E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1,816.00 1,827.25 11.25 0.6% 1,786.50
High 1,831.75 1,833.00 1.25 0.1% 1,831.75
Low 1,809.75 1,824.50 14.75 0.8% 1,779.50
Close 1,828.00 1,830.50 2.50 0.1% 1,828.00
Range 22.00 8.50 -13.50 -61.4% 52.25
ATR 22.01 21.05 -0.97 -4.4% 0.00
Volume 5,985 6,600 615 10.3% 41,533
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,854.75 1,851.25 1,835.25
R3 1,846.25 1,842.75 1,832.75
R2 1,837.75 1,837.75 1,832.00
R1 1,834.25 1,834.25 1,831.25 1,836.00
PP 1,829.25 1,829.25 1,829.25 1,830.25
S1 1,825.75 1,825.75 1,829.75 1,827.50
S2 1,820.75 1,820.75 1,829.00
S3 1,812.25 1,817.25 1,828.25
S4 1,803.75 1,808.75 1,825.75
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,969.75 1,951.25 1,856.75
R3 1,917.50 1,899.00 1,842.25
R2 1,865.25 1,865.25 1,837.50
R1 1,846.75 1,846.75 1,832.75 1,856.00
PP 1,813.00 1,813.00 1,813.00 1,817.75
S1 1,794.50 1,794.50 1,823.25 1,803.75
S2 1,760.75 1,760.75 1,818.50
S3 1,708.50 1,742.25 1,813.75
S4 1,656.25 1,690.00 1,799.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,833.00 1,787.50 45.50 2.5% 18.25 1.0% 95% True False 8,346
10 1,833.00 1,725.25 107.75 5.9% 19.75 1.1% 98% True False 8,298
20 1,837.25 1,725.25 112.00 6.1% 24.50 1.3% 94% False False 7,457
40 1,839.75 1,725.25 114.50 6.3% 18.75 1.0% 92% False False 5,009
60 1,839.75 1,725.25 114.50 6.3% 17.50 1.0% 92% False False 3,410
80 1,839.75 1,723.25 116.50 6.4% 15.75 0.9% 92% False False 2,570
100 1,839.75 1,631.50 208.25 11.4% 14.75 0.8% 96% False False 2,075
120 1,839.75 1,608.25 231.50 12.6% 13.50 0.7% 96% False False 1,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.25
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,869.00
2.618 1,855.25
1.618 1,846.75
1.000 1,841.50
0.618 1,838.25
HIGH 1,833.00
0.618 1,829.75
0.500 1,828.75
0.382 1,827.75
LOW 1,824.50
0.618 1,819.25
1.000 1,816.00
1.618 1,810.75
2.618 1,802.25
4.250 1,788.50
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1,830.00 1,825.00
PP 1,829.25 1,819.75
S1 1,828.75 1,814.25

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

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