E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1,840.00 1,832.25 -7.75 -0.4% 1,868.75
High 1,846.25 1,855.75 9.50 0.5% 1,875.00
Low 1,832.00 1,823.50 -8.50 -0.5% 1,832.00
Close 1,833.00 1,850.75 17.75 1.0% 1,833.00
Range 14.25 32.25 18.00 126.3% 43.00
ATR 19.40 20.31 0.92 4.7% 0.00
Volume 2,197,833 1,854,428 -343,405 -15.6% 3,786,961
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,940.00 1,927.75 1,868.50
R3 1,907.75 1,895.50 1,859.50
R2 1,875.50 1,875.50 1,856.75
R1 1,863.25 1,863.25 1,853.75 1,869.50
PP 1,843.25 1,843.25 1,843.25 1,846.50
S1 1,831.00 1,831.00 1,847.75 1,837.00
S2 1,811.00 1,811.00 1,844.75
S3 1,778.75 1,798.75 1,842.00
S4 1,746.50 1,766.50 1,833.00
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 1,823.50 51.50 2.8% 22.75 1.2% 53% False True 1,114,714
10 1,880.50 1,823.50 57.00 3.1% 19.25 1.0% 48% False True 578,226
20 1,880.50 1,810.50 70.00 3.8% 18.50 1.0% 58% False False 294,804
40 1,880.50 1,725.25 155.25 8.4% 21.75 1.2% 81% False False 151,046
60 1,880.50 1,725.25 155.25 8.4% 19.25 1.0% 81% False False 101,502
80 1,880.50 1,725.25 155.25 8.4% 17.75 1.0% 81% False False 76,177
100 1,880.50 1,723.25 157.25 8.5% 16.50 0.9% 81% False False 60,951
120 1,880.50 1,631.50 249.00 13.5% 15.50 0.8% 88% False False 50,809
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,992.75
2.618 1,940.25
1.618 1,908.00
1.000 1,888.00
0.618 1,875.75
HIGH 1,855.75
0.618 1,843.50
0.500 1,839.50
0.382 1,835.75
LOW 1,823.50
0.618 1,803.50
1.000 1,791.25
1.618 1,771.25
2.618 1,739.00
4.250 1,686.50
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1,847.00 1,849.00
PP 1,843.25 1,847.25
S1 1,839.50 1,845.50

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

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