E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 1,793.25 1,785.50 -7.75 -0.4% 1,795.00
High 1,795.25 1,793.00 -2.25 -0.1% 1,805.75
Low 1,779.75 1,771.50 -8.25 -0.5% 1,792.00
Close 1,785.00 1,785.25 0.25 0.0% 1,797.75
Range 15.50 21.50 6.00 38.7% 13.75
ATR 13.98 14.52 0.54 3.8% 0.00
Volume 13,152 21,031 7,879 59.9% 61,202
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,847.75 1,838.00 1,797.00
R3 1,826.25 1,816.50 1,791.25
R2 1,804.75 1,804.75 1,789.25
R1 1,795.00 1,795.00 1,787.25 1,789.00
PP 1,783.25 1,783.25 1,783.25 1,780.25
S1 1,773.50 1,773.50 1,783.25 1,767.50
S2 1,761.75 1,761.75 1,781.25
S3 1,740.25 1,752.00 1,779.25
S4 1,718.75 1,730.50 1,773.50
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 1,771.50 34.25 1.9% 12.75 0.7% 40% False True 18,706
10 1,805.75 1,768.25 37.50 2.1% 13.25 0.7% 45% False False 12,354
20 1,805.75 1,729.50 76.25 4.3% 15.00 0.8% 73% False False 8,801
40 1,805.75 1,633.50 172.25 9.6% 16.00 0.9% 88% False False 7,102
60 1,805.75 1,633.50 172.25 9.6% 15.75 0.9% 88% False False 5,756
80 1,805.75 1,613.00 192.75 10.8% 15.50 0.9% 89% False False 4,333
100 1,805.75 1,613.00 192.75 10.8% 14.50 0.8% 89% False False 3,478
120 1,805.75 1,542.25 263.50 14.8% 14.75 0.8% 92% False False 2,920
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 3.43
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,884.50
2.618 1,849.25
1.618 1,827.75
1.000 1,814.50
0.618 1,806.25
HIGH 1,793.00
0.618 1,784.75
0.500 1,782.25
0.382 1,779.75
LOW 1,771.50
0.618 1,758.25
1.000 1,750.00
1.618 1,736.75
2.618 1,715.25
4.250 1,680.00
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 1,784.25 1,787.00
PP 1,783.25 1,786.50
S1 1,782.25 1,785.75

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

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