E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 1,836.00 1,835.25 -0.75 0.0% 1,833.50
High 1,844.00 1,856.75 12.75 0.7% 1,844.50
Low 1,832.75 1,829.25 -3.50 -0.2% 1,817.25
Close 1,834.25 1,846.00 11.75 0.6% 1,834.25
Range 11.25 27.50 16.25 144.4% 27.25
ATR 20.93 21.40 0.47 2.2% 0.00
Volume 1,316,655 1,612,323 295,668 22.5% 5,906,838
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,926.50 1,913.75 1,861.00
R3 1,899.00 1,886.25 1,853.50
R2 1,871.50 1,871.50 1,851.00
R1 1,858.75 1,858.75 1,848.50 1,865.00
PP 1,844.00 1,844.00 1,844.00 1,847.25
S1 1,831.25 1,831.25 1,843.50 1,837.50
S2 1,816.50 1,816.50 1,841.00
S3 1,789.00 1,803.75 1,838.50
S4 1,761.50 1,776.25 1,831.00
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,913.75 1,901.25 1,849.25
R3 1,886.50 1,874.00 1,841.75
R2 1,859.25 1,859.25 1,839.25
R1 1,846.75 1,846.75 1,836.75 1,853.00
PP 1,832.00 1,832.00 1,832.00 1,835.00
S1 1,819.50 1,819.50 1,831.75 1,825.75
S2 1,804.75 1,804.75 1,829.25
S3 1,777.50 1,792.25 1,826.75
S4 1,750.25 1,765.00 1,819.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,856.75 1,817.25 39.50 2.1% 18.25 1.0% 73% True False 1,503,832
10 1,856.75 1,786.25 70.50 3.8% 18.50 1.0% 85% True False 1,482,851
20 1,856.75 1,732.00 124.75 6.8% 24.00 1.3% 91% True False 1,889,882
40 1,856.75 1,732.00 124.75 6.8% 20.25 1.1% 91% True False 1,557,384
60 1,856.75 1,732.00 124.75 6.8% 18.50 1.0% 91% True False 1,261,743
80 1,856.75 1,729.50 127.25 6.9% 17.75 1.0% 92% True False 947,783
100 1,856.75 1,633.50 223.25 12.1% 18.00 1.0% 95% True False 759,294
120 1,856.75 1,620.25 236.50 12.8% 17.25 0.9% 95% True False 632,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.13
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,973.50
2.618 1,928.75
1.618 1,901.25
1.000 1,884.25
0.618 1,873.75
HIGH 1,856.75
0.618 1,846.25
0.500 1,843.00
0.382 1,839.75
LOW 1,829.25
0.618 1,812.25
1.000 1,801.75
1.618 1,784.75
2.618 1,757.25
4.250 1,712.50
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 1,845.00 1,843.00
PP 1,844.00 1,840.00
S1 1,843.00 1,837.00

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

View Archives - Comment on this page... - Back to Index of Symbols