E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1,865.75 1,829.50 -36.25 -1.9% 1,861.00
High 1,867.50 1,832.00 -35.50 -1.9% 1,867.50
Low 1,823.75 1,807.25 -16.50 -0.9% 1,807.25
Close 1,827.00 1,811.75 -15.25 -0.8% 1,811.75
Range 43.75 24.75 -19.00 -43.4% 60.25
ATR 22.31 22.49 0.17 0.8% 0.00
Volume 2,378,458 2,527,152 148,694 6.3% 10,353,731
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,891.25 1,876.25 1,825.25
R3 1,866.50 1,851.50 1,818.50
R2 1,841.75 1,841.75 1,816.25
R1 1,826.75 1,826.75 1,814.00 1,822.00
PP 1,817.00 1,817.00 1,817.00 1,814.50
S1 1,802.00 1,802.00 1,809.50 1,797.00
S2 1,792.25 1,792.25 1,807.25
S3 1,767.50 1,777.25 1,805.00
S4 1,742.75 1,752.50 1,798.25
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 2,009.50 1,971.00 1,845.00
R3 1,949.25 1,910.75 1,828.25
R2 1,889.00 1,889.00 1,822.75
R1 1,850.50 1,850.50 1,817.25 1,839.50
PP 1,828.75 1,828.75 1,828.75 1,823.50
S1 1,790.25 1,790.25 1,806.25 1,779.50
S2 1,768.50 1,768.50 1,800.75
S3 1,708.25 1,730.00 1,795.25
S4 1,648.00 1,669.75 1,778.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,867.50 1,807.25 60.25 3.3% 27.25 1.5% 7% False True 2,070,746
10 1,892.50 1,807.25 85.25 4.7% 22.50 1.2% 5% False True 1,805,745
20 1,892.50 1,807.25 85.25 4.7% 22.50 1.2% 5% False True 1,815,914
40 1,892.50 1,807.25 85.25 4.7% 20.25 1.1% 5% False True 1,009,148
60 1,892.50 1,725.25 167.25 9.2% 21.50 1.2% 52% False False 675,155
80 1,892.50 1,725.25 167.25 9.2% 19.75 1.1% 52% False False 506,927
100 1,892.50 1,725.25 167.25 9.2% 18.50 1.0% 52% False False 405,581
120 1,892.50 1,723.25 169.25 9.3% 17.25 0.9% 52% False False 337,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,937.25
2.618 1,896.75
1.618 1,872.00
1.000 1,856.75
0.618 1,847.25
HIGH 1,832.00
0.618 1,822.50
0.500 1,819.50
0.382 1,816.75
LOW 1,807.25
0.618 1,792.00
1.000 1,782.50
1.618 1,767.25
2.618 1,742.50
4.250 1,702.00
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1,819.50 1,837.50
PP 1,817.00 1,828.75
S1 1,814.50 1,820.25

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

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