E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 1,854.50 1,846.00 -8.50 -0.5% 1,835.25
High 1,866.50 1,849.50 -17.00 -0.9% 1,866.50
Low 1,845.25 1,832.25 -13.00 -0.7% 1,829.25
Close 1,857.50 1,843.00 -14.50 -0.8% 1,857.50
Range 21.25 17.25 -4.00 -18.8% 37.25
ATR 20.68 21.00 0.33 1.6% 0.00
Volume 2,106,508 2,376,689 270,181 12.8% 8,365,183
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,893.25 1,885.50 1,852.50
R3 1,876.00 1,868.25 1,847.75
R2 1,858.75 1,858.75 1,846.25
R1 1,851.00 1,851.00 1,844.50 1,846.25
PP 1,841.50 1,841.50 1,841.50 1,839.25
S1 1,833.75 1,833.75 1,841.50 1,829.00
S2 1,824.25 1,824.25 1,839.75
S3 1,807.00 1,816.50 1,838.25
S4 1,789.75 1,799.25 1,833.50
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,962.75 1,947.50 1,878.00
R3 1,925.50 1,910.25 1,867.75
R2 1,888.25 1,888.25 1,864.25
R1 1,873.00 1,873.00 1,861.00 1,880.50
PP 1,851.00 1,851.00 1,851.00 1,855.00
S1 1,835.75 1,835.75 1,854.00 1,843.50
S2 1,813.75 1,813.75 1,850.75
S3 1,776.50 1,798.50 1,847.25
S4 1,739.25 1,761.25 1,837.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,866.50 1,832.25 34.25 1.9% 18.00 1.0% 31% False True 1,825,909
10 1,866.50 1,817.25 49.25 2.7% 18.25 1.0% 52% False False 1,664,871
20 1,866.50 1,732.00 134.50 7.3% 21.50 1.2% 83% False False 1,773,483
40 1,866.50 1,732.00 134.50 7.3% 21.00 1.1% 83% False False 1,697,135
60 1,866.50 1,732.00 134.50 7.3% 19.25 1.0% 83% False False 1,412,644
80 1,866.50 1,729.50 137.00 7.4% 18.00 1.0% 83% False False 1,061,436
100 1,866.50 1,633.50 233.00 12.6% 18.00 1.0% 90% False False 850,279
120 1,866.50 1,633.50 233.00 12.6% 17.50 0.9% 90% False False 709,026
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 6.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,922.75
2.618 1,894.75
1.618 1,877.50
1.000 1,866.75
0.618 1,860.25
HIGH 1,849.50
0.618 1,843.00
0.500 1,841.00
0.382 1,838.75
LOW 1,832.25
0.618 1,821.50
1.000 1,815.00
1.618 1,804.25
2.618 1,787.00
4.250 1,759.00
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 1,842.25 1,849.50
PP 1,841.50 1,847.25
S1 1,841.00 1,845.00

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

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