E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 1,864.75 1,855.50 -9.25 -0.5% 1,832.25
High 1,876.75 1,866.00 -10.75 -0.6% 1,876.75
Low 1,855.50 1,841.25 -14.25 -0.8% 1,823.50
Close 1,857.00 1,849.50 -7.50 -0.4% 1,857.00
Range 21.25 24.75 3.50 16.5% 53.25
ATR 20.86 21.14 0.28 1.3% 0.00
Volume 1,750,423 1,835,881 85,458 4.9% 9,335,236
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,926.50 1,912.75 1,863.00
R3 1,901.75 1,888.00 1,856.25
R2 1,877.00 1,877.00 1,854.00
R1 1,863.25 1,863.25 1,851.75 1,857.75
PP 1,852.25 1,852.25 1,852.25 1,849.50
S1 1,838.50 1,838.50 1,847.25 1,833.00
S2 1,827.50 1,827.50 1,845.00
S3 1,802.75 1,813.75 1,842.75
S4 1,778.00 1,789.00 1,836.00
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 1,841.25 35.50 1.9% 23.00 1.2% 23% False True 1,863,337
10 1,876.75 1,823.50 53.25 2.9% 23.00 1.2% 49% False False 1,489,026
20 1,880.50 1,823.50 57.00 3.1% 19.75 1.1% 46% False False 758,903
40 1,880.50 1,725.25 155.25 8.4% 21.50 1.2% 80% False False 383,515
60 1,880.50 1,725.25 155.25 8.4% 19.75 1.1% 80% False False 256,701
80 1,880.50 1,725.25 155.25 8.4% 18.25 1.0% 80% False False 192,633
100 1,880.50 1,725.25 155.25 8.4% 17.25 0.9% 80% False False 154,116
120 1,880.50 1,631.50 249.00 13.5% 16.00 0.9% 88% False False 128,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,971.25
2.618 1,930.75
1.618 1,906.00
1.000 1,890.75
0.618 1,881.25
HIGH 1,866.00
0.618 1,856.50
0.500 1,853.50
0.382 1,850.75
LOW 1,841.25
0.618 1,826.00
1.000 1,816.50
1.618 1,801.25
2.618 1,776.50
4.250 1,736.00
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 1,853.50 1,859.00
PP 1,852.25 1,855.75
S1 1,851.00 1,852.75

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

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