E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 1,917.00 1,921.25 4.25 0.2% 1,898.00
High 1,922.25 1,924.25 2.00 0.1% 1,922.25
Low 1,914.25 1,913.75 -0.50 0.0% 1,897.00
Close 1,921.50 1,921.75 0.25 0.0% 1,921.50
Range 8.00 10.50 2.50 31.3% 25.25
ATR 15.52 15.17 -0.36 -2.3% 0.00
Volume 1,169,034 1,053,526 -115,508 -9.9% 4,135,429
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,951.50 1,947.00 1,927.50
R3 1,941.00 1,936.50 1,924.75
R2 1,930.50 1,930.50 1,923.75
R1 1,926.00 1,926.00 1,922.75 1,928.25
PP 1,920.00 1,920.00 1,920.00 1,921.00
S1 1,915.50 1,915.50 1,920.75 1,917.75
S2 1,909.50 1,909.50 1,919.75
S3 1,899.00 1,905.00 1,918.75
S4 1,888.50 1,894.50 1,916.00
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,989.25 1,980.75 1,935.50
R3 1,964.00 1,955.50 1,928.50
R2 1,938.75 1,938.75 1,926.25
R1 1,930.25 1,930.25 1,923.75 1,934.50
PP 1,913.50 1,913.50 1,913.50 1,915.75
S1 1,905.00 1,905.00 1,919.25 1,909.25
S2 1,888.25 1,888.25 1,916.75
S3 1,863.00 1,879.75 1,914.50
S4 1,837.75 1,854.50 1,907.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,924.25 1,897.00 27.25 1.4% 10.25 0.5% 91% True False 1,037,791
10 1,924.25 1,864.75 59.50 3.1% 13.00 0.7% 96% True False 1,093,569
20 1,924.25 1,854.50 69.75 3.6% 15.50 0.8% 96% True False 1,296,902
40 1,924.25 1,803.25 121.00 6.3% 18.25 1.0% 98% True False 1,483,764
60 1,924.25 1,803.25 121.00 6.3% 18.75 1.0% 98% True False 1,444,241
80 1,924.25 1,737.25 187.00 9.7% 18.75 1.0% 99% True False 1,086,491
100 1,924.25 1,725.25 199.00 10.4% 19.50 1.0% 99% True False 870,297
120 1,924.25 1,725.25 199.00 10.4% 18.50 1.0% 99% True False 725,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,969.00
2.618 1,951.75
1.618 1,941.25
1.000 1,934.75
0.618 1,930.75
HIGH 1,924.25
0.618 1,920.25
0.500 1,919.00
0.382 1,917.75
LOW 1,913.75
0.618 1,907.25
1.000 1,903.25
1.618 1,896.75
2.618 1,886.25
4.250 1,869.00
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1,920.75 1,919.75
PP 1,920.00 1,917.75
S1 1,919.00 1,915.75

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

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