E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 1,730.00 1,739.00 9.00 0.5% 1,774.25
High 1,746.50 1,743.50 -3.00 -0.2% 1,794.50
Low 1,727.25 1,725.25 -2.00 -0.1% 1,754.75
Close 1,736.75 1,737.00 0.25 0.0% 1,769.75
Range 19.25 18.25 -1.00 -5.2% 39.75
ATR 22.67 22.35 -0.32 -1.4% 0.00
Volume 10,503 6,532 -3,971 -37.8% 44,482
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,790.00 1,781.75 1,747.00
R3 1,771.75 1,763.50 1,742.00
R2 1,753.50 1,753.50 1,740.25
R1 1,745.25 1,745.25 1,738.75 1,740.25
PP 1,735.25 1,735.25 1,735.25 1,732.75
S1 1,727.00 1,727.00 1,735.25 1,722.00
S2 1,717.00 1,717.00 1,733.75
S3 1,698.75 1,708.75 1,732.00
S4 1,680.50 1,690.50 1,727.00
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,892.25 1,870.75 1,791.50
R3 1,852.50 1,831.00 1,780.75
R2 1,812.75 1,812.75 1,777.00
R1 1,791.25 1,791.25 1,773.50 1,782.00
PP 1,773.00 1,773.00 1,773.00 1,768.50
S1 1,751.50 1,751.50 1,766.00 1,742.50
S2 1,733.25 1,733.25 1,762.50
S3 1,693.50 1,711.75 1,758.75
S4 1,653.75 1,672.00 1,748.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,786.50 1,725.25 61.25 3.5% 28.00 1.6% 19% False True 8,319
10 1,837.25 1,725.25 112.00 6.4% 30.25 1.7% 10% False True 7,713
20 1,839.00 1,725.25 113.75 6.5% 22.75 1.3% 10% False True 5,522
40 1,839.75 1,725.25 114.50 6.6% 18.50 1.1% 10% False True 3,426
60 1,839.75 1,725.25 114.50 6.6% 16.25 0.9% 10% False True 2,323
80 1,839.75 1,670.25 169.50 9.8% 15.25 0.9% 39% False False 1,756
100 1,839.75 1,631.50 208.25 12.0% 14.00 0.8% 51% False False 1,417
120 1,839.75 1,608.25 231.50 13.3% 12.50 0.7% 56% False False 1,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 4.60
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,821.00
2.618 1,791.25
1.618 1,773.00
1.000 1,761.75
0.618 1,754.75
HIGH 1,743.50
0.618 1,736.50
0.500 1,734.50
0.382 1,732.25
LOW 1,725.25
0.618 1,714.00
1.000 1,707.00
1.618 1,695.75
2.618 1,677.50
4.250 1,647.75
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 1,736.00 1,751.00
PP 1,735.25 1,746.25
S1 1,734.50 1,741.50

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

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