E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	1,833.25	1,838.50	5.25	0.3%	1,824.00
High	1,842.50	1,838.75	-3.75	-0.2%	1,842.50
Low	1,826.25	1,809.50	-16.75	-0.9%	1,817.25
Close	1,837.75	1,815.00	-22.75	-1.2%	1,837.75
Range	16.25	29.25	13.00	80.0%	25.25
ATR	14.31	15.38	1.07	7.5%	0.00
Volume	1,455,887	1,710,408	254,521	17.5%	6,642,556

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,908.75	1,891.25	1,831.00
R3	1,879.50	1,862.00	1,823.00
R2	1,850.25	1,850.25	1,820.25
R1	1,832.75	1,832.75	1,817.75	1,827.00
PP	1,821.00	1,821.00	1,821.00	1,818.25
S1	1,803.50	1,803.50	1,812.25	1,797.50
S2	1,791.75	1,791.75	1,809.75
S3	1,762.50	1,774.25	1,807.00
S4	1,733.25	1,745.00	1,799.00

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,908.25	1,898.25	1,851.75
R3	1,883.00	1,873.00	1,844.75
R2	1,857.75	1,857.75	1,842.50
R1	1,847.75	1,847.75	1,840.00	1,852.75
PP	1,832.50	1,832.50	1,832.50	1,835.00
S1	1,822.50	1,822.50	1,835.50	1,827.50
S2	1,807.25	1,807.25	1,833.00
S3	1,782.00	1,797.25	1,830.75
S4	1,756.75	1,772.00	1,823.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,842.50	1,809.50	33.00	1.8%	17.00	0.9%	17%	False	True	1,396,751
10	1,846.50	1,809.50	37.00	2.0%	15.00	0.8%	15%	False	True	1,179,242
20	1,846.50	1,754.00	92.50	5.1%	15.50	0.9%	66%	False	False	1,232,929
40	1,846.50	1,754.00	92.50	5.1%	14.50	0.8%	66%	False	False	657,793
60	1,846.50	1,700.25	146.25	8.1%	15.00	0.8%	78%	False	False	440,250
80	1,846.50	1,633.50	213.00	11.7%	15.75	0.9%	85%	False	False	331,382
100	1,846.50	1,613.00	233.50	12.9%	15.75	0.9%	87%	False	False	265,131
120	1,846.50	1,613.00	233.50	12.9%	15.00	0.8%	87%	False	False	220,951

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.80
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,963.00
2.618	1,915.25
1.618	1,886.00
1.000	1,868.00
0.618	1,856.75
HIGH	1,838.75
0.618	1,827.50
0.500	1,824.00
0.382	1,820.75
LOW	1,809.50
0.618	1,791.50
1.000	1,780.25
1.618	1,762.25
2.618	1,733.00
4.250	1,685.25

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	1,824.00	1,826.00
PP	1,821.00	1,822.25
S1	1,818.00	1,818.75

Download as Excel Spreadsheet

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

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