E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 1,845.00 1,865.75 20.75 1.1% 1,855.00
High 1,866.50 1,867.50 1.00 0.1% 1,892.50
Low 1,843.75 1,823.75 -20.00 -1.1% 1,855.00
Close 1,864.75 1,827.00 -37.75 -2.0% 1,860.00
Range 22.75 43.75 21.00 92.3% 37.50
ATR 20.66 22.31 1.65 8.0% 0.00
Volume 1,414,210 2,378,458 964,248 68.2% 7,703,725
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,970.75 1,942.50 1,851.00
R3 1,927.00 1,898.75 1,839.00
R2 1,883.25 1,883.25 1,835.00
R1 1,855.00 1,855.00 1,831.00 1,847.25
PP 1,839.50 1,839.50 1,839.50 1,835.50
S1 1,811.25 1,811.25 1,823.00 1,803.50
S2 1,795.75 1,795.75 1,819.00
S3 1,752.00 1,767.50 1,815.00
S4 1,708.25 1,723.75 1,803.00
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,981.75 1,958.25 1,880.50
R3 1,944.25 1,920.75 1,870.25
R2 1,906.75 1,906.75 1,867.00
R1 1,883.25 1,883.25 1,863.50 1,895.00
PP 1,869.25 1,869.25 1,869.25 1,875.00
S1 1,845.75 1,845.75 1,856.50 1,857.50
S2 1,831.75 1,831.75 1,853.00
S3 1,794.25 1,808.25 1,849.75
S4 1,756.75 1,770.75 1,839.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,892.50 1,823.75 68.75 3.8% 29.75 1.6% 5% False True 2,064,678
10 1,892.50 1,823.75 68.75 3.8% 21.75 1.2% 5% False True 1,703,245
20 1,892.50 1,823.50 69.00 3.8% 22.00 1.2% 5% False False 1,799,448
40 1,892.50 1,795.50 97.00 5.3% 20.25 1.1% 32% False False 946,298
60 1,892.50 1,725.25 167.25 9.2% 21.25 1.2% 61% False False 633,100
80 1,892.50 1,725.25 167.25 9.2% 19.75 1.1% 61% False False 475,346
100 1,892.50 1,725.25 167.25 9.2% 18.25 1.0% 61% False False 380,310
120 1,892.50 1,714.00 178.50 9.8% 17.00 0.9% 63% False False 316,932
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 3.15
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 2,053.50
2.618 1,982.00
1.618 1,938.25
1.000 1,911.25
0.618 1,894.50
HIGH 1,867.50
0.618 1,850.75
0.500 1,845.50
0.382 1,840.50
LOW 1,823.75
0.618 1,796.75
1.000 1,780.00
1.618 1,753.00
2.618 1,709.25
4.250 1,637.75
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 1,845.50 1,845.50
PP 1,839.50 1,839.50
S1 1,833.25 1,833.25

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

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