E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1,866.00 1,869.50 3.50 0.2% 1,840.00
High 1,874.00 1,880.50 6.50 0.3% 1,880.50
Low 1,864.25 1,862.25 -2.00 -0.1% 1,825.00
Close 1,869.00 1,871.00 2.00 0.1% 1,871.00
Range 9.75 18.25 8.50 87.2% 55.50
ATR 19.59 19.49 -0.10 -0.5% 0.00
Volume 46,447 49,223 2,776 6.0% 172,702
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,926.00 1,916.75 1,881.00
R3 1,907.75 1,898.50 1,876.00
R2 1,889.50 1,889.50 1,874.25
R1 1,880.25 1,880.25 1,872.75 1,885.00
PP 1,871.25 1,871.25 1,871.25 1,873.50
S1 1,862.00 1,862.00 1,869.25 1,866.50
S2 1,853.00 1,853.00 1,867.75
S3 1,834.75 1,843.75 1,866.00
S4 1,816.50 1,825.50 1,861.00
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 2,025.25 2,003.75 1,901.50
R3 1,969.75 1,948.25 1,886.25
R2 1,914.25 1,914.25 1,881.25
R1 1,892.75 1,892.75 1,876.00 1,903.50
PP 1,858.75 1,858.75 1,858.75 1,864.25
S1 1,837.25 1,837.25 1,866.00 1,848.00
S2 1,803.25 1,803.25 1,860.75
S3 1,747.75 1,781.75 1,855.75
S4 1,692.25 1,726.25 1,840.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,880.50 1,825.00 55.50 3.0% 16.75 0.9% 83% True False 34,540
10 1,880.50 1,822.50 58.00 3.1% 18.25 1.0% 84% True False 22,668
20 1,880.50 1,752.00 128.50 6.9% 18.50 1.0% 93% True False 15,248
40 1,880.50 1,725.25 155.25 8.3% 21.00 1.1% 94% True False 10,494
60 1,880.50 1,725.25 155.25 8.3% 18.75 1.0% 94% True False 7,514
80 1,880.50 1,725.25 155.25 8.3% 17.00 0.9% 94% True False 5,666
100 1,880.50 1,670.50 210.00 11.2% 16.00 0.9% 95% True False 4,544
120 1,880.50 1,631.50 249.00 13.3% 15.00 0.8% 96% True False 3,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,958.00
2.618 1,928.25
1.618 1,910.00
1.000 1,898.75
0.618 1,891.75
HIGH 1,880.50
0.618 1,873.50
0.500 1,871.50
0.382 1,869.25
LOW 1,862.25
0.618 1,851.00
1.000 1,844.00
1.618 1,832.75
2.618 1,814.50
4.250 1,784.75
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1,871.50 1,871.00
PP 1,871.25 1,870.75
S1 1,871.00 1,870.50

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

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