E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 1,870.25 1,874.00 3.75 0.2% 1,875.50
High 1,875.00 1,894.00 19.00 1.0% 1,884.75
Low 1,862.50 1,874.00 11.50 0.6% 1,854.50
Close 1,873.50 1,892.75 19.25 1.0% 1,873.50
Range 12.50 20.00 7.50 60.0% 30.25
ATR 18.75 18.87 0.13 0.7% 0.00
Volume 1,476,536 1,183,703 -292,833 -19.8% 7,785,096
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 1,947.00 1,939.75 1,903.75
R3 1,927.00 1,919.75 1,898.25
R2 1,907.00 1,907.00 1,896.50
R1 1,899.75 1,899.75 1,894.50 1,903.50
PP 1,887.00 1,887.00 1,887.00 1,888.75
S1 1,879.75 1,879.75 1,891.00 1,883.50
S2 1,867.00 1,867.00 1,889.00
S3 1,847.00 1,859.75 1,887.25
S4 1,827.00 1,839.75 1,881.75
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1,961.75 1,947.75 1,890.25
R3 1,931.50 1,917.50 1,881.75
R2 1,901.25 1,901.25 1,879.00
R1 1,887.25 1,887.25 1,876.25 1,879.00
PP 1,871.00 1,871.00 1,871.00 1,866.75
S1 1,857.00 1,857.00 1,870.75 1,849.00
S2 1,840.75 1,840.75 1,868.00
S3 1,810.50 1,826.75 1,865.25
S4 1,780.25 1,796.50 1,856.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,894.00 1,854.50 39.50 2.1% 18.75 1.0% 97% True False 1,558,409
10 1,894.00 1,854.50 39.50 2.1% 16.25 0.9% 97% True False 1,434,553
20 1,894.00 1,803.25 90.75 4.8% 18.00 1.0% 99% True False 1,476,538
40 1,894.00 1,803.25 90.75 4.8% 20.25 1.1% 99% True False 1,646,226
60 1,894.00 1,803.25 90.75 4.8% 19.50 1.0% 99% True False 1,164,945
80 1,894.00 1,725.25 168.75 8.9% 20.75 1.1% 99% True False 875,501
100 1,894.00 1,725.25 168.75 8.9% 19.50 1.0% 99% True False 700,849
120 1,894.00 1,725.25 168.75 8.9% 18.50 1.0% 99% True False 584,073
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,979.00
2.618 1,946.25
1.618 1,926.25
1.000 1,914.00
0.618 1,906.25
HIGH 1,894.00
0.618 1,886.25
0.500 1,884.00
0.382 1,881.75
LOW 1,874.00
0.618 1,861.75
1.000 1,854.00
1.618 1,841.75
2.618 1,821.75
4.250 1,789.00
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 1,889.75 1,888.00
PP 1,887.00 1,883.00
S1 1,884.00 1,878.25

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

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