E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1,823.75 1,824.75 1.00 0.1% 1,829.50
High 1,828.25 1,832.00 3.75 0.2% 1,839.75
Low 1,818.75 1,817.75 -1.00 -0.1% 1,814.50
Close 1,826.00 1,826.50 0.50 0.0% 1,819.00
Range 9.50 14.25 4.75 50.0% 25.25
ATR 13.25 13.33 0.07 0.5% 0.00
Volume 4,740 2,882 -1,858 -39.2% 14,881
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,868.25 1,861.50 1,834.25
R3 1,854.00 1,847.25 1,830.50
R2 1,839.75 1,839.75 1,829.00
R1 1,833.00 1,833.00 1,827.75 1,836.50
PP 1,825.50 1,825.50 1,825.50 1,827.00
S1 1,818.75 1,818.75 1,825.25 1,822.00
S2 1,811.25 1,811.25 1,824.00
S3 1,797.00 1,804.50 1,822.50
S4 1,782.75 1,790.25 1,818.75
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,900.25 1,884.75 1,833.00
R3 1,875.00 1,859.50 1,826.00
R2 1,849.75 1,849.75 1,823.75
R1 1,834.25 1,834.25 1,821.25 1,829.50
PP 1,824.50 1,824.50 1,824.50 1,822.00
S1 1,809.00 1,809.00 1,816.75 1,804.00
S2 1,799.25 1,799.25 1,814.25
S3 1,774.00 1,783.75 1,812.00
S4 1,748.75 1,758.50 1,805.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,832.00 1,811.00 21.00 1.1% 13.00 0.7% 74% True False 4,155
10 1,839.75 1,811.00 28.75 1.6% 11.25 0.6% 54% False False 2,711
20 1,839.75 1,747.00 92.75 5.1% 14.50 0.8% 86% False False 1,691
40 1,839.75 1,741.50 98.25 5.4% 13.00 0.7% 87% False False 903
60 1,839.75 1,678.50 161.25 8.8% 12.50 0.7% 92% False False 624
80 1,839.75 1,631.50 208.25 11.4% 12.00 0.7% 94% False False 486
100 1,839.75 1,608.25 231.50 12.7% 10.50 0.6% 94% False False 390
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 True
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,892.50
2.618 1,869.25
1.618 1,855.00
1.000 1,846.25
0.618 1,840.75
HIGH 1,832.00
0.618 1,826.50
0.500 1,825.00
0.382 1,823.25
LOW 1,817.75
0.618 1,809.00
1.000 1,803.50
1.618 1,794.75
2.618 1,780.50
4.250 1,757.25
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1,826.00 1,825.25
PP 1,825.50 1,824.00
S1 1,825.00 1,823.00

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

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