E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 1,859.25 1,864.25 5.00 0.3% 1,806.00
High 1,865.50 1,878.75 13.25 0.7% 1,863.75
Low 1,856.50 1,860.75 4.25 0.2% 1,803.25
Close 1,864.50 1,874.00 9.50 0.5% 1,858.00
Range 9.00 18.00 9.00 100.0% 60.50
ATR 21.64 21.38 -0.26 -1.2% 0.00
Volume 533,891 1,106,460 572,569 107.2% 7,394,255
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,925.25 1,917.50 1,884.00
R3 1,907.25 1,899.50 1,879.00
R2 1,889.25 1,889.25 1,877.25
R1 1,881.50 1,881.50 1,875.75 1,885.50
PP 1,871.25 1,871.25 1,871.25 1,873.00
S1 1,863.50 1,863.50 1,872.25 1,867.50
S2 1,853.25 1,853.25 1,870.75
S3 1,835.25 1,845.50 1,869.00
S4 1,817.25 1,827.50 1,864.00
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 2,023.25 2,001.00 1,891.25
R3 1,962.75 1,940.50 1,874.75
R2 1,902.25 1,902.25 1,869.00
R1 1,880.00 1,880.00 1,863.50 1,891.00
PP 1,841.75 1,841.75 1,841.75 1,847.25
S1 1,819.50 1,819.50 1,852.50 1,830.50
S2 1,781.25 1,781.25 1,847.00
S3 1,720.75 1,759.00 1,841.25
S4 1,660.25 1,698.50 1,824.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,878.75 1,809.25 69.50 3.7% 19.00 1.0% 93% True False 1,429,814
10 1,878.75 1,803.25 75.50 4.0% 23.00 1.2% 94% True False 1,720,925
20 1,892.50 1,803.25 89.25 4.8% 21.00 1.1% 79% False False 1,709,088
40 1,892.50 1,803.25 89.25 4.8% 20.50 1.1% 79% False False 1,233,996
60 1,892.50 1,725.25 167.25 8.9% 21.50 1.1% 89% False False 825,373
80 1,892.50 1,725.25 167.25 8.9% 20.00 1.1% 89% False False 619,798
100 1,892.50 1,725.25 167.25 8.9% 18.75 1.0% 89% False False 495,924
120 1,892.50 1,725.25 167.25 8.9% 17.75 0.9% 89% False False 413,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,955.25
2.618 1,925.75
1.618 1,907.75
1.000 1,896.75
0.618 1,889.75
HIGH 1,878.75
0.618 1,871.75
0.500 1,869.75
0.382 1,867.75
LOW 1,860.75
0.618 1,849.75
1.000 1,842.75
1.618 1,831.75
2.618 1,813.75
4.250 1,784.25
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 1,872.50 1,870.25
PP 1,871.25 1,866.75
S1 1,869.75 1,863.00

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

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