E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 1,776.75 1,772.00 -4.75 -0.3% 1,774.25
High 1,781.25 1,776.50 -4.75 -0.3% 1,794.50
Low 1,754.75 1,725.50 -29.25 -1.7% 1,754.75
Close 1,769.75 1,726.00 -43.75 -2.5% 1,769.75
Range 26.50 51.00 24.50 92.5% 39.75
ATR 20.67 22.83 2.17 10.5% 0.00
Volume 6,900 6,986 86 1.2% 44,482
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,895.75 1,861.75 1,754.00
R3 1,844.75 1,810.75 1,740.00
R2 1,793.75 1,793.75 1,735.25
R1 1,759.75 1,759.75 1,730.75 1,751.25
PP 1,742.75 1,742.75 1,742.75 1,738.50
S1 1,708.75 1,708.75 1,721.25 1,700.25
S2 1,691.75 1,691.75 1,716.75
S3 1,640.75 1,657.75 1,712.00
S4 1,589.75 1,606.75 1,698.00
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,892.25 1,870.75 1,791.50
R3 1,852.50 1,831.00 1,780.75
R2 1,812.75 1,812.75 1,777.00
R1 1,791.25 1,791.25 1,773.50 1,782.00
PP 1,773.00 1,773.00 1,773.00 1,768.50
S1 1,751.50 1,751.50 1,766.00 1,742.50
S2 1,733.25 1,733.25 1,762.50
S3 1,693.50 1,711.75 1,758.75
S4 1,653.75 1,672.00 1,748.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,794.50 1,725.50 69.00 4.0% 32.50 1.9% 1% False True 8,305
10 1,837.25 1,725.50 111.75 6.5% 29.00 1.7% 0% False True 6,615
20 1,839.00 1,725.50 113.50 6.6% 22.25 1.3% 0% False True 4,866
40 1,839.75 1,725.50 114.25 6.6% 18.25 1.1% 0% False True 3,004
60 1,839.75 1,725.25 114.50 6.6% 16.50 0.9% 1% False False 2,040
80 1,839.75 1,631.50 208.25 12.1% 15.00 0.9% 45% False False 1,546
100 1,839.75 1,631.50 208.25 12.1% 14.00 0.8% 45% False False 1,247
120 1,839.75 1,608.25 231.50 13.4% 12.25 0.7% 51% False False 1,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 1,993.25
2.618 1,910.00
1.618 1,859.00
1.000 1,827.50
0.618 1,808.00
HIGH 1,776.50
0.618 1,757.00
0.500 1,751.00
0.382 1,745.00
LOW 1,725.50
0.618 1,694.00
1.000 1,674.50
1.618 1,643.00
2.618 1,592.00
4.250 1,508.75
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 1,751.00 1,756.00
PP 1,742.75 1,746.00
S1 1,734.25 1,736.00

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

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