E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 1,842.75 1,852.50 9.75 0.5% 1,861.00
High 1,857.00 1,863.75 6.75 0.4% 1,867.50
Low 1,840.50 1,847.25 6.75 0.4% 1,807.25
Close 1,852.75 1,858.00 5.25 0.3% 1,811.75
Range 16.50 16.50 0.00 0.0% 60.25
ATR 23.08 22.61 -0.47 -2.0% 0.00
Volume 1,643,896 1,255,343 -388,553 -23.6% 10,353,731
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,905.75 1,898.50 1,867.00
R3 1,889.25 1,882.00 1,862.50
R2 1,872.75 1,872.75 1,861.00
R1 1,865.50 1,865.50 1,859.50 1,869.00
PP 1,856.25 1,856.25 1,856.25 1,858.25
S1 1,849.00 1,849.00 1,856.50 1,852.50
S2 1,839.75 1,839.75 1,855.00
S3 1,823.25 1,832.50 1,853.50
S4 1,806.75 1,816.00 1,849.00
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 1,863.75 1,803.25 60.50 3.3% 23.50 1.3% 90% True False 1,984,281
10 1,892.50 1,803.25 89.25 4.8% 26.50 1.4% 61% False False 2,024,479
20 1,892.50 1,803.25 89.25 4.8% 22.00 1.2% 61% False False 1,806,386
40 1,892.50 1,803.25 89.25 4.8% 20.75 1.1% 61% False False 1,193,371
60 1,892.50 1,725.25 167.25 9.0% 22.25 1.2% 79% False False 798,178
80 1,892.50 1,725.25 167.25 9.0% 20.00 1.1% 79% False False 599,330
100 1,892.50 1,725.25 167.25 9.0% 18.75 1.0% 79% False False 479,521
120 1,892.50 1,725.25 167.25 9.0% 17.75 1.0% 79% False False 399,610
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 4.95
Fibonacci Retracements and Extensions
4.250 1,934.00
2.618 1,907.00
1.618 1,890.50
1.000 1,880.25
0.618 1,874.00
HIGH 1,863.75
0.618 1,857.50
0.500 1,855.50
0.382 1,853.50
LOW 1,847.25
0.618 1,837.00
1.000 1,830.75
1.618 1,820.50
2.618 1,804.00
4.250 1,777.00
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 1,857.25 1,850.75
PP 1,856.25 1,843.75
S1 1,855.50 1,836.50

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

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