E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1,829.50 1,828.25 -1.25 -0.1% 1,810.00
High 1,831.50 1,839.75 8.25 0.5% 1,832.75
Low 1,827.00 1,828.25 1.25 0.1% 1,810.00
Close 1,828.00 1,834.50 6.50 0.4% 1,829.75
Range 4.50 11.50 7.00 155.6% 22.75
ATR 13.20 13.10 -0.10 -0.8% 0.00
Volume 618 2,582 1,964 317.8% 3,648
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,868.75 1,863.00 1,840.75
R3 1,857.25 1,851.50 1,837.75
R2 1,845.75 1,845.75 1,836.50
R1 1,840.00 1,840.00 1,835.50 1,843.00
PP 1,834.25 1,834.25 1,834.25 1,835.50
S1 1,828.50 1,828.50 1,833.50 1,831.50
S2 1,822.75 1,822.75 1,832.50
S3 1,811.25 1,817.00 1,831.25
S4 1,799.75 1,805.50 1,828.25
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,892.50 1,883.75 1,842.25
R3 1,869.75 1,861.00 1,836.00
R2 1,847.00 1,847.00 1,834.00
R1 1,838.25 1,838.25 1,831.75 1,842.50
PP 1,824.25 1,824.25 1,824.25 1,826.25
S1 1,815.50 1,815.50 1,827.75 1,820.00
S2 1,801.50 1,801.50 1,825.50
S3 1,778.75 1,792.75 1,823.50
S4 1,756.00 1,770.00 1,817.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,839.75 1,813.75 26.00 1.4% 7.75 0.4% 80% True False 984
10 1,839.75 1,754.00 85.75 4.7% 12.75 0.7% 94% True False 884
20 1,839.75 1,747.00 92.75 5.1% 14.25 0.8% 94% True False 575
40 1,839.75 1,725.25 114.50 6.2% 13.00 0.7% 95% True False 335
60 1,839.75 1,631.50 208.25 11.4% 12.50 0.7% 97% True False 244
80 1,839.75 1,631.50 208.25 11.4% 11.50 0.6% 97% True False 196
100 1,839.75 1,608.25 231.50 12.6% 10.00 0.5% 98% True False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,888.50
2.618 1,869.75
1.618 1,858.25
1.000 1,851.25
0.618 1,846.75
HIGH 1,839.75
0.618 1,835.25
0.500 1,834.00
0.382 1,832.75
LOW 1,828.25
0.618 1,821.25
1.000 1,816.75
1.618 1,809.75
2.618 1,798.25
4.250 1,779.50
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1,834.25 1,834.00
PP 1,834.25 1,833.75
S1 1,834.00 1,833.25

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

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