E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 1,864.75 1,868.75 4.00 0.2% 1,846.00
High 1,869.00 1,875.00 6.00 0.3% 1,887.50
Low 1,853.75 1,841.50 -12.25 -0.7% 1,832.25
Close 1,867.75 1,846.75 -21.00 -1.1% 1,878.00
Range 15.25 33.50 18.25 119.7% 55.25
ATR 19.08 20.11 1.03 5.4% 0.00
Volume 1,666,288 2,346,907 680,619 40.8% 8,421,064
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,955.00 1,934.25 1,865.25
R3 1,921.50 1,900.75 1,856.00
R2 1,888.00 1,888.00 1,853.00
R1 1,867.25 1,867.25 1,849.75 1,861.00
PP 1,854.50 1,854.50 1,854.50 1,851.25
S1 1,833.75 1,833.75 1,843.75 1,827.50
S2 1,821.00 1,821.00 1,840.50
S3 1,787.50 1,800.25 1,837.50
S4 1,754.00 1,766.75 1,828.25
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 2,031.75 2,010.00 1,908.50
R3 1,976.50 1,954.75 1,893.25
R2 1,921.25 1,921.25 1,888.25
R1 1,899.50 1,899.50 1,883.00 1,910.50
PP 1,866.00 1,866.00 1,866.00 1,871.25
S1 1,844.25 1,844.25 1,873.00 1,855.00
S2 1,810.75 1,810.75 1,867.75
S3 1,755.50 1,789.00 1,862.75
S4 1,700.25 1,733.75 1,847.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,887.50 1,841.50 46.00 2.5% 19.75 1.1% 11% False True 1,709,357
10 1,887.50 1,832.25 55.25 3.0% 18.75 1.0% 26% False False 1,731,818
20 1,887.50 1,802.25 85.25 4.6% 19.00 1.0% 52% False False 1,624,708
40 1,887.50 1,732.00 155.50 8.4% 21.50 1.2% 74% False False 1,745,266
60 1,887.50 1,732.00 155.50 8.4% 19.75 1.1% 74% False False 1,575,098
80 1,887.50 1,732.00 155.50 8.4% 18.00 1.0% 74% False False 1,221,408
100 1,887.50 1,720.50 167.00 9.0% 17.50 0.9% 76% False False 978,157
120 1,887.50 1,633.50 254.00 13.8% 17.75 1.0% 84% False False 815,962
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 4.55
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 2,017.50
2.618 1,962.75
1.618 1,929.25
1.000 1,908.50
0.618 1,895.75
HIGH 1,875.00
0.618 1,862.25
0.500 1,858.25
0.382 1,854.25
LOW 1,841.50
0.618 1,820.75
1.000 1,808.00
1.618 1,787.25
2.618 1,753.75
4.250 1,699.00
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 1,858.25 1,862.00
PP 1,854.50 1,856.75
S1 1,850.50 1,851.75

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

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