E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 1,830.75 1,820.75 -10.00 -0.5% 1,786.50
High 1,837.50 1,833.00 -4.50 -0.2% 1,831.75
Low 1,816.75 1,810.50 -6.25 -0.3% 1,779.50
Close 1,818.50 1,829.25 10.75 0.6% 1,828.00
Range 20.75 22.50 1.75 8.4% 52.25
ATR 21.03 21.13 0.11 0.5% 0.00
Volume 5,490 7,246 1,756 32.0% 41,533
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,891.75 1,883.00 1,841.50
R3 1,869.25 1,860.50 1,835.50
R2 1,846.75 1,846.75 1,833.50
R1 1,838.00 1,838.00 1,831.25 1,842.50
PP 1,824.25 1,824.25 1,824.25 1,826.50
S1 1,815.50 1,815.50 1,827.25 1,820.00
S2 1,801.75 1,801.75 1,825.00
S3 1,779.25 1,793.00 1,823.00
S4 1,756.75 1,770.50 1,817.00
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,969.75 1,951.25 1,856.75
R3 1,917.50 1,899.00 1,842.25
R2 1,865.25 1,865.25 1,837.50
R1 1,846.75 1,846.75 1,832.75 1,856.00
PP 1,813.00 1,813.00 1,813.00 1,817.75
S1 1,794.50 1,794.50 1,823.25 1,803.75
S2 1,760.75 1,760.75 1,818.50
S3 1,708.50 1,742.25 1,813.75
S4 1,656.25 1,690.00 1,799.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,837.50 1,795.50 42.00 2.3% 19.75 1.1% 80% False False 7,694
10 1,837.50 1,737.25 100.25 5.5% 20.50 1.1% 92% False False 7,868
20 1,837.50 1,725.25 112.25 6.1% 25.25 1.4% 93% False False 7,791
40 1,839.75 1,725.25 114.50 6.3% 19.00 1.0% 91% False False 5,289
60 1,839.75 1,725.25 114.50 6.3% 17.50 1.0% 91% False False 3,621
80 1,839.75 1,725.25 114.50 6.3% 16.25 0.9% 91% False False 2,729
100 1,839.75 1,631.50 208.25 11.4% 15.00 0.8% 95% False False 2,198
120 1,839.75 1,611.50 228.25 12.5% 13.75 0.8% 95% False False 1,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,928.50
2.618 1,892.00
1.618 1,869.50
1.000 1,855.50
0.618 1,847.00
HIGH 1,833.00
0.618 1,824.50
0.500 1,821.75
0.382 1,819.00
LOW 1,810.50
0.618 1,796.50
1.000 1,788.00
1.618 1,774.00
2.618 1,751.50
4.250 1,715.00
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 1,826.75 1,827.50
PP 1,824.25 1,825.75
S1 1,821.75 1,824.00

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

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