E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 1,943.75 1,930.75 -13.00 -0.7% 1,949.25
High 1,947.75 1,937.00 -10.75 -0.6% 1,954.75
Low 1,924.75 1,926.50 1.75 0.1% 1,924.75
Close 1,930.50 1,935.75 5.25 0.3% 1,935.75
Range 23.00 10.50 -12.50 -54.3% 30.00
ATR 14.33 14.06 -0.27 -1.9% 0.00
Volume 1,665,612 945,294 -720,318 -43.2% 6,024,514
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,964.50 1,960.75 1,941.50
R3 1,954.00 1,950.25 1,938.75
R2 1,943.50 1,943.50 1,937.75
R1 1,939.75 1,939.75 1,936.75 1,941.50
PP 1,933.00 1,933.00 1,933.00 1,934.00
S1 1,929.25 1,929.25 1,934.75 1,931.00
S2 1,922.50 1,922.50 1,933.75
S3 1,912.00 1,918.75 1,932.75
S4 1,901.50 1,908.25 1,930.00
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,028.50 2,012.00 1,952.25
R3 1,998.50 1,982.00 1,944.00
R2 1,968.50 1,968.50 1,941.25
R1 1,952.00 1,952.00 1,938.50 1,945.25
PP 1,938.50 1,938.50 1,938.50 1,935.00
S1 1,922.00 1,922.00 1,933.00 1,915.25
S2 1,908.50 1,908.50 1,930.25
S3 1,878.50 1,892.00 1,927.50
S4 1,848.50 1,862.00 1,919.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,954.75 1,924.75 30.00 1.5% 12.75 0.7% 37% False False 1,204,902
10 1,954.75 1,913.75 41.00 2.1% 12.50 0.6% 54% False False 1,182,554
20 1,954.75 1,861.25 93.50 4.8% 13.00 0.7% 80% False False 1,161,508
40 1,954.75 1,844.00 110.75 5.7% 15.00 0.8% 83% False False 1,278,328
60 1,954.75 1,803.25 151.50 7.8% 17.25 0.9% 87% False False 1,461,288
80 1,954.75 1,803.25 151.50 7.8% 17.75 0.9% 87% False False 1,220,248
100 1,954.75 1,725.25 229.50 11.9% 19.25 1.0% 92% False False 977,720
120 1,954.75 1,725.25 229.50 11.9% 18.25 0.9% 92% False False 815,207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,981.50
2.618 1,964.50
1.618 1,954.00
1.000 1,947.50
0.618 1,943.50
HIGH 1,937.00
0.618 1,933.00
0.500 1,931.75
0.382 1,930.50
LOW 1,926.50
0.618 1,920.00
1.000 1,916.00
1.618 1,909.50
2.618 1,899.00
4.250 1,882.00
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 1,934.50 1,938.00
PP 1,933.00 1,937.25
S1 1,931.75 1,936.50

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

View Archives - Comment on this page... - Back to Index of Symbols