E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 1,855.00 1,864.50 9.50 0.5% 1,855.50
High 1,868.00 1,878.75 10.75 0.6% 1,868.75
Low 1,855.00 1,862.25 7.25 0.4% 1,834.00
Close 1,864.50 1,877.75 13.25 0.7% 1,850.50
Range 13.00 16.50 3.50 26.9% 34.75
ATR 20.43 20.15 -0.28 -1.4% 0.00
Volume 1,572,419 1,213,329 -359,090 -22.8% 8,925,594
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,922.50 1,916.50 1,886.75
R3 1,906.00 1,900.00 1,882.25
R2 1,889.50 1,889.50 1,880.75
R1 1,883.50 1,883.50 1,879.25 1,886.50
PP 1,873.00 1,873.00 1,873.00 1,874.50
S1 1,867.00 1,867.00 1,876.25 1,870.00
S2 1,856.50 1,856.50 1,874.75
S3 1,840.00 1,850.50 1,873.25
S4 1,823.50 1,834.00 1,868.75
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 1,878.75 1,834.00 44.75 2.4% 17.75 1.0% 98% True False 1,643,562
10 1,878.75 1,834.00 44.75 2.4% 20.00 1.1% 98% True False 1,713,780
20 1,880.50 1,823.50 57.00 3.0% 19.25 1.0% 95% False False 1,247,819
40 1,880.50 1,725.25 155.25 8.3% 19.50 1.0% 98% False False 629,115
60 1,880.50 1,725.25 155.25 8.3% 20.50 1.1% 98% False False 421,032
80 1,880.50 1,725.25 155.25 8.3% 18.75 1.0% 98% False False 316,060
100 1,880.50 1,725.25 155.25 8.3% 17.75 0.9% 98% False False 252,870
120 1,880.50 1,631.50 249.00 13.3% 16.50 0.9% 99% False False 210,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,949.00
2.618 1,922.00
1.618 1,905.50
1.000 1,895.25
0.618 1,889.00
HIGH 1,878.75
0.618 1,872.50
0.500 1,870.50
0.382 1,868.50
LOW 1,862.25
0.618 1,852.00
1.000 1,845.75
1.618 1,835.50
2.618 1,819.00
4.250 1,792.00
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 1,875.25 1,872.00
PP 1,873.00 1,866.00
S1 1,870.50 1,860.00

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

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