E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 1,843.50 1,855.00 11.50 0.6% 1,855.50
High 1,859.50 1,868.00 8.50 0.5% 1,868.75
Low 1,841.50 1,855.00 13.50 0.7% 1,834.00
Close 1,850.50 1,864.50 14.00 0.8% 1,850.50
Range 18.00 13.00 -5.00 -27.8% 34.75
ATR 20.66 20.43 -0.23 -1.1% 0.00
Volume 1,502,152 1,572,419 70,267 4.7% 8,925,594
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,901.50 1,896.00 1,871.75
R3 1,888.50 1,883.00 1,868.00
R2 1,875.50 1,875.50 1,867.00
R1 1,870.00 1,870.00 1,865.75 1,872.75
PP 1,862.50 1,862.50 1,862.50 1,864.00
S1 1,857.00 1,857.00 1,863.25 1,859.75
S2 1,849.50 1,849.50 1,862.00
S3 1,836.50 1,844.00 1,861.00
S4 1,823.50 1,831.00 1,857.25
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,955.25 1,937.75 1,869.50
R3 1,920.50 1,903.00 1,860.00
R2 1,885.75 1,885.75 1,856.75
R1 1,868.25 1,868.25 1,853.75 1,859.50
PP 1,851.00 1,851.00 1,851.00 1,846.75
S1 1,833.50 1,833.50 1,847.25 1,825.00
S2 1,816.25 1,816.25 1,844.25
S3 1,781.50 1,798.75 1,841.00
S4 1,746.75 1,764.00 1,831.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,868.75 1,834.00 34.75 1.9% 17.75 1.0% 88% False False 1,732,426
10 1,876.75 1,834.00 42.75 2.3% 20.50 1.1% 71% False False 1,797,882
20 1,880.50 1,823.50 57.00 3.1% 20.00 1.1% 72% False False 1,188,054
40 1,880.50 1,725.25 155.25 8.3% 20.50 1.1% 90% False False 598,957
60 1,880.50 1,725.25 155.25 8.3% 20.50 1.1% 90% False False 400,964
80 1,880.50 1,725.25 155.25 8.3% 19.00 1.0% 90% False False 300,894
100 1,880.50 1,725.25 155.25 8.3% 17.50 0.9% 90% False False 240,737
120 1,880.50 1,631.50 249.00 13.4% 16.50 0.9% 94% False False 200,625
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 5.35
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,923.25
2.618 1,902.00
1.618 1,889.00
1.000 1,881.00
0.618 1,876.00
HIGH 1,868.00
0.618 1,863.00
0.500 1,861.50
0.382 1,860.00
LOW 1,855.00
0.618 1,847.00
1.000 1,842.00
1.618 1,834.00
2.618 1,821.00
4.250 1,799.75
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 1,863.50 1,860.00
PP 1,862.50 1,855.50
S1 1,861.50 1,851.00

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

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