E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1,836.00 1,835.50 -0.50 0.0% 1,817.00
High 1,838.50 1,846.50 8.00 0.4% 1,840.00
Low 1,833.50 1,834.25 0.75 0.0% 1,816.75
Close 1,834.75 1,841.00 6.25 0.3% 1,836.50
Range 5.00 12.25 7.25 145.0% 23.25
ATR 14.30 14.15 -0.15 -1.0% 0.00
Volume 581,577 653,055 71,478 12.3% 2,113,200
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,877.25 1,871.50 1,847.75
R3 1,865.00 1,859.25 1,844.25
R2 1,852.75 1,852.75 1,843.25
R1 1,847.00 1,847.00 1,842.00 1,850.00
PP 1,840.50 1,840.50 1,840.50 1,842.00
S1 1,834.75 1,834.75 1,840.00 1,837.50
S2 1,828.25 1,828.25 1,838.75
S3 1,816.00 1,822.50 1,837.75
S4 1,803.75 1,810.25 1,834.25
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,900.75 1,892.00 1,849.25
R3 1,877.50 1,868.75 1,843.00
R2 1,854.25 1,854.25 1,840.75
R1 1,845.50 1,845.50 1,838.75 1,850.00
PP 1,831.00 1,831.00 1,831.00 1,833.25
S1 1,822.25 1,822.25 1,834.25 1,826.50
S2 1,807.75 1,807.75 1,832.25
S3 1,784.50 1,799.00 1,830.00
S4 1,761.25 1,775.75 1,823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,846.50 1,820.50 26.00 1.4% 8.25 0.4% 79% True False 522,135
10 1,846.50 1,760.75 85.75 4.7% 13.50 0.7% 94% True False 1,074,907
20 1,846.50 1,754.00 92.50 5.0% 15.25 0.8% 94% True False 782,159
40 1,846.50 1,729.50 117.00 6.4% 14.75 0.8% 95% True False 394,714
60 1,846.50 1,633.50 213.00 11.6% 15.75 0.9% 97% True False 265,094
80 1,846.50 1,633.50 213.00 11.6% 15.50 0.8% 97% True False 199,432
100 1,846.50 1,613.00 233.50 12.7% 15.25 0.8% 98% True False 159,559
120 1,846.50 1,613.00 233.50 12.7% 14.25 0.8% 98% True False 132,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,898.50
2.618 1,878.50
1.618 1,866.25
1.000 1,858.75
0.618 1,854.00
HIGH 1,846.50
0.618 1,841.75
0.500 1,840.50
0.382 1,839.00
LOW 1,834.25
0.618 1,826.75
1.000 1,822.00
1.618 1,814.50
2.618 1,802.25
4.250 1,782.25
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1,840.75 1,840.50
PP 1,840.50 1,840.25
S1 1,840.50 1,840.00

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

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