E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 1,820.75 1,829.00 8.25 0.5% 1,827.25
High 1,833.00 1,836.75 3.75 0.2% 1,837.50
Low 1,810.50 1,826.00 15.50 0.9% 1,810.50
Close 1,829.25 1,827.25 -2.00 -0.1% 1,827.25
Range 22.50 10.75 -11.75 -52.2% 27.00
ATR 21.13 20.39 -0.74 -3.5% 0.00
Volume 7,246 8,687 1,441 19.9% 28,023
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,862.25 1,855.50 1,833.25
R3 1,851.50 1,844.75 1,830.25
R2 1,840.75 1,840.75 1,829.25
R1 1,834.00 1,834.00 1,828.25 1,832.00
PP 1,830.00 1,830.00 1,830.00 1,829.00
S1 1,823.25 1,823.25 1,826.25 1,821.25
S2 1,819.25 1,819.25 1,825.25
S3 1,808.50 1,812.50 1,824.25
S4 1,797.75 1,801.75 1,821.25
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,906.00 1,893.75 1,842.00
R3 1,879.00 1,866.75 1,834.75
R2 1,852.00 1,852.00 1,832.25
R1 1,839.75 1,839.75 1,829.75 1,840.75
PP 1,825.00 1,825.00 1,825.00 1,825.50
S1 1,812.75 1,812.75 1,824.75 1,813.75
S2 1,798.00 1,798.00 1,822.25
S3 1,771.00 1,785.75 1,819.75
S4 1,744.00 1,758.75 1,812.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,837.50 1,809.75 27.75 1.5% 17.00 0.9% 63% False False 6,801
10 1,837.50 1,752.00 85.50 4.7% 19.00 1.0% 88% False False 7,828
20 1,837.50 1,725.25 112.25 6.1% 24.50 1.3% 91% False False 8,078
40 1,839.75 1,725.25 114.50 6.3% 19.25 1.0% 89% False False 5,458
60 1,839.75 1,725.25 114.50 6.3% 17.50 1.0% 89% False False 3,765
80 1,839.75 1,725.25 114.50 6.3% 16.25 0.9% 89% False False 2,836
100 1,839.75 1,631.50 208.25 11.4% 15.25 0.8% 94% False False 2,285
120 1,839.75 1,611.50 228.25 12.5% 14.00 0.8% 95% False False 1,909
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,882.50
2.618 1,865.00
1.618 1,854.25
1.000 1,847.50
0.618 1,843.50
HIGH 1,836.75
0.618 1,832.75
0.500 1,831.50
0.382 1,830.00
LOW 1,826.00
0.618 1,819.25
1.000 1,815.25
1.618 1,808.50
2.618 1,797.75
4.250 1,780.25
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 1,831.50 1,826.25
PP 1,830.00 1,825.00
S1 1,828.50 1,824.00

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

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