1,719.75 1,779.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,802.50 1,768.25 34.25 1.9% 14.25 0.8% 80% True False 6,571
10 1,802.50 1,748.00 54.50 3.0% 14.50 0.8% 88% True False 5,768
20 1,802.50 1,729.50 73.00 4.1% 15.75 0.9% 91% True False 5,902
40 1,802.50 1,633.50 169.00 9.4% 17.00 0.9% 96% True False 5,620
60 1,802.50 1,620.25 182.25 10.1% 16.00 0.9% 96% True False 4,153
80 1,802.50 1,613.00 189.50 10.6% 15.25 0.9% 96% True False 3,130
100 1,802.50 1,613.00 189.50 10.6% 14.00 0.8% 96% True False 2,515
120 1,802.50 1,542.25 260.25 14.5% 15.00 0.8% 97% True False 2,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,847.00
2.618 1,830.00
1.618 1,819.50
1.000 1,813.00
0.618 1,809.00
HIGH 1,802.50
0.618 1,798.50
0.500 1,797.25
0.382 1,796.00
LOW 1,792.00
0.618 1,785.50
1.000 1,781.50
1.618 1,775.00
2.618 1,764.50
4.250 1,747.50
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 1,797.25 1,792.50
PP 1,796.75 1,789.25
S1 1,796.25 1,786.00

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

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