E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1,868.50 1,883.75 15.25 0.8% 1,874.00
High 1,886.50 1,894.00 7.50 0.4% 1,898.50
Low 1,866.50 1,882.75 16.25 0.9% 1,859.00
Close 1,885.00 1,890.25 5.25 0.3% 1,874.75
Range 20.00 11.25 -8.75 -43.8% 39.50
ATR 18.47 17.95 -0.52 -2.8% 0.00
Volume 1,358,710 1,026,615 -332,095 -24.4% 7,217,263
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1,922.75 1,917.75 1,896.50
R3 1,911.50 1,906.50 1,893.25
R2 1,900.25 1,900.25 1,892.25
R1 1,895.25 1,895.25 1,891.25 1,897.75
PP 1,889.00 1,889.00 1,889.00 1,890.25
S1 1,884.00 1,884.00 1,889.25 1,886.50
S2 1,877.75 1,877.75 1,888.25
S3 1,866.50 1,872.75 1,887.25
S4 1,855.25 1,861.50 1,884.00
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1,996.00 1,974.75 1,896.50
R3 1,956.50 1,935.25 1,885.50
R2 1,917.00 1,917.00 1,882.00
R1 1,895.75 1,895.75 1,878.25 1,906.50
PP 1,877.50 1,877.50 1,877.50 1,882.75
S1 1,856.25 1,856.25 1,871.25 1,867.00
S2 1,838.00 1,838.00 1,867.50
S3 1,798.50 1,816.75 1,864.00
S4 1,759.00 1,777.25 1,853.00
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 1,861.25 32.75 1.7% 16.50 0.9% 89% True False 1,301,525
10 1,898.50 1,859.00 39.50 2.1% 16.50 0.9% 79% False False 1,367,898
20 1,898.50 1,844.00 54.50 2.9% 17.25 0.9% 85% False False 1,446,863
40 1,898.50 1,803.25 95.25 5.0% 18.75 1.0% 91% False False 1,553,507
60 1,898.50 1,803.25 95.25 5.0% 19.50 1.0% 91% False False 1,347,709
80 1,898.50 1,725.25 173.25 9.2% 20.25 1.1% 95% False False 1,012,728
100 1,898.50 1,725.25 173.25 9.2% 19.75 1.0% 95% False False 810,980
120 1,898.50 1,725.25 173.25 9.2% 18.75 1.0% 95% False False 675,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3.00
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,941.75
2.618 1,923.50
1.618 1,912.25
1.000 1,905.25
0.618 1,901.00
HIGH 1,894.00
0.618 1,889.75
0.500 1,888.50
0.382 1,887.00
LOW 1,882.75
0.618 1,875.75
1.000 1,871.50
1.618 1,864.50
2.618 1,853.25
4.250 1,835.00
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1,889.50 1,886.50
PP 1,889.00 1,883.00
S1 1,888.50 1,879.50

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

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