E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 1,817.00 1,822.75 5.75 0.3% 1,768.50
High 1,824.50 1,829.50 5.00 0.3% 1,818.00
Low 1,816.75 1,820.50 3.75 0.2% 1,754.00
Close 1,822.75 1,829.00 6.25 0.3% 1,814.50
Range 7.75 9.00 1.25 16.1% 64.00
ATR 16.73 16.18 -0.55 -3.3% 0.00
Volume 737,153 314,408 -422,745 -57.3% 9,194,472
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,853.25 1,850.25 1,834.00
R3 1,844.25 1,841.25 1,831.50
R2 1,835.25 1,835.25 1,830.75
R1 1,832.25 1,832.25 1,829.75 1,833.75
PP 1,826.25 1,826.25 1,826.25 1,827.00
S1 1,823.25 1,823.25 1,828.25 1,824.75
S2 1,817.25 1,817.25 1,827.25
S3 1,808.25 1,814.25 1,826.50
S4 1,799.25 1,805.25 1,824.00
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,987.50 1,965.00 1,849.75
R3 1,923.50 1,901.00 1,832.00
R2 1,859.50 1,859.50 1,826.25
R1 1,837.00 1,837.00 1,820.25 1,848.25
PP 1,795.50 1,795.50 1,795.50 1,801.00
S1 1,773.00 1,773.00 1,808.75 1,784.25
S2 1,731.50 1,731.50 1,802.75
S3 1,667.50 1,709.00 1,797.00
S4 1,603.50 1,645.00 1,779.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,829.50 1,760.75 68.75 3.8% 18.00 1.0% 99% True False 1,325,310
10 1,829.50 1,754.00 75.50 4.1% 18.50 1.0% 99% True False 1,300,869
20 1,829.50 1,754.00 75.50 4.1% 15.50 0.8% 99% True False 670,463
40 1,829.50 1,729.50 100.00 5.5% 15.50 0.9% 100% True False 338,183
60 1,829.50 1,633.50 196.00 10.7% 16.50 0.9% 100% True False 227,234
80 1,829.50 1,620.25 209.25 11.4% 16.00 0.9% 100% True False 170,731
100 1,829.50 1,613.00 216.50 11.8% 15.25 0.8% 100% True False 136,597
120 1,829.50 1,613.00 216.50 11.8% 14.25 0.8% 100% True False 113,840
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,867.75
2.618 1,853.00
1.618 1,844.00
1.000 1,838.50
0.618 1,835.00
HIGH 1,829.50
0.618 1,826.00
0.500 1,825.00
0.382 1,824.00
LOW 1,820.50
0.618 1,815.00
1.000 1,811.50
1.618 1,806.00
2.618 1,797.00
4.250 1,782.25
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 1,827.75 1,824.75
PP 1,826.25 1,820.25
S1 1,825.00 1,816.00

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

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