E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 1,788.75 1,765.50 -23.25 -1.3% 1,827.00
High 1,794.50 1,786.50 -8.00 -0.4% 1,837.25
Low 1,757.50 1,761.00 3.50 0.2% 1,773.25
Close 1,764.50 1,774.50 10.00 0.6% 1,775.25
Range 37.00 25.50 -11.50 -31.1% 64.00
ATR 19.81 20.22 0.41 2.1% 0.00
Volume 7,894 10,677 2,783 35.3% 14,690
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,850.50 1,838.00 1,788.50
R3 1,825.00 1,812.50 1,781.50
R2 1,799.50 1,799.50 1,779.25
R1 1,787.00 1,787.00 1,776.75 1,793.25
PP 1,774.00 1,774.00 1,774.00 1,777.00
S1 1,761.50 1,761.50 1,772.25 1,767.75
S2 1,748.50 1,748.50 1,769.75
S3 1,723.00 1,736.00 1,767.50
S4 1,697.50 1,710.50 1,760.50
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 1,821.25 1,757.50 63.75 3.6% 31.75 1.8% 27% False False 8,654
10 1,837.25 1,757.50 79.75 4.5% 23.50 1.3% 21% False False 5,908
20 1,839.00 1,757.50 81.50 4.6% 20.00 1.1% 21% False False 4,756
40 1,839.75 1,747.00 92.75 5.2% 17.00 1.0% 30% False False 2,666
60 1,839.75 1,725.25 114.50 6.5% 15.25 0.9% 43% False False 1,809
80 1,839.75 1,631.50 208.25 11.7% 14.25 0.8% 69% False False 1,372
100 1,839.75 1,631.50 208.25 11.7% 13.25 0.7% 69% False False 1,108
120 1,839.75 1,608.25 231.50 13.0% 11.50 0.7% 72% False False 924
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,895.00
2.618 1,853.25
1.618 1,827.75
1.000 1,812.00
0.618 1,802.25
HIGH 1,786.50
0.618 1,776.75
0.500 1,773.75
0.382 1,770.75
LOW 1,761.00
0.618 1,745.25
1.000 1,735.50
1.618 1,719.75
2.618 1,694.25
4.250 1,652.50
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 1,774.25 1,776.00
PP 1,774.00 1,775.50
S1 1,773.75 1,775.00

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

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