E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 1,861.50 1,840.00 -21.50 -1.2% 1,868.75
High 1,867.75 1,846.25 -21.50 -1.2% 1,875.00
Low 1,834.50 1,832.00 -2.50 -0.1% 1,832.00
Close 1,839.75 1,833.00 -6.75 -0.4% 1,833.00
Range 33.25 14.25 -19.00 -57.1% 43.00
ATR 19.79 19.40 -0.40 -2.0% 0.00
Volume 1,144,194 2,197,833 1,053,639 92.1% 3,786,961
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,879.75 1,870.75 1,840.75
R3 1,865.50 1,856.50 1,837.00
R2 1,851.25 1,851.25 1,835.50
R1 1,842.25 1,842.25 1,834.25 1,839.50
PP 1,837.00 1,837.00 1,837.00 1,835.75
S1 1,828.00 1,828.00 1,831.75 1,825.50
S2 1,822.75 1,822.75 1,830.50
S3 1,808.50 1,813.75 1,829.00
S4 1,794.25 1,799.50 1,825.25
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,975.75 1,947.25 1,856.75
R3 1,932.75 1,904.25 1,844.75
R2 1,889.75 1,889.75 1,841.00
R1 1,861.25 1,861.25 1,837.00 1,854.00
PP 1,846.75 1,846.75 1,846.75 1,843.00
S1 1,818.25 1,818.25 1,829.00 1,811.00
S2 1,803.75 1,803.75 1,825.00
S3 1,760.75 1,775.25 1,821.25
S4 1,717.75 1,732.25 1,809.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,875.00 1,832.00 43.00 2.3% 19.00 1.0% 2% False True 757,392
10 1,880.50 1,825.00 55.50 3.0% 18.00 1.0% 14% False False 395,966
20 1,880.50 1,809.75 70.75 3.9% 18.00 1.0% 33% False False 202,382
40 1,880.50 1,725.25 155.25 8.5% 21.00 1.1% 69% False False 104,775
60 1,880.50 1,725.25 155.25 8.5% 19.00 1.0% 69% False False 70,598
80 1,880.50 1,725.25 155.25 8.5% 17.50 1.0% 69% False False 52,997
100 1,880.50 1,723.25 157.25 8.6% 16.00 0.9% 70% False False 42,407
120 1,880.50 1,631.50 249.00 13.6% 15.25 0.8% 81% False False 35,355
Crabel Price Patterns
NR True
NR4 True
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 4.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,906.75
2.618 1,883.50
1.618 1,869.25
1.000 1,860.50
0.618 1,855.00
HIGH 1,846.25
0.618 1,840.75
0.500 1,839.00
0.382 1,837.50
LOW 1,832.00
0.618 1,823.25
1.000 1,817.75
1.618 1,809.00
2.618 1,794.75
4.250 1,771.50
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 1,839.00 1,850.00
PP 1,837.00 1,844.25
S1 1,835.00 1,838.50

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

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