E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1,794.75 1,795.25 0.50 0.0% 1,787.75
High 1,800.25 1,801.00 0.75 0.0% 1,796.50
Low 1,792.25 1,794.50 2.25 0.1% 1,768.25
Close 1,795.50 1,798.00 2.50 0.1% 1,794.50
Range 8.00 6.50 -1.50 -18.8% 28.25
ATR 15.03 14.42 -0.61 -4.1% 0.00
Volume 3,001 19,451 16,450 548.2% 24,291
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,817.25 1,814.25 1,801.50
R3 1,810.75 1,807.75 1,799.75
R2 1,804.25 1,804.25 1,799.25
R1 1,801.25 1,801.25 1,798.50 1,802.75
PP 1,797.75 1,797.75 1,797.75 1,798.50
S1 1,794.75 1,794.75 1,797.50 1,796.25
S2 1,791.25 1,791.25 1,796.75
S3 1,784.75 1,788.25 1,796.25
S4 1,778.25 1,781.75 1,794.50
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 1,769.25 33.25 1.8% 11.00 0.6% 86% False False 9,203
10 1,802.50 1,768.25 34.25 1.9% 12.00 0.7% 87% False False 7,083
20 1,802.50 1,729.50 73.00 4.1% 14.75 0.8% 94% False False 6,502
40 1,802.50 1,633.50 169.00 9.4% 16.50 0.9% 97% False False 5,869
60 1,802.50 1,626.50 176.00 9.8% 15.75 0.9% 97% False False 4,526
80 1,802.50 1,613.00 189.50 10.5% 15.25 0.9% 98% False False 3,410
100 1,802.50 1,613.00 189.50 10.5% 14.25 0.8% 98% False False 2,739
120 1,802.50 1,542.25 260.25 14.5% 15.00 0.8% 98% False False 2,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.23
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1,828.50
2.618 1,818.00
1.618 1,811.50
1.000 1,807.50
0.618 1,805.00
HIGH 1,801.00
0.618 1,798.50
0.500 1,797.75
0.382 1,797.00
LOW 1,794.50
0.618 1,790.50
1.000 1,788.00
1.618 1,784.00
2.618 1,777.50
4.250 1,767.00
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1,798.00 1,797.75
PP 1,797.75 1,797.50
S1 1,797.75 1,797.25

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

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