E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 1,838.00 1,834.00 -4.00 -0.2% 1,838.50
High 1,842.75 1,844.00 1.25 0.1% 1,845.75
Low 1,829.25 1,826.25 -3.00 -0.2% 1,809.50
Close 1,834.25 1,838.50 4.25 0.2% 1,834.25
Range 13.50 17.75 4.25 31.5% 36.25
ATR 15.12 15.31 0.19 1.2% 0.00
Volume 1,182,782 1,329,662 146,880 12.4% 6,700,960
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,889.50 1,881.75 1,848.25
R3 1,871.75 1,864.00 1,843.50
R2 1,854.00 1,854.00 1,841.75
R1 1,846.25 1,846.25 1,840.25 1,850.00
PP 1,836.25 1,836.25 1,836.25 1,838.25
S1 1,828.50 1,828.50 1,836.75 1,832.50
S2 1,818.50 1,818.50 1,835.25
S3 1,800.75 1,810.75 1,833.50
S4 1,783.00 1,793.00 1,828.75
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,938.50 1,922.75 1,854.25
R3 1,902.25 1,886.50 1,844.25
R2 1,866.00 1,866.00 1,841.00
R1 1,850.25 1,850.25 1,837.50 1,840.00
PP 1,829.75 1,829.75 1,829.75 1,824.75
S1 1,814.00 1,814.00 1,831.00 1,803.75
S2 1,793.50 1,793.50 1,827.50
S3 1,757.25 1,777.75 1,824.25
S4 1,721.00 1,741.50 1,814.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,845.75 1,812.75 33.00 1.8% 15.25 0.8% 78% False False 1,264,042
10 1,845.75 1,809.50 36.25 2.0% 16.00 0.9% 80% False False 1,330,397
20 1,846.50 1,802.50 44.00 2.4% 13.50 0.7% 82% False False 1,079,097
40 1,846.50 1,754.00 92.50 5.0% 14.75 0.8% 91% False False 815,177
60 1,846.50 1,729.50 117.00 6.4% 15.00 0.8% 93% False False 545,192
80 1,846.50 1,633.50 213.00 11.6% 15.75 0.9% 96% False False 410,247
100 1,846.50 1,613.00 233.50 12.7% 15.50 0.8% 97% False False 328,329
120 1,846.50 1,613.00 233.50 12.7% 15.00 0.8% 97% False False 273,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,919.50
2.618 1,890.50
1.618 1,872.75
1.000 1,861.75
0.618 1,855.00
HIGH 1,844.00
0.618 1,837.25
0.500 1,835.00
0.382 1,833.00
LOW 1,826.25
0.618 1,815.25
1.000 1,808.50
1.618 1,797.50
2.618 1,779.75
4.250 1,750.75
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 1,837.50 1,837.50
PP 1,836.25 1,836.25
S1 1,835.00 1,835.00

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

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