E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	1,847.25	1,839.50	-7.75	-0.4%	1,875.50
High	1,853.00	1,862.75	9.75	0.5%	1,882.25
Low	1,839.00	1,830.50	-8.50	-0.5%	1,839.00
Close	1,840.00	1,857.75	17.75	1.0%	1,840.00
Range	14.00	32.25	18.25	130.4%	43.25
ATR	19.67	20.57	0.90	4.6%	0.00
Volume	1,309,202	797,416	-511,786	-39.1%	8,099,818

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,947.00	1,934.75	1,875.50
R3	1,914.75	1,902.50	1,866.50
R2	1,882.50	1,882.50	1,863.75
R1	1,870.25	1,870.25	1,860.75	1,876.50
PP	1,850.25	1,850.25	1,850.25	1,853.50
S1	1,838.00	1,838.00	1,854.75	1,844.00
S2	1,818.00	1,818.00	1,851.75
S3	1,785.75	1,805.75	1,849.00
S4	1,753.50	1,773.50	1,840.00

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,983.50	1,955.00	1,863.75
R3	1,940.25	1,911.75	1,852.00
R2	1,897.00	1,897.00	1,848.00
R1	1,868.50	1,868.50	1,844.00	1,861.00
PP	1,853.75	1,853.75	1,853.75	1,850.00
S1	1,825.25	1,825.25	1,836.00	1,818.00
S2	1,810.50	1,810.50	1,832.00
S3	1,767.25	1,782.00	1,828.00
S4	1,724.00	1,738.75	1,816.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,882.25	1,830.50	51.75	2.8%	22.75	1.2%	53%	False	True	1,545,895
10	1,887.50	1,830.50	57.00	3.1%	19.50	1.0%	48%	False	True	1,494,160
20	1,887.50	1,817.25	70.25	3.8%	18.75	1.0%	58%	False	False	1,579,515
40	1,887.50	1,732.00	155.50	8.4%	22.00	1.2%	81%	False	False	1,742,617
60	1,887.50	1,732.00	155.50	8.4%	19.75	1.1%	81%	False	False	1,549,884
80	1,887.50	1,732.00	155.50	8.4%	18.50	1.0%	81%	False	False	1,247,608
100	1,887.50	1,728.75	158.75	8.5%	17.75	1.0%	81%	False	False	999,146
120	1,887.50	1,633.50	254.00	13.7%	17.75	1.0%	88%	False	False	833,483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,999.75
2.618	1,947.25
1.618	1,915.00
1.000	1,895.00
0.618	1,882.75
HIGH	1,862.75
0.618	1,850.50
0.500	1,846.50
0.382	1,842.75
LOW	1,830.50
0.618	1,810.50
1.000	1,798.25
1.618	1,778.25
2.618	1,746.00
4.250	1,693.50

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	1,854.00	1,856.00
PP	1,850.25	1,854.50
S1	1,846.50	1,852.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols