E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1,802.75 1,798.00 -4.75 -0.3% 1,799.50
High 1,805.25 1,801.50 -3.75 -0.2% 1,802.50
Low 1,794.75 1,773.25 -21.50 -1.2% 1,771.50
Close 1,796.75 1,774.50 -22.25 -1.2% 1,798.50
Range 10.50 28.25 17.75 169.0% 31.00
ATR 14.05 15.06 1.01 7.2% 0.00
Volume 130,771 370,512 239,741 183.3% 155,269
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,867.75 1,849.50 1,790.00
R3 1,839.50 1,821.25 1,782.25
R2 1,811.25 1,811.25 1,779.75
R1 1,793.00 1,793.00 1,777.00 1,788.00
PP 1,783.00 1,783.00 1,783.00 1,780.50
S1 1,764.75 1,764.75 1,772.00 1,759.75
S2 1,754.75 1,754.75 1,769.25
S3 1,726.50 1,736.50 1,766.75
S4 1,698.25 1,708.25 1,759.00
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 1,805.25 1,773.25 32.00 1.8% 16.00 0.9% 4% False True 134,911
10 1,805.75 1,771.50 34.25 1.9% 14.50 0.8% 9% False False 76,808
20 1,805.75 1,748.00 57.75 3.3% 14.25 0.8% 46% False False 41,192
40 1,805.75 1,685.00 120.75 6.8% 15.00 0.8% 74% False False 23,212
60 1,805.75 1,633.50 172.25 9.7% 16.25 0.9% 82% False False 16,975
80 1,805.75 1,613.00 192.75 10.9% 15.75 0.9% 84% False False 12,761
100 1,805.75 1,613.00 192.75 10.9% 14.75 0.8% 84% False False 10,219
120 1,805.75 1,542.25 263.50 14.8% 14.50 0.8% 88% False False 8,532
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 2.48
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,921.50
2.618 1,875.50
1.618 1,847.25
1.000 1,829.75
0.618 1,819.00
HIGH 1,801.50
0.618 1,790.75
0.500 1,787.50
0.382 1,784.00
LOW 1,773.25
0.618 1,755.75
1.000 1,745.00
1.618 1,727.50
2.618 1,699.25
4.250 1,653.25
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1,787.50 1,789.25
PP 1,783.00 1,784.25
S1 1,778.75 1,779.50

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

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