E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 1,878.75 1,875.50 -3.25 -0.2% 1,861.75
High 1,886.00 1,880.00 -6.00 -0.3% 1,886.00
Low 1,872.00 1,860.50 -11.50 -0.6% 1,844.00
Close 1,874.50 1,875.75 1.25 0.1% 1,874.50
Range 14.00 19.50 5.50 39.3% 42.00
ATR 18.93 18.97 0.04 0.2% 0.00
Volume 1,717,169 1,176,754 -540,415 -31.5% 7,441,929
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 1,930.50 1,922.75 1,886.50
R3 1,911.00 1,903.25 1,881.00
R2 1,891.50 1,891.50 1,879.25
R1 1,883.75 1,883.75 1,877.50 1,887.50
PP 1,872.00 1,872.00 1,872.00 1,874.00
S1 1,864.25 1,864.25 1,874.00 1,868.00
S2 1,852.50 1,852.50 1,872.25
S3 1,833.00 1,844.75 1,870.50
S4 1,813.50 1,825.25 1,865.00
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 1,860.50 25.50 1.4% 13.75 0.7% 60% False True 1,310,697
10 1,886.00 1,844.00 42.00 2.2% 16.75 0.9% 76% False False 1,381,057
20 1,886.00 1,803.25 82.75 4.4% 20.25 1.1% 88% False False 1,604,622
40 1,892.50 1,803.25 89.25 4.8% 20.25 1.1% 81% False False 1,546,099
60 1,892.50 1,752.00 140.50 7.5% 19.75 1.1% 88% False False 1,035,815
80 1,892.50 1,725.25 167.25 8.9% 20.75 1.1% 90% False False 778,296
100 1,892.50 1,725.25 167.25 8.9% 19.50 1.0% 90% False False 622,948
120 1,892.50 1,725.25 167.25 8.9% 18.00 1.0% 90% False False 519,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,963.00
2.618 1,931.00
1.618 1,911.50
1.000 1,899.50
0.618 1,892.00
HIGH 1,880.00
0.618 1,872.50
0.500 1,870.25
0.382 1,868.00
LOW 1,860.50
0.618 1,848.50
1.000 1,841.00
1.618 1,829.00
2.618 1,809.50
4.250 1,777.50
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 1,874.00 1,875.00
PP 1,872.00 1,874.00
S1 1,870.25 1,873.25

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

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