E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1,846.00 1,843.75 -2.25 -0.1% 1,835.25
High 1,849.50 1,874.75 25.25 1.4% 1,866.50
Low 1,832.25 1,843.50 11.25 0.6% 1,829.25
Close 1,843.00 1,871.50 28.50 1.5% 1,857.50
Range 17.25 31.25 14.00 81.2% 37.25
ATR 21.00 21.77 0.77 3.7% 0.00
Volume 2,376,689 1,750,397 -626,292 -26.4% 8,365,183
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,957.00 1,945.50 1,888.75
R3 1,925.75 1,914.25 1,880.00
R2 1,894.50 1,894.50 1,877.25
R1 1,883.00 1,883.00 1,874.25 1,888.75
PP 1,863.25 1,863.25 1,863.25 1,866.00
S1 1,851.75 1,851.75 1,868.75 1,857.50
S2 1,832.00 1,832.00 1,865.75
S3 1,800.75 1,820.50 1,863.00
S4 1,769.50 1,789.25 1,854.25
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 1,874.75 1,832.25 42.50 2.3% 21.50 1.2% 92% True False 1,862,748
10 1,874.75 1,817.25 57.50 3.1% 20.50 1.1% 94% True False 1,718,859
20 1,874.75 1,732.00 142.75 7.6% 20.50 1.1% 98% True False 1,709,677
40 1,874.75 1,732.00 142.75 7.6% 21.50 1.2% 98% True False 1,716,855
60 1,874.75 1,732.00 142.75 7.6% 19.50 1.0% 98% True False 1,441,467
80 1,874.75 1,729.50 145.25 7.8% 18.25 1.0% 98% True False 1,083,301
100 1,874.75 1,633.50 241.25 12.9% 18.00 1.0% 99% True False 867,721
120 1,874.75 1,633.50 241.25 12.9% 17.50 0.9% 99% True False 723,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.13
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,007.50
2.618 1,956.50
1.618 1,925.25
1.000 1,906.00
0.618 1,894.00
HIGH 1,874.75
0.618 1,862.75
0.500 1,859.00
0.382 1,855.50
LOW 1,843.50
0.618 1,824.25
1.000 1,812.25
1.618 1,793.00
2.618 1,761.75
4.250 1,710.75
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1,867.50 1,865.50
PP 1,863.25 1,859.50
S1 1,859.00 1,853.50

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

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