E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 1,833.50 1,837.25 3.75 0.2% 1,793.00
High 1,840.25 1,844.50 4.25 0.2% 1,838.75
Low 1,831.50 1,823.25 -8.25 -0.5% 1,786.25
Close 1,837.50 1,825.50 -12.00 -0.7% 1,835.00
Range 8.75 21.25 12.50 142.9% 52.50
ATR 21.59 21.57 -0.02 -0.1% 0.00
Volume 1,210,508 1,771,087 560,579 46.3% 7,309,350
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,894.75 1,881.50 1,837.25
R3 1,873.50 1,860.25 1,831.25
R2 1,852.25 1,852.25 1,829.50
R1 1,839.00 1,839.00 1,827.50 1,835.00
PP 1,831.00 1,831.00 1,831.00 1,829.00
S1 1,817.75 1,817.75 1,823.50 1,813.75
S2 1,809.75 1,809.75 1,821.50
S3 1,788.50 1,796.50 1,819.75
S4 1,767.25 1,775.25 1,813.75
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 1,844.50 1,802.25 42.25 2.3% 18.00 1.0% 55% True False 1,475,600
10 1,844.50 1,732.00 112.50 6.2% 20.50 1.1% 83% True False 1,645,062
20 1,844.50 1,732.00 112.50 6.2% 25.25 1.4% 83% True False 1,929,175
40 1,846.50 1,732.00 114.50 6.3% 19.50 1.1% 82% False False 1,504,136
60 1,846.50 1,732.00 114.50 6.3% 18.25 1.0% 82% False False 1,186,510
80 1,846.50 1,729.50 117.00 6.4% 17.50 1.0% 82% False False 891,188
100 1,846.50 1,633.50 213.00 11.7% 17.75 1.0% 90% False False 714,033
120 1,846.50 1,613.00 233.50 12.8% 17.00 0.9% 91% False False 595,137
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 5.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,934.75
2.618 1,900.25
1.618 1,879.00
1.000 1,865.75
0.618 1,857.75
HIGH 1,844.50
0.618 1,836.50
0.500 1,834.00
0.382 1,831.25
LOW 1,823.25
0.618 1,810.00
1.000 1,802.00
1.618 1,788.75
2.618 1,767.50
4.250 1,733.00
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 1,834.00 1,830.25
PP 1,831.00 1,828.75
S1 1,828.25 1,827.00

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

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