E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1,795.00 1,794.75 -0.25 0.0% 1,787.75
High 1,802.50 1,800.25 -2.25 -0.1% 1,796.50
Low 1,792.00 1,792.25 0.25 0.0% 1,768.25
Close 1,795.75 1,795.50 -0.25 0.0% 1,794.50
Range 10.50 8.00 -2.50 -23.8% 28.25
ATR 15.57 15.03 -0.54 -3.5% 0.00
Volume 14,569 3,001 -11,568 -79.4% 24,291
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,820.00 1,815.75 1,800.00
R3 1,812.00 1,807.75 1,797.75
R2 1,804.00 1,804.00 1,797.00
R1 1,799.75 1,799.75 1,796.25 1,802.00
PP 1,796.00 1,796.00 1,796.00 1,797.00
S1 1,791.75 1,791.75 1,794.75 1,794.00
S2 1,788.00 1,788.00 1,794.00
S3 1,780.00 1,783.75 1,793.25
S4 1,772.00 1,775.75 1,791.00
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% 13.50 0.8% 80% False False 6,002
10 1,802.50 1,748.00 54.50 3.0% 14.00 0.8% 87% False False 5,575
20 1,802.50 1,729.50 73.00 4.1% 15.50 0.9% 90% False False 5,880
40 1,802.50 1,633.50 169.00 9.4% 16.75 0.9% 96% False False 5,511
60 1,802.50 1,622.75 179.75 10.0% 16.00 0.9% 96% False False 4,203
80 1,802.50 1,613.00 189.50 10.6% 15.25 0.9% 96% False False 3,167
100 1,802.50 1,613.00 189.50 10.6% 14.00 0.8% 96% False False 2,545
120 1,802.50 1,542.25 260.25 14.5% 15.00 0.8% 97% False False 2,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,834.25
2.618 1,821.25
1.618 1,813.25
1.000 1,808.25
0.618 1,805.25
HIGH 1,800.25
0.618 1,797.25
0.500 1,796.25
0.382 1,795.25
LOW 1,792.25
0.618 1,787.25
1.000 1,784.25
1.618 1,779.25
2.618 1,771.25
4.250 1,758.25
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1,796.25 1,795.00
PP 1,796.00 1,794.50
S1 1,795.75 1,794.00

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

View Archives - Comment on this page... - Back to Index of Symbols