E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 1,771.25 1,796.00 24.75 1.4% 1,834.00
High 1,797.00 1,801.25 4.25 0.2% 1,844.00
Low 1,771.00 1,764.00 -7.00 -0.4% 1,780.00
Close 1,788.25 1,771.25 -17.00 -1.0% 1,782.00
Range 26.00 37.25 11.25 43.3% 64.00
ATR 19.22 20.51 1.29 6.7% 0.00
Volume 1,726,338 2,740,741 1,014,403 58.8% 6,653,103
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,890.50 1,868.25 1,791.75
R3 1,853.25 1,831.00 1,781.50
R2 1,816.00 1,816.00 1,778.00
R1 1,793.75 1,793.75 1,774.75 1,786.25
PP 1,778.75 1,778.75 1,778.75 1,775.00
S1 1,756.50 1,756.50 1,767.75 1,749.00
S2 1,741.50 1,741.50 1,764.50
S3 1,704.25 1,719.25 1,761.00
S4 1,667.00 1,682.00 1,750.75
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,994.00 1,952.00 1,817.25
R3 1,930.00 1,888.00 1,799.50
R2 1,866.00 1,866.00 1,793.75
R1 1,824.00 1,824.00 1,787.75 1,813.00
PP 1,802.00 1,802.00 1,802.00 1,796.50
S1 1,760.00 1,760.00 1,776.25 1,749.00
S2 1,738.00 1,738.00 1,770.25
S3 1,674.00 1,696.00 1,764.50
S4 1,610.00 1,632.00 1,746.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,844.00 1,764.00 80.00 4.5% 33.25 1.9% 9% False True 2,324,990
10 1,845.75 1,764.00 81.75 4.6% 23.00 1.3% 9% False True 1,729,159
20 1,846.50 1,764.00 82.50 4.7% 19.75 1.1% 9% False True 1,504,880
40 1,846.50 1,754.00 92.50 5.2% 17.50 1.0% 19% False False 1,127,586
60 1,846.50 1,729.50 117.00 6.6% 16.50 0.9% 36% False False 754,157
80 1,846.50 1,633.50 213.00 12.0% 16.75 1.0% 65% False False 566,931
100 1,846.50 1,626.50 220.00 12.4% 16.50 0.9% 66% False False 453,992
120 1,846.50 1,613.00 233.50 13.2% 16.00 0.9% 68% False False 378,337
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 False
Bear Hook False
Bull Hook False
Stretch 4.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,959.50
2.618 1,898.75
1.618 1,861.50
1.000 1,838.50
0.618 1,824.25
HIGH 1,801.25
0.618 1,787.00
0.500 1,782.50
0.382 1,778.25
LOW 1,764.00
0.618 1,741.00
1.000 1,726.75
1.618 1,703.75
2.618 1,666.50
4.250 1,605.75
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 1,782.50 1,782.50
PP 1,778.75 1,778.75
S1 1,775.00 1,775.00

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

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