E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 1,816.75 1,823.75 7.00 0.4% 1,793.00
High 1,827.00 1,838.75 11.75 0.6% 1,838.75
Low 1,802.25 1,816.00 13.75 0.8% 1,786.25
Close 1,824.25 1,835.00 10.75 0.6% 1,835.00
Range 24.75 22.75 -2.00 -8.1% 52.50
ATR 22.57 22.58 0.01 0.1% 0.00
Volume 1,645,236 1,365,228 -280,008 -17.0% 7,309,350
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,898.25 1,889.25 1,847.50
R3 1,875.50 1,866.50 1,841.25
R2 1,852.75 1,852.75 1,839.25
R1 1,843.75 1,843.75 1,837.00 1,848.25
PP 1,830.00 1,830.00 1,830.00 1,832.00
S1 1,821.00 1,821.00 1,833.00 1,825.50
S2 1,807.25 1,807.25 1,830.75
S3 1,784.50 1,798.25 1,828.75
S4 1,761.75 1,775.50 1,822.50
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,977.50 1,958.75 1,864.00
R3 1,925.00 1,906.25 1,849.50
R2 1,872.50 1,872.50 1,844.50
R1 1,853.75 1,853.75 1,839.75 1,863.00
PP 1,820.00 1,820.00 1,820.00 1,824.75
S1 1,801.25 1,801.25 1,830.25 1,810.50
S2 1,767.50 1,767.50 1,825.50
S3 1,715.00 1,748.75 1,820.50
S4 1,662.50 1,696.25 1,806.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,838.75 1,786.25 52.50 2.9% 19.00 1.0% 93% True False 1,461,870
10 1,838.75 1,732.00 106.75 5.8% 24.50 1.3% 96% True False 1,882,096
20 1,844.00 1,732.00 112.00 6.1% 25.25 1.4% 92% False False 1,905,718
40 1,846.50 1,732.00 114.50 6.2% 20.00 1.1% 90% False False 1,535,068
60 1,846.50 1,732.00 114.50 6.2% 18.25 1.0% 90% False False 1,136,972
80 1,846.50 1,728.75 117.75 6.4% 17.50 1.0% 90% False False 854,054
100 1,846.50 1,633.50 213.00 11.6% 17.75 1.0% 95% False False 684,276
120 1,846.50 1,613.00 233.50 12.7% 17.25 0.9% 95% False False 570,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,935.50
2.618 1,898.25
1.618 1,875.50
1.000 1,861.50
0.618 1,852.75
HIGH 1,838.75
0.618 1,830.00
0.500 1,827.50
0.382 1,824.75
LOW 1,816.00
0.618 1,802.00
1.000 1,793.25
1.618 1,779.25
2.618 1,756.50
4.250 1,719.25
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 1,832.50 1,830.25
PP 1,830.00 1,825.25
S1 1,827.50 1,820.50

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

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