E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 1,913.50 1,915.75 2.25 0.1% 1,890.50
High 1,916.25 1,919.50 3.25 0.2% 1,914.50
Low 1,908.50 1,908.75 0.25 0.0% 1,889.50
Close 1,914.75 1,918.25 3.50 0.2% 1,914.00
Range 7.75 10.75 3.00 38.7% 25.00
ATR 14.28 14.03 -0.25 -1.8% 0.00
Volume 17,767 19,024 1,257 7.1% 35,826
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,947.75 1,943.75 1,924.25
R3 1,937.00 1,933.00 1,921.25
R2 1,926.25 1,926.25 1,920.25
R1 1,922.25 1,922.25 1,919.25 1,924.25
PP 1,915.50 1,915.50 1,915.50 1,916.50
S1 1,911.50 1,911.50 1,917.25 1,913.50
S2 1,904.75 1,904.75 1,916.25
S3 1,894.00 1,900.75 1,915.25
S4 1,883.25 1,890.00 1,912.25
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,981.00 1,972.50 1,927.75
R3 1,956.00 1,947.50 1,921.00
R2 1,931.00 1,931.00 1,918.50
R1 1,922.50 1,922.50 1,916.25 1,926.75
PP 1,906.00 1,906.00 1,906.00 1,908.00
S1 1,897.50 1,897.50 1,911.75 1,901.75
S2 1,881.00 1,881.00 1,909.50
S3 1,856.00 1,872.50 1,907.00
S4 1,831.00 1,847.50 1,900.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,919.50 1,899.75 19.75 1.0% 9.50 0.5% 94% True False 12,923
10 1,919.50 1,859.25 60.25 3.1% 11.00 0.6% 98% True False 10,681
20 1,919.50 1,847.25 72.25 3.8% 14.00 0.7% 98% True False 7,171
40 1,919.50 1,796.50 123.00 6.4% 16.75 0.9% 99% True False 5,191
60 1,919.50 1,796.50 123.00 6.4% 17.75 0.9% 99% True False 3,963
80 1,919.50 1,774.50 145.00 7.6% 17.25 0.9% 99% True False 3,046
100 1,919.50 1,719.25 200.25 10.4% 17.50 0.9% 99% True False 2,464
120 1,919.50 1,719.25 200.25 10.4% 15.75 0.8% 99% True False 2,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,965.25
2.618 1,947.75
1.618 1,937.00
1.000 1,930.25
0.618 1,926.25
HIGH 1,919.50
0.618 1,915.50
0.500 1,914.00
0.382 1,912.75
LOW 1,908.75
0.618 1,902.00
1.000 1,898.00
1.618 1,891.25
2.618 1,880.50
4.250 1,863.00
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 1,917.00 1,916.50
PP 1,915.50 1,914.75
S1 1,914.00 1,913.00

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

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