E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	1,795.25	1,798.50	3.25	0.2%	1,795.00
High	1,801.00	1,805.75	4.75	0.3%	1,805.75
Low	1,794.50	1,796.50	2.00	0.1%	1,792.00
Close	1,798.00	1,797.75	-0.25	0.0%	1,797.75
Range	6.50	9.25	2.75	42.3%	13.75
ATR	14.42	14.05	-0.37	-2.6%	0.00
Volume	19,451	24,181	4,730	24.3%	61,202

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,827.75	1,822.00	1,802.75
R3	1,818.50	1,812.75	1,800.25
R2	1,809.25	1,809.25	1,799.50
R1	1,803.50	1,803.50	1,798.50	1,801.75
PP	1,800.00	1,800.00	1,800.00	1,799.00
S1	1,794.25	1,794.25	1,797.00	1,792.50
S2	1,790.75	1,790.75	1,796.00
S3	1,781.50	1,785.00	1,795.25
S4	1,772.25	1,775.75	1,792.75

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,839.75	1,832.50	1,805.25
R3	1,826.00	1,818.75	1,801.50
R2	1,812.25	1,812.25	1,800.25
R1	1,805.00	1,805.00	1,799.00	1,808.50
PP	1,798.50	1,798.50	1,798.50	1,800.25
S1	1,791.25	1,791.25	1,796.50	1,795.00
S2	1,784.75	1,784.75	1,795.25
S3	1,771.00	1,777.50	1,794.00
S4	1,757.25	1,763.75	1,790.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,805.75	1,785.50	20.25	1.1%	9.00	0.5%	60%	True	False	13,346
10	1,805.75	1,768.25	37.50	2.1%	11.75	0.7%	79%	True	False	9,016
20	1,805.75	1,729.50	76.25	4.2%	14.50	0.8%	90%	True	False	7,299
40	1,805.75	1,633.50	172.25	9.6%	16.25	0.9%	95%	True	False	6,277
60	1,805.75	1,626.50	179.25	10.0%	15.75	0.9%	96%	True	False	4,928
80	1,805.75	1,613.00	192.75	10.7%	15.25	0.9%	96%	True	False	3,712
100	1,805.75	1,613.00	192.75	10.7%	14.00	0.8%	96%	True	False	2,979
120	1,805.75	1,542.25	263.50	14.7%	15.00	0.8%	97%	True	False	2,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	3.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,845.00
2.618	1,830.00
1.618	1,820.75
1.000	1,815.00
0.618	1,811.50
HIGH	1,805.75
0.618	1,802.25
0.500	1,801.00
0.382	1,800.00
LOW	1,796.50
0.618	1,790.75
1.000	1,787.25
1.618	1,781.50
2.618	1,772.25
4.250	1,757.25

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	1,801.00	1,799.00
PP	1,800.00	1,798.50
S1	1,799.00	1,798.25

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