E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 1,848.50 1,843.50 -5.00 -0.3% 1,825.50
High 1,858.75 1,857.00 -1.75 -0.1% 1,869.00
Low 1,834.75 1,841.00 6.25 0.3% 1,818.50
Close 1,842.25 1,852.00 9.75 0.5% 1,850.00
Range 24.00 16.00 -8.00 -33.3% 50.50
ATR 19.34 19.10 -0.24 -1.2% 0.00
Volume 1,273 1,360 87 6.8% 3,484
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,898.00 1,891.00 1,860.75
R3 1,882.00 1,875.00 1,856.50
R2 1,866.00 1,866.00 1,855.00
R1 1,859.00 1,859.00 1,853.50 1,862.50
PP 1,850.00 1,850.00 1,850.00 1,851.75
S1 1,843.00 1,843.00 1,850.50 1,846.50
S2 1,834.00 1,834.00 1,849.00
S3 1,818.00 1,827.00 1,847.50
S4 1,802.00 1,811.00 1,843.25
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,997.25 1,974.25 1,877.75
R3 1,946.75 1,923.75 1,864.00
R2 1,896.25 1,896.25 1,859.25
R1 1,873.25 1,873.25 1,854.75 1,884.75
PP 1,845.75 1,845.75 1,845.75 1,851.50
S1 1,822.75 1,822.75 1,845.25 1,834.25
S2 1,795.25 1,795.25 1,840.75
S3 1,744.75 1,772.25 1,836.00
S4 1,694.25 1,721.75 1,822.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,869.00 1,834.75 34.25 1.8% 21.25 1.1% 50% False False 982
10 1,869.00 1,818.50 50.50 2.7% 21.50 1.2% 66% False False 834
20 1,873.00 1,818.50 54.50 2.9% 18.25 1.0% 61% False False 511
40 1,873.00 1,719.25 153.75 8.3% 19.00 1.0% 86% False False 396
60 1,873.00 1,719.25 153.75 8.3% 16.00 0.9% 86% False False 324
80 1,873.00 1,719.25 153.75 8.3% 13.25 0.7% 86% False False 252
100 1,873.00 1,719.25 153.75 8.3% 11.00 0.6% 86% False False 202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.80
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,925.00
2.618 1,899.00
1.618 1,883.00
1.000 1,873.00
0.618 1,867.00
HIGH 1,857.00
0.618 1,851.00
0.500 1,849.00
0.382 1,847.00
LOW 1,841.00
0.618 1,831.00
1.000 1,825.00
1.618 1,815.00
2.618 1,799.00
4.250 1,773.00
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 1,851.00 1,852.00
PP 1,850.00 1,852.00
S1 1,849.00 1,852.00

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

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