E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1,851.25 1,864.75 13.50 0.7% 1,832.25
High 1,866.50 1,876.75 10.25 0.5% 1,876.75
Low 1,844.75 1,855.50 10.75 0.6% 1,823.50
Close 1,866.00 1,857.00 -9.00 -0.5% 1,857.00
Range 21.75 21.25 -0.50 -2.3% 53.25
ATR 20.83 20.86 0.03 0.1% 0.00
Volume 1,671,773 1,750,423 78,650 4.7% 9,335,236
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,926.75 1,913.25 1,868.75
R3 1,905.50 1,892.00 1,862.75
R2 1,884.25 1,884.25 1,861.00
R1 1,870.75 1,870.75 1,859.00 1,867.00
PP 1,863.00 1,863.00 1,863.00 1,861.25
S1 1,849.50 1,849.50 1,855.00 1,845.50
S2 1,841.75 1,841.75 1,853.00
S3 1,820.50 1,828.25 1,851.25
S4 1,799.25 1,807.00 1,845.25
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 2,012.25 1,987.75 1,886.25
R3 1,959.00 1,934.50 1,871.75
R2 1,905.75 1,905.75 1,866.75
R1 1,881.25 1,881.25 1,862.00 1,893.50
PP 1,852.50 1,852.50 1,852.50 1,858.50
S1 1,828.00 1,828.00 1,852.00 1,840.25
S2 1,799.25 1,799.25 1,847.25
S3 1,746.00 1,774.75 1,842.25
S4 1,692.75 1,721.50 1,827.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.75 1,823.50 53.25 2.9% 24.50 1.3% 63% True False 1,867,047
10 1,876.75 1,823.50 53.25 2.9% 21.75 1.2% 63% True False 1,312,219
20 1,880.50 1,822.50 58.00 3.1% 20.00 1.1% 59% False False 667,443
40 1,880.50 1,725.25 155.25 8.4% 22.25 1.2% 85% False False 337,761
60 1,880.50 1,725.25 155.25 8.4% 19.50 1.0% 85% False False 226,120
80 1,880.50 1,725.25 155.25 8.4% 18.25 1.0% 85% False False 169,685
100 1,880.50 1,725.25 155.25 8.4% 17.00 0.9% 85% False False 135,758
120 1,880.50 1,631.50 249.00 13.4% 16.00 0.9% 91% False False 113,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5.95
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,967.00
2.618 1,932.50
1.618 1,911.25
1.000 1,898.00
0.618 1,890.00
HIGH 1,876.75
0.618 1,868.75
0.500 1,866.00
0.382 1,863.50
LOW 1,855.50
0.618 1,842.25
1.000 1,834.25
1.618 1,821.00
2.618 1,799.75
4.250 1,765.25
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1,866.00 1,859.50
PP 1,863.00 1,858.50
S1 1,860.00 1,857.75

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

View Archives - Comment on this page... - Back to Index of Symbols