E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1,826.50 1,834.75 8.25 0.5% 1,818.00
High 1,839.00 1,836.75 -2.25 -0.1% 1,835.50
Low 1,825.00 1,828.00 3.00 0.2% 1,811.00
Close 1,835.00 1,829.50 -5.50 -0.3% 1,831.00
Range 14.00 8.75 -5.25 -37.5% 24.50
ATR 15.00 14.56 -0.45 -3.0% 0.00
Volume 3,899 3,604 -295 -7.6% 14,602
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,857.75 1,852.25 1,834.25
R3 1,849.00 1,843.50 1,832.00
R2 1,840.25 1,840.25 1,831.00
R1 1,834.75 1,834.75 1,830.25 1,833.00
PP 1,831.50 1,831.50 1,831.50 1,830.50
S1 1,826.00 1,826.00 1,828.75 1,824.50
S2 1,822.75 1,822.75 1,828.00
S3 1,814.00 1,817.25 1,827.00
S4 1,805.25 1,808.50 1,824.75
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,899.25 1,889.75 1,844.50
R3 1,874.75 1,865.25 1,837.75
R2 1,850.25 1,850.25 1,835.50
R1 1,840.75 1,840.75 1,833.25 1,845.50
PP 1,825.75 1,825.75 1,825.75 1,828.25
S1 1,816.25 1,816.25 1,828.75 1,821.00
S2 1,801.25 1,801.25 1,826.50
S3 1,776.75 1,791.75 1,824.25
S4 1,752.25 1,767.25 1,817.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,839.00 1,803.25 35.75 2.0% 17.75 1.0% 73% False False 3,284
10 1,839.00 1,803.25 35.75 2.0% 15.25 0.8% 73% False False 3,720
20 1,839.75 1,754.00 85.75 4.7% 14.50 0.8% 88% False False 2,415
40 1,839.75 1,747.00 92.75 5.1% 13.75 0.8% 89% False False 1,309
60 1,839.75 1,723.25 116.50 6.4% 12.75 0.7% 91% False False 888
80 1,839.75 1,631.50 208.25 11.4% 12.25 0.7% 95% False False 690
100 1,839.75 1,608.25 231.50 12.7% 11.25 0.6% 96% False False 554
120 1,839.75 1,608.25 231.50 12.7% 10.00 0.5% 96% False False 464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.75
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,874.00
2.618 1,859.75
1.618 1,851.00
1.000 1,845.50
0.618 1,842.25
HIGH 1,836.75
0.618 1,833.50
0.500 1,832.50
0.382 1,831.25
LOW 1,828.00
0.618 1,822.50
1.000 1,819.25
1.618 1,813.75
2.618 1,805.00
4.250 1,790.75
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1,832.50 1,827.25
PP 1,831.50 1,825.00
S1 1,830.50 1,822.50

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

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