E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 1,825.00 1,842.75 17.75 1.0% 1,861.00
High 1,844.00 1,857.00 13.00 0.7% 1,867.50
Low 1,809.25 1,840.50 31.25 1.7% 1,807.25
Close 1,839.50 1,852.75 13.25 0.7% 1,811.75
Range 34.75 16.50 -18.25 -52.5% 60.25
ATR 23.51 23.08 -0.43 -1.8% 0.00
Volume 2,609,484 1,643,896 -965,588 -37.0% 10,353,731
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,899.50 1,892.75 1,861.75
R3 1,883.00 1,876.25 1,857.25
R2 1,866.50 1,866.50 1,855.75
R1 1,859.75 1,859.75 1,854.25 1,863.00
PP 1,850.00 1,850.00 1,850.00 1,851.75
S1 1,843.25 1,843.25 1,851.25 1,846.50
S2 1,833.50 1,833.50 1,849.75
S3 1,817.00 1,826.75 1,848.25
S4 1,800.50 1,810.25 1,843.75
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% 29.00 1.6% 77% False False 2,208,904
10 1,892.50 1,803.25 89.25 4.8% 26.25 1.4% 55% False False 2,022,917
20 1,892.50 1,803.25 89.25 4.8% 22.25 1.2% 55% False False 1,827,207
40 1,892.50 1,803.25 89.25 4.8% 20.75 1.1% 55% False False 1,162,169
60 1,892.50 1,725.25 167.25 9.0% 22.00 1.2% 76% False False 777,315
80 1,892.50 1,725.25 167.25 9.0% 20.00 1.1% 76% False False 583,647
100 1,892.50 1,725.25 167.25 9.0% 18.75 1.0% 76% False False 466,968
120 1,892.50 1,725.25 167.25 9.0% 17.50 1.0% 76% False False 389,149
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 4.90
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,927.00
2.618 1,900.25
1.618 1,883.75
1.000 1,873.50
0.618 1,867.25
HIGH 1,857.00
0.618 1,850.75
0.500 1,848.75
0.382 1,846.75
LOW 1,840.50
0.618 1,830.25
1.000 1,824.00
1.618 1,813.75
2.618 1,797.25
4.250 1,770.50
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 1,851.50 1,845.25
PP 1,850.00 1,837.75
S1 1,848.75 1,830.00

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

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