E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1,785.50 1,785.75 0.25 0.0% 1,795.00
High 1,793.00 1,788.00 -5.00 -0.3% 1,805.75
Low 1,771.50 1,775.50 4.00 0.2% 1,792.00
Close 1,785.25 1,777.50 -7.75 -0.4% 1,797.75
Range 21.50 12.50 -9.00 -41.9% 13.75
ATR 14.52 14.38 -0.14 -1.0% 0.00
Volume 21,031 38,445 17,414 82.8% 61,202
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,817.75 1,810.25 1,784.50
R3 1,805.25 1,797.75 1,781.00
R2 1,792.75 1,792.75 1,779.75
R1 1,785.25 1,785.25 1,778.75 1,782.75
PP 1,780.25 1,780.25 1,780.25 1,779.00
S1 1,772.75 1,772.75 1,776.25 1,770.25
S2 1,767.75 1,767.75 1,775.25
S3 1,755.25 1,760.25 1,774.00
S4 1,742.75 1,747.75 1,770.50
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% 14.00 0.8% 18% False False 22,505
10 1,805.75 1,769.25 36.50 2.1% 12.50 0.7% 23% False False 15,854
20 1,805.75 1,729.50 76.25 4.3% 15.00 0.8% 63% False False 10,338
40 1,805.75 1,644.25 161.50 9.1% 16.00 0.9% 83% False False 7,948
60 1,805.75 1,633.50 172.25 9.7% 15.75 0.9% 84% False False 6,393
80 1,805.75 1,613.00 192.75 10.8% 15.75 0.9% 85% False False 4,814
100 1,805.75 1,613.00 192.75 10.8% 14.50 0.8% 85% False False 3,862
120 1,805.75 1,542.25 263.50 14.8% 14.75 0.8% 89% False False 3,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,841.00
2.618 1,820.75
1.618 1,808.25
1.000 1,800.50
0.618 1,795.75
HIGH 1,788.00
0.618 1,783.25
0.500 1,781.75
0.382 1,780.25
LOW 1,775.50
0.618 1,767.75
1.000 1,763.00
1.618 1,755.25
2.618 1,742.75
4.250 1,722.50
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1,781.75 1,783.50
PP 1,780.25 1,781.50
S1 1,779.00 1,779.50

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

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