E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 1,742.00 1,734.75 -7.25 -0.4% 1,678.75
High 1,742.00 1,745.00 3.00 0.2% 1,733.50
Low 1,728.75 1,733.50 4.75 0.3% 1,674.25
Close 1,735.25 1,742.00 6.75 0.4% 1,730.00
Range 13.25 11.50 -1.75 -13.2% 59.25
ATR 18.13 17.66 -0.47 -2.6% 0.00
Volume 7,266 3,678 -3,588 -49.4% 21,410
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,774.75 1,769.75 1,748.25
R3 1,763.25 1,758.25 1,745.25
R2 1,751.75 1,751.75 1,744.00
R1 1,746.75 1,746.75 1,743.00 1,749.25
PP 1,740.25 1,740.25 1,740.25 1,741.50
S1 1,735.25 1,735.25 1,741.00 1,737.75
S2 1,728.75 1,728.75 1,740.00
S3 1,717.25 1,723.75 1,738.75
S4 1,705.75 1,712.25 1,735.75
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,890.25 1,869.50 1,762.50
R3 1,831.00 1,810.25 1,746.25
R2 1,771.75 1,771.75 1,740.75
R1 1,751.00 1,751.00 1,735.50 1,761.50
PP 1,712.50 1,712.50 1,712.50 1,717.75
S1 1,691.75 1,691.75 1,724.50 1,702.00
S2 1,653.25 1,653.25 1,719.25
S3 1,594.00 1,632.50 1,713.75
S4 1,534.75 1,573.25 1,697.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,747.50 1,720.50 27.00 1.5% 12.50 0.7% 80% False False 4,451
10 1,747.50 1,666.75 80.75 4.6% 18.00 1.0% 93% False False 4,961
20 1,747.50 1,633.50 114.00 6.5% 18.75 1.1% 95% False False 5,324
40 1,747.50 1,613.00 134.50 7.7% 16.50 0.9% 96% False False 3,124
60 1,747.50 1,613.00 134.50 7.7% 15.00 0.9% 96% False False 2,102
80 1,747.50 1,582.50 165.00 9.5% 13.75 0.8% 97% False False 1,593
100 1,747.50 1,542.25 205.25 11.8% 14.75 0.9% 97% False False 1,302
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 False
Bear Hook False
Bull Hook False
Stretch 3.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,794.00
2.618 1,775.00
1.618 1,763.50
1.000 1,756.50
0.618 1,752.00
HIGH 1,745.00
0.618 1,740.50
0.500 1,739.25
0.382 1,738.00
LOW 1,733.50
0.618 1,726.50
1.000 1,722.00
1.618 1,715.00
2.618 1,703.50
4.250 1,684.50
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 1,741.00 1,740.75
PP 1,740.25 1,739.50
S1 1,739.25 1,738.00

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

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