E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 1,799.50 1,793.25 -6.25 -0.3% 1,795.00
High 1,802.50 1,795.25 -7.25 -0.4% 1,805.75
Low 1,791.00 1,779.75 -11.25 -0.6% 1,792.00
Close 1,793.25 1,785.00 -8.25 -0.5% 1,797.75
Range 11.50 15.50 4.00 34.8% 13.75
ATR 13.87 13.98 0.12 0.8% 0.00
Volume 15,717 13,152 -2,565 -16.3% 61,202
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,833.25 1,824.50 1,793.50
R3 1,817.75 1,809.00 1,789.25
R2 1,802.25 1,802.25 1,787.75
R1 1,793.50 1,793.50 1,786.50 1,790.00
PP 1,786.75 1,786.75 1,786.75 1,785.00
S1 1,778.00 1,778.00 1,783.50 1,774.50
S2 1,771.25 1,771.25 1,782.25
S3 1,755.75 1,762.50 1,780.75
S4 1,740.25 1,747.00 1,776.50
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,839.75 1,832.50 1,805.25
R3 1,826.00 1,818.75 1,801.50
R2 1,812.25 1,812.25 1,800.25
R1 1,805.00 1,805.00 1,799.00 1,808.50
PP 1,798.50 1,798.50 1,798.50 1,800.25
S1 1,791.25 1,791.25 1,796.50 1,795.00
S2 1,784.75 1,784.75 1,795.25
S3 1,771.00 1,777.50 1,794.00
S4 1,757.25 1,763.75 1,790.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,805.75 1,779.75 26.00 1.5% 10.25 0.6% 20% False True 15,100
10 1,805.75 1,768.25 37.50 2.1% 12.25 0.7% 45% False False 10,836
20 1,805.75 1,729.50 76.25 4.3% 14.50 0.8% 73% False False 7,811
40 1,805.75 1,633.50 172.25 9.6% 16.25 0.9% 88% False False 6,732
60 1,805.75 1,633.50 172.25 9.6% 15.50 0.9% 88% False False 5,407
80 1,805.75 1,613.00 192.75 10.8% 15.50 0.9% 89% False False 4,071
100 1,805.75 1,613.00 192.75 10.8% 14.25 0.8% 89% False False 3,267
120 1,805.75 1,542.25 263.50 14.8% 14.75 0.8% 92% False False 2,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,861.00
2.618 1,835.75
1.618 1,820.25
1.000 1,810.75
0.618 1,804.75
HIGH 1,795.25
0.618 1,789.25
0.500 1,787.50
0.382 1,785.75
LOW 1,779.75
0.618 1,770.25
1.000 1,764.25
1.618 1,754.75
2.618 1,739.25
4.250 1,714.00
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1,787.50 1,792.75
PP 1,786.75 1,790.25
S1 1,785.75 1,787.50

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

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