E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 1,905.25 1,905.75 0.50 0.0% 1,883.00
High 1,908.50 1,907.75 -0.75 0.0% 1,906.50
Low 1,900.00 1,901.50 1.50 0.1% 1,883.00
Close 1,906.75 1,907.00 0.25 0.0% 1,906.25
Range 8.50 6.25 -2.25 -26.5% 23.50
ATR 12.99 12.51 -0.48 -3.7% 0.00
Volume 71 586 515 725.4% 1,479
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,924.25 1,921.75 1,910.50
R3 1,918.00 1,915.50 1,908.75
R2 1,911.75 1,911.75 1,908.25
R1 1,909.25 1,909.25 1,907.50 1,910.50
PP 1,905.50 1,905.50 1,905.50 1,906.00
S1 1,903.00 1,903.00 1,906.50 1,904.25
S2 1,899.25 1,899.25 1,905.75
S3 1,893.00 1,896.75 1,905.25
S4 1,886.75 1,890.50 1,903.50
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,969.00 1,961.25 1,919.25
R3 1,945.50 1,937.75 1,912.75
R2 1,922.00 1,922.00 1,910.50
R1 1,914.25 1,914.25 1,908.50 1,918.00
PP 1,898.50 1,898.50 1,898.50 1,900.50
S1 1,890.75 1,890.75 1,904.00 1,894.50
S2 1,875.00 1,875.00 1,902.00
S3 1,851.50 1,867.25 1,899.75
S4 1,828.00 1,843.75 1,893.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,908.50 1,890.75 17.75 0.9% 7.75 0.4% 92% False False 417
10 1,908.50 1,850.50 58.00 3.0% 10.25 0.5% 97% False False 253
20 1,908.50 1,840.00 68.50 3.6% 12.50 0.7% 98% False False 178
40 1,908.50 1,790.00 118.50 6.2% 14.75 0.8% 99% False False 174
60 1,908.50 1,790.00 118.50 6.2% 14.50 0.8% 99% False False 144
80 1,908.50 1,746.00 162.50 8.5% 12.75 0.7% 99% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,934.25
2.618 1,924.00
1.618 1,917.75
1.000 1,914.00
0.618 1,911.50
HIGH 1,907.75
0.618 1,905.25
0.500 1,904.50
0.382 1,904.00
LOW 1,901.50
0.618 1,897.75
1.000 1,895.25
1.618 1,891.50
2.618 1,885.25
4.250 1,875.00
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 1,906.25 1,906.00
PP 1,905.50 1,904.75
S1 1,904.50 1,903.75

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

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