E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 1,777.50 1,738.25 -39.25 -2.2% 1,781.75
High 1,783.75 1,753.50 -30.25 -1.7% 1,801.25
Low 1,732.25 1,734.00 1.75 0.1% 1,761.25
Close 1,732.75 1,743.75 11.00 0.6% 1,776.50
Range 51.50 19.50 -32.00 -62.1% 40.00
ATR 23.49 23.29 -0.20 -0.8% 0.00
Volume 3,026,524 2,325,416 -701,108 -23.2% 11,457,514
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,802.25 1,792.50 1,754.50
R3 1,782.75 1,773.00 1,749.00
R2 1,763.25 1,763.25 1,747.25
R1 1,753.50 1,753.50 1,745.50 1,758.50
PP 1,743.75 1,743.75 1,743.75 1,746.25
S1 1,734.00 1,734.00 1,742.00 1,739.00
S2 1,724.25 1,724.25 1,740.25
S3 1,704.75 1,714.50 1,738.50
S4 1,685.25 1,695.00 1,733.00
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,899.75 1,878.00 1,798.50
R3 1,859.75 1,838.00 1,787.50
R2 1,819.75 1,819.75 1,783.75
R1 1,798.00 1,798.00 1,780.25 1,789.00
PP 1,779.75 1,779.75 1,779.75 1,775.00
S1 1,758.00 1,758.00 1,772.75 1,749.00
S2 1,739.75 1,739.75 1,769.25
S3 1,699.75 1,718.00 1,765.50
S4 1,659.75 1,678.00 1,754.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,801.25 1,732.25 69.00 4.0% 32.25 1.8% 17% False False 2,461,416
10 1,844.00 1,732.25 111.75 6.4% 30.00 1.7% 10% False False 2,213,289
20 1,845.75 1,732.25 113.50 6.5% 23.00 1.3% 10% False False 1,771,843
40 1,846.50 1,732.25 114.25 6.6% 19.00 1.1% 10% False False 1,364,536
60 1,846.50 1,729.50 117.00 6.7% 17.75 1.0% 12% False False 913,137
80 1,846.50 1,644.25 202.25 11.6% 17.50 1.0% 49% False False 686,242
100 1,846.50 1,633.50 213.00 12.2% 17.00 1.0% 52% False False 549,651
120 1,846.50 1,613.00 233.50 13.4% 16.75 1.0% 56% False False 458,055
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.50
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,836.50
2.618 1,804.50
1.618 1,785.00
1.000 1,773.00
0.618 1,765.50
HIGH 1,753.50
0.618 1,746.00
0.500 1,743.75
0.382 1,741.50
LOW 1,734.00
0.618 1,722.00
1.000 1,714.50
1.618 1,702.50
2.618 1,683.00
4.250 1,651.00
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 1,743.75 1,760.25
PP 1,743.75 1,754.75
S1 1,743.75 1,749.25

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

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