E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 1,859.00 1,845.00 -14.00 -0.8% 1,832.25
High 1,868.75 1,848.50 -20.25 -1.1% 1,876.75
Low 1,841.50 1,834.00 -7.50 -0.4% 1,823.50
Close 1,842.50 1,840.50 -2.00 -0.1% 1,857.00
Range 27.25 14.50 -12.75 -46.8% 53.25
ATR 21.27 20.79 -0.48 -2.3% 0.00
Volume 1,898,746 2,031,166 132,420 7.0% 9,335,236
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,884.50 1,877.00 1,848.50
R3 1,870.00 1,862.50 1,844.50
R2 1,855.50 1,855.50 1,843.25
R1 1,848.00 1,848.00 1,841.75 1,844.50
PP 1,841.00 1,841.00 1,841.00 1,839.25
S1 1,833.50 1,833.50 1,839.25 1,830.00
S2 1,826.50 1,826.50 1,837.75
S3 1,812.00 1,819.00 1,836.50
S4 1,797.50 1,804.50 1,832.50
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 1,834.00 42.75 2.3% 20.75 1.1% 15% False True 1,834,773
10 1,876.75 1,823.50 53.25 2.9% 22.00 1.2% 32% False False 1,895,651
20 1,880.50 1,823.50 57.00 3.1% 20.25 1.1% 30% False False 1,036,880
40 1,880.50 1,725.25 155.25 8.4% 21.00 1.1% 74% False False 522,532
60 1,880.50 1,725.25 155.25 8.4% 20.25 1.1% 74% False False 349,805
80 1,880.50 1,725.25 155.25 8.4% 18.75 1.0% 74% False False 262,469
100 1,880.50 1,725.25 155.25 8.4% 17.50 0.9% 74% False False 209,991
120 1,880.50 1,631.50 249.00 13.5% 16.50 0.9% 84% False False 175,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,910.00
2.618 1,886.50
1.618 1,872.00
1.000 1,863.00
0.618 1,857.50
HIGH 1,848.50
0.618 1,843.00
0.500 1,841.25
0.382 1,839.50
LOW 1,834.00
0.618 1,825.00
1.000 1,819.50
1.618 1,810.50
2.618 1,796.00
4.250 1,772.50
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 1,841.25 1,851.50
PP 1,841.00 1,847.75
S1 1,840.75 1,844.00

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

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