E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 1,819.75 1,830.75 11.00 0.6% 1,836.00
High 1,834.75 1,834.75 0.00 0.0% 1,846.50
Low 1,819.50 1,825.50 6.00 0.3% 1,820.50
Close 1,830.75 1,832.50 1.75 0.1% 1,825.50
Range 15.25 9.25 -6.00 -39.3% 26.00
ATR 14.49 14.12 -0.37 -2.6% 0.00
Volume 1,162,443 1,330,414 167,971 14.4% 3,439,460
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,858.75 1,854.75 1,837.50
R3 1,849.50 1,845.50 1,835.00
R2 1,840.25 1,840.25 1,834.25
R1 1,836.25 1,836.25 1,833.25 1,838.25
PP 1,831.00 1,831.00 1,831.00 1,832.00
S1 1,827.00 1,827.00 1,831.75 1,829.00
S2 1,821.75 1,821.75 1,830.75
S3 1,812.50 1,817.75 1,830.00
S4 1,803.25 1,808.50 1,827.50
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,908.75 1,893.25 1,839.75
R3 1,882.75 1,867.25 1,832.75
R2 1,856.75 1,856.75 1,830.25
R1 1,841.25 1,841.25 1,828.00 1,836.00
PP 1,830.75 1,830.75 1,830.75 1,828.25
S1 1,815.25 1,815.25 1,823.00 1,810.00
S2 1,804.75 1,804.75 1,820.75
S3 1,778.75 1,789.25 1,818.25
S4 1,752.75 1,763.25 1,811.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,840.75 1,817.25 23.50 1.3% 14.25 0.8% 65% False False 1,213,378
10 1,846.50 1,817.25 29.25 1.6% 11.25 0.6% 52% False False 867,757
20 1,846.50 1,754.00 92.50 5.0% 15.00 0.8% 85% False False 1,075,131
40 1,846.50 1,748.00 98.50 5.4% 14.00 0.8% 86% False False 545,912
60 1,846.50 1,674.25 172.25 9.4% 15.00 0.8% 92% False False 365,642
80 1,846.50 1,633.50 213.00 11.6% 15.75 0.9% 93% False False 275,256
100 1,846.50 1,613.00 233.50 12.7% 15.50 0.8% 94% False False 220,224
120 1,846.50 1,613.00 233.50 12.7% 14.50 0.8% 94% False False 183,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.93
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,874.00
2.618 1,859.00
1.618 1,849.75
1.000 1,844.00
0.618 1,840.50
HIGH 1,834.75
0.618 1,831.25
0.500 1,830.00
0.382 1,829.00
LOW 1,825.50
0.618 1,819.75
1.000 1,816.25
1.618 1,810.50
2.618 1,801.25
4.250 1,786.25
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 1,831.75 1,830.25
PP 1,831.00 1,828.25
S1 1,830.00 1,826.00

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

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