E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1,830.75 1,831.75 1.00 0.1% 1,836.00
High 1,834.75 1,839.00 4.25 0.2% 1,846.50
Low 1,825.50 1,824.25 -1.25 -0.1% 1,820.50
Close 1,832.50 1,833.00 0.50 0.0% 1,825.50
Range 9.25 14.75 5.50 59.5% 26.00
ATR 14.12 14.16 0.05 0.3% 0.00
Volume 1,330,414 1,324,605 -5,809 -0.4% 3,439,460
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,876.25 1,869.50 1,841.00
R3 1,861.50 1,854.75 1,837.00
R2 1,846.75 1,846.75 1,835.75
R1 1,840.00 1,840.00 1,834.25 1,843.50
PP 1,832.00 1,832.00 1,832.00 1,833.75
S1 1,825.25 1,825.25 1,831.75 1,828.50
S2 1,817.25 1,817.25 1,830.25
S3 1,802.50 1,810.50 1,829.00
S4 1,787.75 1,795.75 1,825.00
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 1,839.00 1,817.25 21.75 1.2% 13.50 0.7% 72% True False 1,229,654
10 1,846.50 1,817.25 29.25 1.6% 11.75 0.6% 54% False False 968,776
20 1,846.50 1,754.00 92.50 5.0% 15.25 0.8% 85% False False 1,134,823
40 1,846.50 1,748.00 98.50 5.4% 14.25 0.8% 86% False False 578,868
60 1,846.50 1,683.75 162.75 8.9% 14.75 0.8% 92% False False 387,650
80 1,846.50 1,633.50 213.00 11.6% 15.75 0.9% 94% False False 291,813
100 1,846.50 1,613.00 233.50 12.7% 15.50 0.8% 94% False False 233,469
120 1,846.50 1,613.00 233.50 12.7% 14.50 0.8% 94% False False 194,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,901.75
2.618 1,877.50
1.618 1,862.75
1.000 1,853.75
0.618 1,848.00
HIGH 1,839.00
0.618 1,833.25
0.500 1,831.50
0.382 1,830.00
LOW 1,824.25
0.618 1,815.25
1.000 1,809.50
1.618 1,800.50
2.618 1,785.75
4.250 1,761.50
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1,832.50 1,831.75
PP 1,832.00 1,830.50
S1 1,831.50 1,829.25

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

View Archives - Comment on this page... - Back to Index of Symbols