E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 1,861.75 1,866.00 4.25 0.2% 1,859.25
High 1,871.75 1,875.25 3.50 0.2% 1,882.50
Low 1,844.00 1,865.00 21.00 1.1% 1,853.00
Close 1,866.00 1,871.75 5.75 0.3% 1,860.00
Range 27.75 10.25 -17.50 -63.1% 29.50
ATR 21.17 20.39 -0.78 -3.7% 0.00
Volume 2,065,197 1,219,110 -846,087 -41.0% 5,725,786
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,901.50 1,896.75 1,877.50
R3 1,891.25 1,886.50 1,874.50
R2 1,881.00 1,881.00 1,873.75
R1 1,876.25 1,876.25 1,872.75 1,878.50
PP 1,870.75 1,870.75 1,870.75 1,871.75
S1 1,866.00 1,866.00 1,870.75 1,868.50
S2 1,860.50 1,860.50 1,869.75
S3 1,850.25 1,855.75 1,869.00
S4 1,840.00 1,845.50 1,866.00
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,953.75 1,936.25 1,876.25
R3 1,924.25 1,906.75 1,868.00
R2 1,894.75 1,894.75 1,865.50
R1 1,877.25 1,877.25 1,862.75 1,886.00
PP 1,865.25 1,865.25 1,865.25 1,869.50
S1 1,847.75 1,847.75 1,857.25 1,856.50
S2 1,835.75 1,835.75 1,854.50
S3 1,806.25 1,818.25 1,852.00
S4 1,776.75 1,788.75 1,843.75
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 1,844.00 38.50 2.1% 18.25 1.0% 72% False False 1,473,948
10 1,882.50 1,809.25 73.25 3.9% 18.50 1.0% 85% False False 1,451,881
20 1,892.50 1,803.25 89.25 4.8% 21.00 1.1% 77% False False 1,644,469
40 1,892.50 1,803.25 89.25 4.8% 20.50 1.1% 77% False False 1,416,261
60 1,892.50 1,725.25 167.25 8.9% 20.75 1.1% 88% False False 947,461
80 1,892.50 1,725.25 167.25 8.9% 20.50 1.1% 88% False False 711,840
100 1,892.50 1,725.25 167.25 8.9% 19.25 1.0% 88% False False 569,609
120 1,892.50 1,725.25 167.25 8.9% 18.25 1.0% 88% False False 474,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,918.75
2.618 1,902.00
1.618 1,891.75
1.000 1,885.50
0.618 1,881.50
HIGH 1,875.25
0.618 1,871.25
0.500 1,870.00
0.382 1,869.00
LOW 1,865.00
0.618 1,858.75
1.000 1,854.75
1.618 1,848.50
2.618 1,838.25
4.250 1,821.50
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 1,871.25 1,867.75
PP 1,870.75 1,863.75
S1 1,870.00 1,859.50

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

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