E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 1,928.00 1,929.00 1.00 0.1% 1,942.00
High 1,933.50 1,935.75 2.25 0.1% 1,947.25
Low 1,919.00 1,923.75 4.75 0.2% 1,917.50
Close 1,929.25 1,933.75 4.50 0.2% 1,928.25
Range 14.50 12.00 -2.50 -17.2% 29.75
ATR 13.89 13.76 -0.14 -1.0% 0.00
Volume 1,739,592 1,817,231 77,639 4.5% 2,863,735
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,967.00 1,962.50 1,940.25
R3 1,955.00 1,950.50 1,937.00
R2 1,943.00 1,943.00 1,936.00
R1 1,938.50 1,938.50 1,934.75 1,940.75
PP 1,931.00 1,931.00 1,931.00 1,932.25
S1 1,926.50 1,926.50 1,932.75 1,928.75
S2 1,919.00 1,919.00 1,931.50
S3 1,907.00 1,914.50 1,930.50
S4 1,895.00 1,902.50 1,927.25
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,020.25 2,004.00 1,944.50
R3 1,990.50 1,974.25 1,936.50
R2 1,960.75 1,960.75 1,933.75
R1 1,944.50 1,944.50 1,931.00 1,937.75
PP 1,931.00 1,931.00 1,931.00 1,927.50
S1 1,914.75 1,914.75 1,925.50 1,908.00
S2 1,901.25 1,901.25 1,922.75
S3 1,871.50 1,885.00 1,920.00
S4 1,841.75 1,855.25 1,912.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,943.50 1,917.50 26.00 1.3% 14.50 0.7% 63% False False 1,234,305
10 1,947.25 1,908.75 38.50 2.0% 13.25 0.7% 65% False False 650,356
20 1,947.25 1,857.50 89.75 4.6% 12.50 0.6% 85% False False 329,753
40 1,947.25 1,836.75 110.50 5.7% 14.50 0.8% 88% False False 166,384
60 1,947.25 1,796.50 150.75 7.8% 16.75 0.9% 91% False False 111,940
80 1,947.25 1,796.50 150.75 7.8% 17.00 0.9% 91% False False 84,052
100 1,947.25 1,719.25 228.00 11.8% 17.75 0.9% 94% False False 67,303
120 1,947.25 1,719.25 228.00 11.8% 16.00 0.8% 94% False False 56,110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,986.75
2.618 1,967.25
1.618 1,955.25
1.000 1,947.75
0.618 1,943.25
HIGH 1,935.75
0.618 1,931.25
0.500 1,929.75
0.382 1,928.25
LOW 1,923.75
0.618 1,916.25
1.000 1,911.75
1.618 1,904.25
2.618 1,892.25
4.250 1,872.75
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 1,932.50 1,931.50
PP 1,931.00 1,929.50
S1 1,929.75 1,927.50

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

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