E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 1,850.25 1,859.00 8.75 0.5% 1,832.25
High 1,864.50 1,868.75 4.25 0.2% 1,876.75
Low 1,848.00 1,841.50 -6.50 -0.4% 1,823.50
Close 1,859.25 1,842.50 -16.75 -0.9% 1,857.00
Range 16.50 27.25 10.75 65.2% 53.25
ATR 20.81 21.27 0.46 2.2% 0.00
Volume 1,657,649 1,898,746 241,097 14.5% 9,335,236
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,932.75 1,914.75 1,857.50
R3 1,905.50 1,887.50 1,850.00
R2 1,878.25 1,878.25 1,847.50
R1 1,860.25 1,860.25 1,845.00 1,855.50
PP 1,851.00 1,851.00 1,851.00 1,848.50
S1 1,833.00 1,833.00 1,840.00 1,828.50
S2 1,823.75 1,823.75 1,837.50
S3 1,796.50 1,805.75 1,835.00
S4 1,769.25 1,778.50 1,827.50
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% 22.25 1.2% 4% False False 1,762,894
10 1,876.75 1,823.50 53.25 2.9% 23.75 1.3% 36% False False 1,806,953
20 1,880.50 1,823.50 57.00 3.1% 20.75 1.1% 33% False False 936,113
40 1,880.50 1,725.25 155.25 8.4% 21.50 1.2% 76% False False 471,950
60 1,880.50 1,725.25 155.25 8.4% 20.25 1.1% 76% False False 315,963
80 1,880.50 1,725.25 155.25 8.4% 18.75 1.0% 76% False False 237,086
100 1,880.50 1,725.25 155.25 8.4% 17.50 0.9% 76% False False 189,680
120 1,880.50 1,631.50 249.00 13.5% 16.50 0.9% 85% False False 158,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.93
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,984.50
2.618 1,940.00
1.618 1,912.75
1.000 1,896.00
0.618 1,885.50
HIGH 1,868.75
0.618 1,858.25
0.500 1,855.00
0.382 1,852.00
LOW 1,841.50
0.618 1,824.75
1.000 1,814.25
1.618 1,797.50
2.618 1,770.25
4.250 1,725.75
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 1,855.00 1,855.00
PP 1,851.00 1,850.75
S1 1,846.75 1,846.75

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

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