E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1,778.25 1,776.25 -2.00 -0.1% 1,789.25
High 1,785.00 1,776.50 -8.50 -0.5% 1,798.75
Low 1,766.50 1,770.00 3.50 0.2% 1,786.00
Close 1,778.50 1,770.75 -7.75 -0.4% 1,791.00
Range 18.50 6.50 -12.00 -64.9% 12.75
ATR 12.40 12.12 -0.28 -2.2% 0.00
Volume 57 84 27 47.4% 705
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,792.00 1,787.75 1,774.25
R3 1,785.50 1,781.25 1,772.50
R2 1,779.00 1,779.00 1,772.00
R1 1,774.75 1,774.75 1,771.25 1,773.50
PP 1,772.50 1,772.50 1,772.50 1,771.75
S1 1,768.25 1,768.25 1,770.25 1,767.00
S2 1,766.00 1,766.00 1,769.50
S3 1,759.50 1,761.75 1,769.00
S4 1,753.00 1,755.25 1,767.25
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,830.25 1,823.25 1,798.00
R3 1,817.50 1,810.50 1,794.50
R2 1,804.75 1,804.75 1,793.25
R1 1,797.75 1,797.75 1,792.25 1,801.25
PP 1,792.00 1,792.00 1,792.00 1,793.50
S1 1,785.00 1,785.00 1,789.75 1,788.50
S2 1,779.25 1,779.25 1,788.75
S3 1,766.50 1,772.25 1,787.50
S4 1,753.75 1,759.50 1,784.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,798.75 1,766.50 32.25 1.8% 11.75 0.7% 13% False False 252
10 1,798.75 1,763.00 35.75 2.0% 10.75 0.6% 22% False False 150
20 1,798.75 1,725.25 73.50 4.2% 12.75 0.7% 62% False False 115
40 1,798.75 1,652.00 146.75 8.3% 11.75 0.7% 81% False False 85
60 1,798.75 1,631.50 167.25 9.4% 11.00 0.6% 83% False False 76
80 1,798.75 1,608.25 190.50 10.8% 9.25 0.5% 85% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,804.00
2.618 1,793.50
1.618 1,787.00
1.000 1,783.00
0.618 1,780.50
HIGH 1,776.50
0.618 1,774.00
0.500 1,773.25
0.382 1,772.50
LOW 1,770.00
0.618 1,766.00
1.000 1,763.50
1.618 1,759.50
2.618 1,753.00
4.250 1,742.50
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1,773.25 1,777.25
PP 1,772.50 1,775.00
S1 1,771.50 1,773.00

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

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