E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 1,858.75 1,871.00 12.25 0.7% 1,875.50
High 1,874.00 1,874.50 0.50 0.0% 1,882.25
Low 1,852.50 1,849.50 -3.00 -0.2% 1,839.00
Close 1,870.75 1,859.75 -11.00 -0.6% 1,840.00
Range 21.50 25.00 3.50 16.3% 43.25
ATR 20.64 20.95 0.31 1.5% 0.00
Volume 871,094 640,709 -230,385 -26.4% 8,099,818
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,936.25 1,923.00 1,873.50
R3 1,911.25 1,898.00 1,866.50
R2 1,886.25 1,886.25 1,864.25
R1 1,873.00 1,873.00 1,862.00 1,867.00
PP 1,861.25 1,861.25 1,861.25 1,858.25
S1 1,848.00 1,848.00 1,857.50 1,842.00
S2 1,836.25 1,836.25 1,855.25
S3 1,811.25 1,823.00 1,853.00
S4 1,786.25 1,798.00 1,846.00
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,983.50 1,955.00 1,863.75
R3 1,940.25 1,911.75 1,852.00
R2 1,897.00 1,897.00 1,848.00
R1 1,868.50 1,868.50 1,844.00 1,861.00
PP 1,853.75 1,853.75 1,853.75 1,850.00
S1 1,825.25 1,825.25 1,836.00 1,818.00
S2 1,810.50 1,810.50 1,832.00
S3 1,767.25 1,782.00 1,828.00
S4 1,724.00 1,738.75 1,816.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,875.00 1,830.50 44.50 2.4% 25.25 1.4% 66% False False 1,193,065
10 1,887.50 1,830.50 57.00 3.1% 20.25 1.1% 51% False False 1,344,821
20 1,887.50 1,817.25 70.25 3.8% 19.75 1.1% 60% False False 1,506,026
40 1,887.50 1,732.00 155.50 8.4% 22.50 1.2% 82% False False 1,717,601
60 1,887.50 1,732.00 155.50 8.4% 19.50 1.0% 82% False False 1,504,766
80 1,887.50 1,732.00 155.50 8.4% 18.50 1.0% 82% False False 1,266,389
100 1,887.50 1,729.50 158.00 8.5% 18.00 1.0% 82% False False 1,014,155
120 1,887.50 1,633.50 254.00 13.7% 18.00 1.0% 89% False False 846,032
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 5.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,980.75
2.618 1,940.00
1.618 1,915.00
1.000 1,899.50
0.618 1,890.00
HIGH 1,874.50
0.618 1,865.00
0.500 1,862.00
0.382 1,859.00
LOW 1,849.50
0.618 1,834.00
1.000 1,824.50
1.618 1,809.00
2.618 1,784.00
4.250 1,743.25
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 1,862.00 1,857.25
PP 1,861.25 1,855.00
S1 1,860.50 1,852.50

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

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