E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 1,956.00 1,957.50 1.50 0.1% 1,934.25
High 1,960.25 1,970.00 9.75 0.5% 1,970.00
Low 1,952.25 1,956.75 4.50 0.2% 1,926.50
Close 1,958.50 1,964.52 6.02 0.3% 1,964.52
Range 8.00 13.25 5.25 65.6% 43.50
ATR 13.92 13.87 -0.05 -0.3% 0.00
Volume 369,578 61,298 -308,280 -83.4% 2,701,189
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,003.50 1,997.25 1,971.75
R3 1,990.25 1,984.00 1,968.25
R2 1,977.00 1,977.00 1,967.00
R1 1,970.75 1,970.75 1,965.75 1,974.00
PP 1,963.75 1,963.75 1,963.75 1,965.25
S1 1,957.50 1,957.50 1,963.25 1,960.75
S2 1,950.50 1,950.50 1,962.00
S3 1,937.25 1,944.25 1,961.00
S4 1,924.00 1,931.00 1,957.25
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,084.25 2,067.75 1,988.50
R3 2,040.75 2,024.25 1,976.50
R2 1,997.25 1,997.25 1,972.50
R1 1,980.75 1,980.75 1,968.50 1,989.00
PP 1,953.75 1,953.75 1,953.75 1,957.75
S1 1,937.25 1,937.25 1,960.50 1,945.50
S2 1,910.25 1,910.25 1,956.50
S3 1,866.75 1,893.75 1,952.50
S4 1,823.25 1,850.25 1,940.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,970.00 1,926.50 43.50 2.2% 13.50 0.7% 87% True False 540,237
10 1,970.00 1,924.75 45.25 2.3% 13.25 0.7% 88% True False 872,570
20 1,970.00 1,889.50 80.50 4.1% 12.25 0.6% 93% True False 971,186
40 1,970.00 1,844.00 126.00 6.4% 14.75 0.7% 96% True False 1,209,024
60 1,970.00 1,803.25 166.75 8.5% 16.50 0.8% 97% True False 1,359,400
80 1,970.00 1,803.25 166.75 8.5% 17.50 0.9% 97% True False 1,253,578
100 1,970.00 1,725.25 244.75 12.5% 18.50 0.9% 98% True False 1,004,420
120 1,970.00 1,725.25 244.75 12.5% 18.50 0.9% 98% True False 837,681
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 3.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,026.25
2.618 2,004.75
1.618 1,991.50
1.000 1,983.25
0.618 1,978.25
HIGH 1,970.00
0.618 1,965.00
0.500 1,963.50
0.382 1,961.75
LOW 1,956.75
0.618 1,948.50
1.000 1,943.50
1.618 1,935.25
2.618 1,922.00
4.250 1,900.50
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 1,964.25 1,961.00
PP 1,963.75 1,957.50
S1 1,963.50 1,954.00

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

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