E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1,840.00 1,837.50 -2.50 -0.1% 1,828.25
High 1,842.50 1,867.75 25.25 1.4% 1,859.25
Low 1,825.00 1,836.75 11.75 0.6% 1,822.50
Close 1,836.00 1,864.50 28.50 1.6% 1,850.50
Range 17.50 31.00 13.50 77.1% 36.75
ATR 20.53 21.33 0.80 3.9% 0.00
Volume 31,822 18,028 -13,794 -43.3% 53,978
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,949.25 1,938.00 1,881.50
R3 1,918.25 1,907.00 1,873.00
R2 1,887.25 1,887.25 1,870.25
R1 1,876.00 1,876.00 1,867.25 1,881.50
PP 1,856.25 1,856.25 1,856.25 1,859.25
S1 1,845.00 1,845.00 1,861.75 1,850.50
S2 1,825.25 1,825.25 1,858.75
S3 1,794.25 1,814.00 1,856.00
S4 1,763.25 1,783.00 1,847.50
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,954.25 1,939.25 1,870.75
R3 1,917.50 1,902.50 1,860.50
R2 1,880.75 1,880.75 1,857.25
R1 1,865.75 1,865.75 1,853.75 1,873.25
PP 1,844.00 1,844.00 1,844.00 1,848.00
S1 1,829.00 1,829.00 1,847.25 1,836.50
S2 1,807.25 1,807.25 1,843.75
S3 1,770.50 1,792.25 1,840.50
S4 1,733.75 1,755.50 1,830.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,867.75 1,825.00 42.75 2.3% 21.25 1.1% 92% True False 17,795
10 1,867.75 1,810.50 57.25 3.1% 20.00 1.1% 94% True False 12,525
20 1,867.75 1,725.25 142.50 7.6% 20.00 1.1% 98% True False 10,411
40 1,867.75 1,725.25 142.50 7.6% 21.00 1.1% 98% True False 7,639
60 1,867.75 1,725.25 142.50 7.6% 18.75 1.0% 98% True False 5,473
80 1,867.75 1,725.25 142.50 7.6% 17.25 0.9% 98% True False 4,133
100 1,867.75 1,631.50 236.25 12.7% 16.00 0.9% 99% True False 3,319
120 1,867.75 1,631.50 236.25 12.7% 15.00 0.8% 99% True False 2,774
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 6.00
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,999.50
2.618 1,949.00
1.618 1,918.00
1.000 1,898.75
0.618 1,887.00
HIGH 1,867.75
0.618 1,856.00
0.500 1,852.25
0.382 1,848.50
LOW 1,836.75
0.618 1,817.50
1.000 1,805.75
1.618 1,786.50
2.618 1,755.50
4.250 1,705.00
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1,860.50 1,858.50
PP 1,856.25 1,852.50
S1 1,852.25 1,846.50

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

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