E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 1,829.50 1,806.00 -23.50 -1.3% 1,861.00
High 1,832.00 1,828.00 -4.00 -0.2% 1,867.50
Low 1,807.25 1,803.25 -4.00 -0.2% 1,807.25
Close 1,811.75 1,824.50 12.75 0.7% 1,811.75
Range 24.75 24.75 0.00 0.0% 60.25
ATR 22.49 22.65 0.16 0.7% 0.00
Volume 2,527,152 1,885,532 -641,620 -25.4% 10,353,731
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,892.75 1,883.50 1,838.00
R3 1,868.00 1,858.75 1,831.25
R2 1,843.25 1,843.25 1,829.00
R1 1,834.00 1,834.00 1,826.75 1,838.50
PP 1,818.50 1,818.50 1,818.50 1,821.00
S1 1,809.25 1,809.25 1,822.25 1,814.00
S2 1,793.75 1,793.75 1,820.00
S3 1,769.00 1,784.50 1,817.75
S4 1,744.25 1,759.75 1,811.00
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 2,009.50 1,971.00 1,845.00
R3 1,949.25 1,910.75 1,828.25
R2 1,889.00 1,889.00 1,822.75
R1 1,850.50 1,850.50 1,817.25 1,839.50
PP 1,828.75 1,828.75 1,828.75 1,823.50
S1 1,790.25 1,790.25 1,806.25 1,779.50
S2 1,768.50 1,768.50 1,800.75
S3 1,708.25 1,730.00 1,795.25
S4 1,648.00 1,669.75 1,778.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,867.50 1,803.25 64.25 3.5% 26.75 1.5% 33% False True 2,012,036
10 1,892.50 1,803.25 89.25 4.9% 23.75 1.3% 24% False True 1,837,056
20 1,892.50 1,803.25 89.25 4.9% 22.00 1.2% 24% False True 1,817,469
40 1,892.50 1,803.25 89.25 4.9% 20.25 1.1% 24% False True 1,056,137
60 1,892.50 1,725.25 167.25 9.2% 21.75 1.2% 59% False False 706,520
80 1,892.50 1,725.25 167.25 9.2% 20.00 1.1% 59% False False 530,494
100 1,892.50 1,725.25 167.25 9.2% 18.50 1.0% 59% False False 424,436
120 1,892.50 1,723.25 169.25 9.3% 17.25 0.9% 60% False False 353,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 3.48
Fibonacci Retracements and Extensions
4.250 1,933.25
2.618 1,892.75
1.618 1,868.00
1.000 1,852.75
0.618 1,843.25
HIGH 1,828.00
0.618 1,818.50
0.500 1,815.50
0.382 1,812.75
LOW 1,803.25
0.618 1,788.00
1.000 1,778.50
1.618 1,763.25
2.618 1,738.50
4.250 1,698.00
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 1,821.50 1,835.50
PP 1,818.50 1,831.75
S1 1,815.50 1,828.00

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

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