E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 1,873.00 1,879.00 6.00 0.3% 1,806.00
High 1,880.75 1,882.50 1.75 0.1% 1,863.75
Low 1,867.50 1,863.75 -3.75 -0.2% 1,803.25
Close 1,873.00 1,873.00 0.00 0.0% 1,858.00
Range 13.25 18.75 5.50 41.5% 60.50
ATR 20.80 20.65 -0.15 -0.7% 0.00
Volume 1,000,557 1,577,086 576,529 57.6% 7,394,255
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,929.25 1,920.00 1,883.25
R3 1,910.50 1,901.25 1,878.25
R2 1,891.75 1,891.75 1,876.50
R1 1,882.50 1,882.50 1,874.75 1,877.75
PP 1,873.00 1,873.00 1,873.00 1,870.75
S1 1,863.75 1,863.75 1,871.25 1,859.00
S2 1,854.25 1,854.25 1,869.50
S3 1,835.50 1,845.00 1,867.75
S4 1,816.75 1,826.25 1,862.75
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 1,882.50 1,847.25 35.25 1.9% 15.00 0.8% 73% True False 1,094,667
10 1,882.50 1,803.25 79.25 4.2% 22.00 1.2% 88% True False 1,651,785
20 1,892.50 1,803.25 89.25 4.8% 20.50 1.1% 78% False False 1,660,151
40 1,892.50 1,803.25 89.25 4.8% 20.50 1.1% 78% False False 1,298,132
60 1,892.50 1,725.25 167.25 8.9% 21.25 1.1% 88% False False 868,017
80 1,892.50 1,725.25 167.25 8.9% 20.25 1.1% 88% False False 652,010
100 1,892.50 1,725.25 167.25 8.9% 19.00 1.0% 88% False False 521,699
120 1,892.50 1,725.25 167.25 8.9% 18.00 1.0% 88% False False 434,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,962.25
2.618 1,931.50
1.618 1,912.75
1.000 1,901.25
0.618 1,894.00
HIGH 1,882.50
0.618 1,875.25
0.500 1,873.00
0.382 1,871.00
LOW 1,863.75
0.618 1,852.25
1.000 1,845.00
1.618 1,833.50
2.618 1,814.75
4.250 1,784.00
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 1,873.00 1,872.50
PP 1,873.00 1,872.00
S1 1,873.00 1,871.50

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

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