E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 1,877.50 1,864.00 -13.50 -0.7% 1,861.75
High 1,881.50 1,875.75 -5.75 -0.3% 1,886.00
Low 1,861.75 1,854.50 -7.25 -0.4% 1,844.00
Close 1,864.25 1,874.25 10.00 0.5% 1,874.50
Range 19.75 21.25 1.50 7.6% 42.00
ATR 19.03 19.19 0.16 0.8% 0.00
Volume 1,379,161 1,999,538 620,377 45.0% 7,441,929
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 1,932.00 1,924.25 1,886.00
R3 1,910.75 1,903.00 1,880.00
R2 1,889.50 1,889.50 1,878.25
R1 1,881.75 1,881.75 1,876.25 1,885.50
PP 1,868.25 1,868.25 1,868.25 1,870.00
S1 1,860.50 1,860.50 1,872.25 1,864.50
S2 1,847.00 1,847.00 1,870.25
S3 1,825.75 1,839.25 1,868.50
S4 1,804.50 1,818.00 1,862.50
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 1,854.50 31.50 1.7% 17.25 0.9% 63% False True 1,442,194
10 1,886.00 1,844.00 42.00 2.2% 17.75 0.9% 72% False False 1,508,226
20 1,886.00 1,803.25 82.75 4.4% 20.00 1.1% 86% False False 1,571,862
40 1,892.50 1,803.25 89.25 4.8% 20.50 1.1% 80% False False 1,624,955
60 1,892.50 1,787.50 105.00 5.6% 19.75 1.0% 83% False False 1,091,875
80 1,892.50 1,725.25 167.25 8.9% 20.75 1.1% 89% False False 820,456
100 1,892.50 1,725.25 167.25 8.9% 19.50 1.0% 89% False False 656,732
120 1,892.50 1,725.25 167.25 8.9% 18.25 1.0% 89% False False 547,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,966.00
2.618 1,931.50
1.618 1,910.25
1.000 1,897.00
0.618 1,889.00
HIGH 1,875.75
0.618 1,867.75
0.500 1,865.00
0.382 1,862.50
LOW 1,854.50
0.618 1,841.25
1.000 1,833.25
1.618 1,820.00
2.618 1,798.75
4.250 1,764.25
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 1,871.25 1,872.25
PP 1,868.25 1,870.00
S1 1,865.00 1,868.00

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

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