E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 1,670.75 1,670.50 -0.25 0.0% 1,659.50
High 1,685.75 1,691.00 5.25 0.3% 1,685.75
Low 1,670.25 1,670.50 0.25 0.0% 1,631.50
Close 1,685.75 1,691.00 5.25 0.3% 1,685.75
Range 15.50 20.50 5.00 32.3% 54.25
ATR 14.36 14.79 0.44 3.1% 0.00
Volume 106 122 16 15.1% 338
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,745.75 1,738.75 1,702.25
R3 1,725.25 1,718.25 1,696.75
R2 1,704.75 1,704.75 1,694.75
R1 1,697.75 1,697.75 1,693.00 1,701.25
PP 1,684.25 1,684.25 1,684.25 1,686.00
S1 1,677.25 1,677.25 1,689.00 1,680.75
S2 1,663.75 1,663.75 1,687.25
S3 1,643.25 1,656.75 1,685.25
S4 1,622.75 1,636.25 1,679.75
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,830.50 1,812.25 1,715.50
R3 1,776.25 1,758.00 1,700.75
R2 1,722.00 1,722.00 1,695.75
R1 1,703.75 1,703.75 1,690.75 1,713.00
PP 1,667.75 1,667.75 1,667.75 1,672.25
S1 1,649.50 1,649.50 1,680.75 1,658.50
S2 1,613.50 1,613.50 1,675.75
S3 1,559.25 1,595.25 1,670.75
S4 1,505.00 1,541.00 1,656.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,691.00 1,631.50 59.50 3.5% 16.50 1.0% 100% True False 91
10 1,691.00 1,631.50 59.50 3.5% 12.00 0.7% 100% True False 90
20 1,709.00 1,631.50 77.50 4.6% 11.00 0.6% 77% False False 71
40 1,709.00 1,608.25 100.75 6.0% 7.75 0.5% 82% False False 39
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 0.65
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,778.00
2.618 1,744.75
1.618 1,724.25
1.000 1,711.50
0.618 1,703.75
HIGH 1,691.00
0.618 1,683.25
0.500 1,680.75
0.382 1,678.25
LOW 1,670.50
0.618 1,657.75
1.000 1,650.00
1.618 1,637.25
2.618 1,616.75
4.250 1,583.50
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 1,687.50 1,684.50
PP 1,684.25 1,678.00
S1 1,680.75 1,671.50

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

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