E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1,875.50 1,876.25 0.75 0.0% 1,846.00
High 1,878.75 1,882.25 3.50 0.2% 1,887.50
Low 1,865.75 1,863.00 -2.75 -0.1% 1,832.25
Close 1,877.25 1,865.25 -12.00 -0.6% 1,878.00
Range 13.00 19.25 6.25 48.1% 55.25
ATR 19.38 19.37 -0.01 0.0% 0.00
Volume 1,167,755 1,609,666 441,911 37.8% 8,421,064
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,928.00 1,915.75 1,875.75
R3 1,908.75 1,896.50 1,870.50
R2 1,889.50 1,889.50 1,868.75
R1 1,877.25 1,877.25 1,867.00 1,873.75
PP 1,870.25 1,870.25 1,870.25 1,868.50
S1 1,858.00 1,858.00 1,863.50 1,854.50
S2 1,851.00 1,851.00 1,861.75
S3 1,831.75 1,838.75 1,860.00
S4 1,812.50 1,819.50 1,854.75
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 2,031.75 2,010.00 1,908.50
R3 1,976.50 1,954.75 1,893.25
R2 1,921.25 1,921.25 1,888.25
R1 1,899.50 1,899.50 1,883.00 1,910.50
PP 1,866.00 1,866.00 1,866.00 1,871.25
S1 1,844.25 1,844.25 1,873.00 1,855.00
S2 1,810.75 1,810.75 1,867.75
S3 1,755.50 1,789.00 1,862.75
S4 1,700.25 1,733.75 1,847.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,887.50 1,863.00 24.50 1.3% 13.75 0.7% 9% False True 1,414,279
10 1,887.50 1,832.25 55.25 3.0% 17.50 0.9% 60% False False 1,638,514
20 1,887.50 1,794.25 93.25 5.0% 18.25 1.0% 76% False False 1,581,564
40 1,887.50 1,732.00 155.50 8.3% 21.50 1.2% 86% False False 1,727,576
60 1,887.50 1,732.00 155.50 8.3% 19.25 1.0% 86% False False 1,548,081
80 1,887.50 1,732.00 155.50 8.3% 18.00 1.0% 86% False False 1,171,359
100 1,887.50 1,685.00 202.50 10.9% 17.50 0.9% 89% False False 938,133
120 1,887.50 1,633.50 254.00 13.6% 17.75 1.0% 91% False False 782,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,964.00
2.618 1,932.75
1.618 1,913.50
1.000 1,901.50
0.618 1,894.25
HIGH 1,882.25
0.618 1,875.00
0.500 1,872.50
0.382 1,870.25
LOW 1,863.00
0.618 1,851.00
1.000 1,843.75
1.618 1,831.75
2.618 1,812.50
4.250 1,781.25
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1,872.50 1,875.25
PP 1,870.25 1,872.00
S1 1,867.75 1,868.50

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

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