E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 1,869.50 1,857.50 -12.00 -0.6% 1,840.00
High 1,875.00 1,861.75 -13.25 -0.7% 1,880.50
Low 1,855.75 1,846.75 -9.00 -0.5% 1,825.00
Close 1,858.00 1,860.75 2.75 0.1% 1,871.00
Range 19.25 15.00 -4.25 -22.1% 55.50
ATR 19.05 18.76 -0.29 -1.5% 0.00
Volume 156,638 220,481 63,843 40.8% 172,702
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,901.50 1,896.00 1,869.00
R3 1,886.50 1,881.00 1,865.00
R2 1,871.50 1,871.50 1,863.50
R1 1,866.00 1,866.00 1,862.00 1,868.75
PP 1,856.50 1,856.50 1,856.50 1,857.75
S1 1,851.00 1,851.00 1,859.50 1,853.75
S2 1,841.50 1,841.50 1,858.00
S3 1,826.50 1,836.00 1,856.50
S4 1,811.50 1,821.00 1,852.50
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 1,846.75 33.75 1.8% 15.00 0.8% 41% False True 108,120
10 1,880.50 1,825.00 55.50 3.0% 17.50 0.9% 64% False False 65,273
20 1,880.50 1,795.50 85.00 4.6% 17.50 0.9% 77% False False 36,411
40 1,880.50 1,725.25 155.25 8.3% 20.75 1.1% 87% False False 21,388
60 1,880.50 1,725.25 155.25 8.3% 18.75 1.0% 87% False False 14,919
80 1,880.50 1,725.25 155.25 8.3% 17.00 0.9% 87% False False 11,224
100 1,880.50 1,698.00 182.50 9.8% 16.00 0.9% 89% False False 8,989
120 1,880.50 1,631.50 249.00 13.4% 15.00 0.8% 92% False False 7,505
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,925.50
2.618 1,901.00
1.618 1,886.00
1.000 1,876.75
0.618 1,871.00
HIGH 1,861.75
0.618 1,856.00
0.500 1,854.25
0.382 1,852.50
LOW 1,846.75
0.618 1,837.50
1.000 1,831.75
1.618 1,822.50
2.618 1,807.50
4.250 1,783.00
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 1,858.50 1,861.00
PP 1,856.50 1,860.75
S1 1,854.25 1,860.75

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

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