E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 1,827.25 1,824.00 -3.25 -0.2% 1,836.00
High 1,833.00 1,832.50 -0.50 0.0% 1,846.50
Low 1,820.50 1,817.25 -3.25 -0.2% 1,820.50
Close 1,825.50 1,820.75 -4.75 -0.3% 1,825.50
Range 12.50 15.25 2.75 22.0% 26.00
ATR 14.37 14.43 0.06 0.4% 0.00
Volume 961,601 1,369,207 407,606 42.4% 3,439,460
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,869.25 1,860.25 1,829.25
R3 1,854.00 1,845.00 1,825.00
R2 1,838.75 1,838.75 1,823.50
R1 1,829.75 1,829.75 1,822.25 1,826.50
PP 1,823.50 1,823.50 1,823.50 1,822.00
S1 1,814.50 1,814.50 1,819.25 1,811.50
S2 1,808.25 1,808.25 1,818.00
S3 1,793.00 1,799.25 1,816.50
S4 1,777.75 1,784.00 1,812.25
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,908.75 1,893.25 1,839.75
R3 1,882.75 1,867.25 1,832.75
R2 1,856.75 1,856.75 1,830.25
R1 1,841.25 1,841.25 1,828.00 1,836.00
PP 1,830.75 1,830.75 1,830.75 1,828.25
S1 1,815.25 1,815.25 1,823.00 1,810.00
S2 1,804.75 1,804.75 1,820.75
S3 1,778.75 1,789.25 1,818.25
S4 1,752.75 1,763.25 1,811.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,846.50 1,817.25 29.25 1.6% 12.75 0.7% 12% False True 961,733
10 1,846.50 1,802.50 44.00 2.4% 11.00 0.6% 41% False False 827,797
20 1,846.50 1,754.00 92.50 5.1% 15.25 0.8% 72% False False 957,230
40 1,846.50 1,729.50 117.00 6.4% 15.00 0.8% 78% False False 483,784
60 1,846.50 1,644.25 202.25 11.1% 15.75 0.9% 87% False False 324,375
80 1,846.50 1,633.50 213.00 11.7% 15.75 0.9% 88% False False 244,102
100 1,846.50 1,613.00 233.50 12.8% 15.50 0.9% 89% False False 195,297
120 1,846.50 1,613.00 233.50 12.8% 14.50 0.8% 89% False False 162,756
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 True
Bear Hook False
Bull Hook False
Stretch 2.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,897.25
2.618 1,872.50
1.618 1,857.25
1.000 1,847.75
0.618 1,842.00
HIGH 1,832.50
0.618 1,826.75
0.500 1,825.00
0.382 1,823.00
LOW 1,817.25
0.618 1,807.75
1.000 1,802.00
1.618 1,792.50
2.618 1,777.25
4.250 1,752.50
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 1,825.00 1,829.00
PP 1,823.50 1,826.25
S1 1,822.00 1,823.50

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

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