E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 1,767.00 1,768.50 1.50 0.1% 1,799.75
High 1,776.75 1,786.25 9.50 0.5% 1,805.25
Low 1,765.50 1,754.00 -11.50 -0.7% 1,765.50
Close 1,768.50 1,780.25 11.75 0.7% 1,768.50
Range 11.25 32.25 21.00 186.7% 39.75
ATR 14.60 15.86 1.26 8.6% 0.00
Volume 1,558,496 1,793,231 234,735 15.1% 2,961,340
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,870.25 1,857.50 1,798.00
R3 1,838.00 1,825.25 1,789.00
R2 1,805.75 1,805.75 1,786.25
R1 1,793.00 1,793.00 1,783.25 1,799.50
PP 1,773.50 1,773.50 1,773.50 1,776.75
S1 1,760.75 1,760.75 1,777.25 1,767.00
S2 1,741.25 1,741.25 1,774.25
S3 1,709.00 1,728.50 1,771.50
S4 1,676.75 1,696.25 1,762.50
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,899.00 1,873.50 1,790.25
R3 1,859.25 1,833.75 1,779.50
R2 1,819.50 1,819.50 1,775.75
R1 1,794.00 1,794.00 1,772.25 1,787.00
PP 1,779.75 1,779.75 1,779.75 1,776.25
S1 1,754.25 1,754.25 1,764.75 1,747.00
S2 1,740.00 1,740.00 1,761.25
S3 1,700.25 1,714.50 1,757.50
S4 1,660.50 1,674.75 1,746.75
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 1,754.00 51.25 2.9% 19.00 1.1% 51% False True 937,333
10 1,805.25 1,754.00 51.25 2.9% 17.25 1.0% 51% False True 489,412
20 1,805.75 1,754.00 51.75 2.9% 14.75 0.8% 51% False True 249,766
40 1,805.75 1,728.50 77.25 4.3% 14.75 0.8% 67% False False 127,530
60 1,805.75 1,633.50 172.25 9.7% 16.25 0.9% 85% False False 86,699
80 1,805.75 1,613.00 192.75 10.8% 15.75 0.9% 87% False False 65,075
100 1,805.75 1,613.00 192.75 10.8% 15.00 0.8% 87% False False 52,071
120 1,805.75 1,581.25 224.50 12.6% 14.25 0.8% 89% False False 43,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1,923.25
2.618 1,870.75
1.618 1,838.50
1.000 1,818.50
0.618 1,806.25
HIGH 1,786.25
0.618 1,774.00
0.500 1,770.00
0.382 1,766.25
LOW 1,754.00
0.618 1,734.00
1.000 1,721.75
1.618 1,701.75
2.618 1,669.50
4.250 1,617.00
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 1,777.00 1,777.00
PP 1,773.50 1,773.50
S1 1,770.00 1,770.00

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

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