E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 1,879.50 1,878.75 -0.75 0.0% 1,861.75
High 1,882.75 1,886.00 3.25 0.2% 1,886.00
Low 1,871.50 1,872.00 0.50 0.0% 1,844.00
Close 1,877.75 1,874.50 -3.25 -0.2% 1,874.50
Range 11.25 14.00 2.75 24.4% 42.00
ATR 19.31 18.93 -0.38 -2.0% 0.00
Volume 938,351 1,717,169 778,818 83.0% 7,441,929
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 1,919.50 1,911.00 1,882.25
R3 1,905.50 1,897.00 1,878.25
R2 1,891.50 1,891.50 1,877.00
R1 1,883.00 1,883.00 1,875.75 1,880.25
PP 1,877.50 1,877.50 1,877.50 1,876.00
S1 1,869.00 1,869.00 1,873.25 1,866.25
S2 1,863.50 1,863.50 1,872.00
S3 1,849.50 1,855.00 1,870.75
S4 1,835.50 1,841.00 1,866.75
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1,994.25 1,976.25 1,897.50
R3 1,952.25 1,934.25 1,886.00
R2 1,910.25 1,910.25 1,882.25
R1 1,892.25 1,892.25 1,878.25 1,901.25
PP 1,868.25 1,868.25 1,868.25 1,872.50
S1 1,850.25 1,850.25 1,870.75 1,859.25
S2 1,826.25 1,826.25 1,866.75
S3 1,784.25 1,808.25 1,863.00
S4 1,742.25 1,766.25 1,851.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,886.00 1,844.00 42.00 2.2% 15.50 0.8% 73% True False 1,488,385
10 1,886.00 1,844.00 42.00 2.2% 15.75 0.8% 73% True False 1,316,771
20 1,892.50 1,803.25 89.25 4.8% 21.25 1.1% 80% False False 1,670,625
40 1,892.50 1,803.25 89.25 4.8% 20.25 1.1% 80% False False 1,517,911
60 1,892.50 1,737.25 155.25 8.3% 19.75 1.1% 88% False False 1,016,354
80 1,892.50 1,725.25 167.25 8.9% 20.50 1.1% 89% False False 763,646
100 1,892.50 1,725.25 167.25 8.9% 19.25 1.0% 89% False False 611,183
120 1,892.50 1,725.25 167.25 8.9% 18.00 1.0% 89% False False 509,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,945.50
2.618 1,922.75
1.618 1,908.75
1.000 1,900.00
0.618 1,894.75
HIGH 1,886.00
0.618 1,880.75
0.500 1,879.00
0.382 1,877.25
LOW 1,872.00
0.618 1,863.25
1.000 1,858.00
1.618 1,849.25
2.618 1,835.25
4.250 1,812.50
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 1,879.00 1,876.00
PP 1,877.50 1,875.50
S1 1,876.00 1,875.00

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

View Archives - Comment on this page... - Back to Index of Symbols