E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 1,827.00 1,830.25 3.25 0.2% 1,832.00
High 1,837.25 1,836.25 -1.00 -0.1% 1,839.00
Low 1,819.75 1,828.50 8.75 0.5% 1,803.25
Close 1,831.75 1,832.00 0.25 0.0% 1,827.75
Range 17.50 7.75 -9.75 -55.7% 35.75
ATR 14.68 14.19 -0.50 -3.4% 0.00
Volume 2,466 3,588 1,122 45.5% 16,579
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,855.50 1,851.50 1,836.25
R3 1,847.75 1,843.75 1,834.25
R2 1,840.00 1,840.00 1,833.50
R1 1,836.00 1,836.00 1,832.75 1,838.00
PP 1,832.25 1,832.25 1,832.25 1,833.25
S1 1,828.25 1,828.25 1,831.25 1,830.25
S2 1,824.50 1,824.50 1,830.50
S3 1,816.75 1,820.50 1,829.75
S4 1,809.00 1,812.75 1,827.75
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,930.50 1,915.00 1,847.50
R3 1,894.75 1,879.25 1,837.50
R2 1,859.00 1,859.00 1,834.25
R1 1,843.50 1,843.50 1,831.00 1,833.50
PP 1,823.25 1,823.25 1,823.25 1,818.25
S1 1,807.75 1,807.75 1,824.50 1,797.50
S2 1,787.50 1,787.50 1,821.25
S3 1,751.75 1,772.00 1,818.00
S4 1,716.00 1,736.25 1,808.00
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 1,819.75 19.25 1.1% 12.25 0.7% 64% False False 3,353
10 1,839.00 1,803.25 35.75 2.0% 15.00 0.8% 80% False False 3,331
20 1,839.75 1,803.25 36.50 2.0% 12.75 0.7% 79% False False 2,788
40 1,839.75 1,747.00 92.75 5.1% 13.50 0.7% 92% False False 1,536
60 1,839.75 1,725.25 114.50 6.3% 13.00 0.7% 93% False False 1,042
80 1,839.75 1,631.50 208.25 11.4% 12.50 0.7% 96% False False 800
100 1,839.75 1,611.50 228.25 12.5% 11.50 0.6% 97% False False 646
120 1,839.75 1,608.25 231.50 12.6% 10.25 0.6% 97% False False 541
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 3.93
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,869.25
2.618 1,856.50
1.618 1,848.75
1.000 1,844.00
0.618 1,841.00
HIGH 1,836.25
0.618 1,833.25
0.500 1,832.50
0.382 1,831.50
LOW 1,828.50
0.618 1,823.75
1.000 1,820.75
1.618 1,816.00
2.618 1,808.25
4.250 1,795.50
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 1,832.50 1,830.75
PP 1,832.25 1,829.75
S1 1,832.00 1,828.50

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

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