E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 1,833.25 1,838.50 5.25 0.3% 1,824.00
High 1,842.50 1,838.75 -3.75 -0.2% 1,842.50
Low 1,826.25 1,809.50 -16.75 -0.9% 1,817.25
Close 1,837.75 1,815.00 -22.75 -1.2% 1,837.75
Range 16.25 29.25 13.00 80.0% 25.25
ATR 14.31 15.38 1.07 7.5% 0.00
Volume 1,455,887 1,710,408 254,521 17.5% 6,642,556
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,908.75 1,891.25 1,831.00
R3 1,879.50 1,862.00 1,823.00
R2 1,850.25 1,850.25 1,820.25
R1 1,832.75 1,832.75 1,817.75 1,827.00
PP 1,821.00 1,821.00 1,821.00 1,818.25
S1 1,803.50 1,803.50 1,812.25 1,797.50
S2 1,791.75 1,791.75 1,809.75
S3 1,762.50 1,774.25 1,807.00
S4 1,733.25 1,745.00 1,799.00
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,908.25 1,898.25 1,851.75
R3 1,883.00 1,873.00 1,844.75
R2 1,857.75 1,857.75 1,842.50
R1 1,847.75 1,847.75 1,840.00 1,852.75
PP 1,832.50 1,832.50 1,832.50 1,835.00
S1 1,822.50 1,822.50 1,835.50 1,827.50
S2 1,807.25 1,807.25 1,833.00
S3 1,782.00 1,797.25 1,830.75
S4 1,756.75 1,772.00 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 1,842.50 1,809.50 33.00 1.8% 17.00 0.9% 17% False True 1,396,751
10 1,846.50 1,809.50 37.00 2.0% 15.00 0.8% 15% False True 1,179,242
20 1,846.50 1,754.00 92.50 5.1% 15.50 0.9% 66% False False 1,232,929
40 1,846.50 1,754.00 92.50 5.1% 14.50 0.8% 66% False False 657,793
60 1,846.50 1,700.25 146.25 8.1% 15.00 0.8% 78% False False 440,250
80 1,846.50 1,633.50 213.00 11.7% 15.75 0.9% 85% False False 331,382
100 1,846.50 1,613.00 233.50 12.9% 15.75 0.9% 87% False False 265,131
120 1,846.50 1,613.00 233.50 12.9% 15.00 0.8% 87% False False 220,951
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 3.80
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,963.00
2.618 1,915.25
1.618 1,886.00
1.000 1,868.00
0.618 1,856.75
HIGH 1,838.75
0.618 1,827.50
0.500 1,824.00
0.382 1,820.75
LOW 1,809.50
0.618 1,791.50
1.000 1,780.25
1.618 1,762.25
2.618 1,733.00
4.250 1,685.25
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 1,824.00 1,826.00
PP 1,821.00 1,822.25
S1 1,818.00 1,818.75

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

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