E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1,817.25 1,774.25 -43.00 -2.4% 1,827.00
High 1,821.25 1,785.25 -36.00 -2.0% 1,837.25
Low 1,773.25 1,760.50 -12.75 -0.7% 1,773.25
Close 1,775.25 1,768.75 -6.50 -0.4% 1,775.25
Range 48.00 24.75 -23.25 -48.4% 64.00
ATR 17.63 18.14 0.51 2.9% 0.00
Volume 5,689 9,942 4,253 74.8% 14,690
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,845.75 1,832.00 1,782.25
R3 1,821.00 1,807.25 1,775.50
R2 1,796.25 1,796.25 1,773.25
R1 1,782.50 1,782.50 1,771.00 1,777.00
PP 1,771.50 1,771.50 1,771.50 1,768.75
S1 1,757.75 1,757.75 1,766.50 1,752.25
S2 1,746.75 1,746.75 1,764.25
S3 1,722.00 1,733.00 1,762.00
S4 1,697.25 1,708.25 1,755.25
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,987.25 1,945.25 1,810.50
R3 1,923.25 1,881.25 1,792.75
R2 1,859.25 1,859.25 1,787.00
R1 1,817.25 1,817.25 1,781.00 1,806.25
PP 1,795.25 1,795.25 1,795.25 1,789.75
S1 1,753.25 1,753.25 1,769.50 1,742.25
S2 1,731.25 1,731.25 1,763.50
S3 1,667.25 1,689.25 1,757.75
S4 1,603.25 1,625.25 1,740.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,837.25 1,760.50 76.75 4.3% 25.50 1.4% 11% False True 4,926
10 1,839.00 1,760.50 78.50 4.4% 21.50 1.2% 11% False True 4,121
20 1,839.75 1,760.50 79.25 4.5% 16.75 0.9% 10% False True 3,553
40 1,839.75 1,747.00 92.75 5.2% 15.50 0.9% 23% False False 1,997
60 1,839.75 1,725.25 114.50 6.5% 14.50 0.8% 38% False False 1,349
80 1,839.75 1,631.50 208.25 11.8% 13.50 0.8% 66% False False 1,032
100 1,839.75 1,629.25 210.50 11.9% 12.50 0.7% 66% False False 832
120 1,839.75 1,608.25 231.50 13.1% 11.00 0.6% 69% False False 694
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,890.50
2.618 1,850.00
1.618 1,825.25
1.000 1,810.00
0.618 1,800.50
HIGH 1,785.25
0.618 1,775.75
0.500 1,773.00
0.382 1,770.00
LOW 1,760.50
0.618 1,745.25
1.000 1,735.75
1.618 1,720.50
2.618 1,695.75
4.250 1,655.25
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1,773.00 1,799.00
PP 1,771.50 1,788.75
S1 1,770.00 1,778.75

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

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