E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 1,777.50 1,799.75 22.25 1.3% 1,799.50
High 1,799.50 1,805.00 5.50 0.3% 1,802.50
Low 1,777.50 1,798.50 21.00 1.2% 1,771.50
Close 1,798.50 1,802.75 4.25 0.2% 1,798.50
Range 22.00 6.50 -15.50 -70.5% 31.00
ATR 14.92 14.32 -0.60 -4.0% 0.00
Volume 66,924 67,905 981 1.5% 155,269
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,821.50 1,818.75 1,806.25
R3 1,815.00 1,812.25 1,804.50
R2 1,808.50 1,808.50 1,804.00
R1 1,805.75 1,805.75 1,803.25 1,807.00
PP 1,802.00 1,802.00 1,802.00 1,802.75
S1 1,799.25 1,799.25 1,802.25 1,800.50
S2 1,795.50 1,795.50 1,801.50
S3 1,789.00 1,792.75 1,801.00
S4 1,782.50 1,786.25 1,799.25
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,883.75 1,872.25 1,815.50
R3 1,852.75 1,841.25 1,807.00
R2 1,821.75 1,821.75 1,804.25
R1 1,810.25 1,810.25 1,801.25 1,800.50
PP 1,790.75 1,790.75 1,790.75 1,786.00
S1 1,779.25 1,779.25 1,795.75 1,769.50
S2 1,759.75 1,759.75 1,792.75
S3 1,728.75 1,748.25 1,790.00
S4 1,697.75 1,717.25 1,781.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,805.00 1,771.50 33.50 1.9% 15.50 0.9% 93% True False 41,491
10 1,805.75 1,771.50 34.25 1.9% 12.50 0.7% 91% False False 28,437
20 1,805.75 1,748.00 57.75 3.2% 13.25 0.7% 95% False False 16,692
40 1,805.75 1,674.25 131.50 7.3% 15.00 0.8% 98% False False 10,898
60 1,805.75 1,633.50 172.25 9.6% 16.00 0.9% 98% False False 8,631
80 1,805.75 1,613.00 192.75 10.7% 15.50 0.9% 98% False False 6,497
100 1,805.75 1,613.00 192.75 10.7% 14.50 0.8% 98% False False 5,207
120 1,805.75 1,542.25 263.50 14.6% 14.75 0.8% 99% False False 4,355
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,832.50
2.618 1,822.00
1.618 1,815.50
1.000 1,811.50
0.618 1,809.00
HIGH 1,805.00
0.618 1,802.50
0.500 1,801.75
0.382 1,801.00
LOW 1,798.50
0.618 1,794.50
1.000 1,792.00
1.618 1,788.00
2.618 1,781.50
4.250 1,771.00
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 1,802.50 1,798.50
PP 1,802.00 1,794.50
S1 1,801.75 1,790.25

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

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