E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 1,822.75 1,829.50 6.75 0.4% 1,810.00
High 1,831.00 1,832.75 1.75 0.1% 1,832.75
Low 1,822.75 1,826.75 4.00 0.2% 1,810.00
Close 1,829.75 1,829.75 0.00 0.0% 1,829.75
Range 8.25 6.00 -2.25 -27.3% 22.75
ATR 14.47 13.87 -0.61 -4.2% 0.00
Volume 314 373 59 18.8% 3,648
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,847.75 1,844.75 1,833.00
R3 1,841.75 1,838.75 1,831.50
R2 1,835.75 1,835.75 1,830.75
R1 1,832.75 1,832.75 1,830.25 1,834.25
PP 1,829.75 1,829.75 1,829.75 1,830.50
S1 1,826.75 1,826.75 1,829.25 1,828.25
S2 1,823.75 1,823.75 1,828.75
S3 1,817.75 1,820.75 1,828.00
S4 1,811.75 1,814.75 1,826.50
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,892.50 1,883.75 1,842.25
R3 1,869.75 1,861.00 1,836.00
R2 1,847.00 1,847.00 1,834.00
R1 1,838.25 1,838.25 1,831.75 1,842.50
PP 1,824.25 1,824.25 1,824.25 1,826.25
S1 1,815.50 1,815.50 1,827.75 1,820.00
S2 1,801.50 1,801.50 1,825.50
S3 1,778.75 1,792.75 1,823.50
S4 1,756.00 1,770.00 1,817.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,832.75 1,796.00 36.75 2.0% 9.00 0.5% 92% True False 869
10 1,832.75 1,747.00 85.75 4.7% 15.50 0.8% 97% True False 693
20 1,832.75 1,747.00 85.75 4.7% 14.25 0.8% 97% True False 456
40 1,832.75 1,725.25 107.50 5.9% 13.25 0.7% 97% True False 256
60 1,832.75 1,631.50 201.25 11.0% 12.50 0.7% 99% True False 195
80 1,832.75 1,629.25 203.50 11.1% 11.50 0.6% 99% True False 156
100 1,832.75 1,608.25 224.50 12.3% 9.75 0.5% 99% True False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.10
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,858.25
2.618 1,848.50
1.618 1,842.50
1.000 1,838.75
0.618 1,836.50
HIGH 1,832.75
0.618 1,830.50
0.500 1,829.75
0.382 1,829.00
LOW 1,826.75
0.618 1,823.00
1.000 1,820.75
1.618 1,817.00
2.618 1,811.00
4.250 1,801.25
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 1,829.75 1,827.50
PP 1,829.75 1,825.50
S1 1,829.75 1,823.25

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

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