E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1,864.50 1,877.75 13.25 0.7% 1,855.50
High 1,878.75 1,886.25 7.50 0.4% 1,868.75
Low 1,862.25 1,876.25 14.00 0.8% 1,834.00
Close 1,877.75 1,883.00 5.25 0.3% 1,850.50
Range 16.50 10.00 -6.50 -39.4% 34.75
ATR 20.15 19.43 -0.73 -3.6% 0.00
Volume 1,213,329 1,181,442 -31,887 -2.6% 8,925,594
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,911.75 1,907.50 1,888.50
R3 1,901.75 1,897.50 1,885.75
R2 1,891.75 1,891.75 1,884.75
R1 1,887.50 1,887.50 1,884.00 1,889.50
PP 1,881.75 1,881.75 1,881.75 1,883.00
S1 1,877.50 1,877.50 1,882.00 1,879.50
S2 1,871.75 1,871.75 1,881.25
S3 1,861.75 1,867.50 1,880.25
S4 1,851.75 1,857.50 1,877.50
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,955.25 1,937.75 1,869.50
R3 1,920.50 1,903.00 1,860.00
R2 1,885.75 1,885.75 1,856.75
R1 1,868.25 1,868.25 1,853.75 1,859.50
PP 1,851.00 1,851.00 1,851.00 1,846.75
S1 1,833.50 1,833.50 1,847.25 1,825.00
S2 1,816.25 1,816.25 1,844.25
S3 1,781.50 1,798.75 1,841.00
S4 1,746.75 1,764.00 1,831.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,886.25 1,834.00 52.25 2.8% 14.50 0.8% 94% True False 1,500,101
10 1,886.25 1,834.00 52.25 2.8% 18.25 1.0% 94% True False 1,631,498
20 1,886.25 1,823.50 62.75 3.3% 19.25 1.0% 95% True False 1,305,532
40 1,886.25 1,725.25 161.00 8.6% 19.25 1.0% 98% True False 658,389
60 1,886.25 1,725.25 161.00 8.6% 20.50 1.1% 98% True False 440,697
80 1,886.25 1,725.25 161.00 8.6% 19.00 1.0% 98% True False 330,827
100 1,886.25 1,725.25 161.00 8.6% 17.75 0.9% 98% True False 264,684
120 1,886.25 1,652.00 234.25 12.4% 16.50 0.9% 99% True False 220,579
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 4.75
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,928.75
2.618 1,912.50
1.618 1,902.50
1.000 1,896.25
0.618 1,892.50
HIGH 1,886.25
0.618 1,882.50
0.500 1,881.25
0.382 1,880.00
LOW 1,876.25
0.618 1,870.00
1.000 1,866.25
1.618 1,860.00
2.618 1,850.00
4.250 1,833.75
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1,882.50 1,879.00
PP 1,881.75 1,874.75
S1 1,881.25 1,870.50

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

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