E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 1,837.50 1,863.50 26.00 1.4% 1,828.25
High 1,867.75 1,868.25 0.50 0.0% 1,859.25
Low 1,836.75 1,860.75 24.00 1.3% 1,822.50
Close 1,864.50 1,865.25 0.75 0.0% 1,850.50
Range 31.00 7.50 -23.50 -75.8% 36.75
ATR 21.33 20.35 -0.99 -4.6% 0.00
Volume 18,028 27,182 9,154 50.8% 53,978
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,887.25 1,883.75 1,869.50
R3 1,879.75 1,876.25 1,867.25
R2 1,872.25 1,872.25 1,866.50
R1 1,868.75 1,868.75 1,866.00 1,870.50
PP 1,864.75 1,864.75 1,864.75 1,865.50
S1 1,861.25 1,861.25 1,864.50 1,863.00
S2 1,857.25 1,857.25 1,864.00
S3 1,849.75 1,853.75 1,863.25
S4 1,842.25 1,846.25 1,861.00
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,954.25 1,939.25 1,870.75
R3 1,917.50 1,902.50 1,860.50
R2 1,880.75 1,880.75 1,857.25
R1 1,865.75 1,865.75 1,853.75 1,873.25
PP 1,844.00 1,844.00 1,844.00 1,848.00
S1 1,829.00 1,829.00 1,847.25 1,836.50
S2 1,807.25 1,807.25 1,843.75
S3 1,770.50 1,792.25 1,840.50
S4 1,733.75 1,755.50 1,830.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,868.25 1,825.00 43.25 2.3% 19.75 1.1% 93% True False 22,426
10 1,868.25 1,810.50 57.75 3.1% 18.75 1.0% 95% True False 14,694
20 1,868.25 1,725.25 143.00 7.7% 19.25 1.0% 98% True False 11,245
40 1,868.25 1,725.25 143.00 7.7% 21.00 1.1% 98% True False 8,280
60 1,868.25 1,725.25 143.00 7.7% 18.75 1.0% 98% True False 5,925
80 1,868.25 1,725.25 143.00 7.7% 17.25 0.9% 98% True False 4,472
100 1,868.25 1,652.00 216.25 11.6% 16.00 0.9% 99% True False 3,589
120 1,868.25 1,631.50 236.75 12.7% 15.00 0.8% 99% True False 3,001
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 5.60
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,900.00
2.618 1,888.00
1.618 1,880.50
1.000 1,875.75
0.618 1,873.00
HIGH 1,868.25
0.618 1,865.50
0.500 1,864.50
0.382 1,863.50
LOW 1,860.75
0.618 1,856.00
1.000 1,853.25
1.618 1,848.50
2.618 1,841.00
4.250 1,829.00
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 1,865.00 1,859.00
PP 1,864.75 1,852.75
S1 1,864.50 1,846.50

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

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