E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 1,870.50 1,879.50 9.00 0.5% 1,859.25
High 1,880.25 1,882.75 2.50 0.1% 1,882.50
Low 1,866.25 1,871.50 5.25 0.3% 1,853.00
Close 1,878.00 1,877.75 -0.25 0.0% 1,860.00
Range 14.00 11.25 -2.75 -19.6% 29.50
ATR 19.93 19.31 -0.62 -3.1% 0.00
Volume 1,502,102 938,351 -563,751 -37.5% 5,725,786
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 1,911.00 1,905.75 1,884.00
R3 1,899.75 1,894.50 1,880.75
R2 1,888.50 1,888.50 1,879.75
R1 1,883.25 1,883.25 1,878.75 1,880.25
PP 1,877.25 1,877.25 1,877.25 1,876.00
S1 1,872.00 1,872.00 1,876.75 1,869.00
S2 1,866.00 1,866.00 1,875.75
S3 1,854.75 1,860.75 1,874.75
S4 1,843.50 1,849.50 1,871.50
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,953.75 1,936.25 1,876.25
R3 1,924.25 1,906.75 1,868.00
R2 1,894.75 1,894.75 1,865.50
R1 1,877.25 1,877.25 1,862.75 1,886.00
PP 1,865.25 1,865.25 1,865.25 1,869.50
S1 1,847.75 1,847.75 1,857.25 1,856.50
S2 1,835.75 1,835.75 1,854.50
S3 1,806.25 1,818.25 1,852.00
S4 1,776.75 1,788.75 1,843.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,882.75 1,844.00 38.75 2.1% 16.75 0.9% 87% True False 1,446,510
10 1,882.75 1,844.00 38.75 2.1% 16.00 0.8% 87% True False 1,270,588
20 1,892.50 1,803.25 89.25 4.8% 21.00 1.1% 83% False False 1,646,753
40 1,892.50 1,803.25 89.25 4.8% 20.25 1.1% 83% False False 1,476,142
60 1,892.50 1,725.25 167.25 8.9% 20.00 1.1% 91% False False 987,843
80 1,892.50 1,725.25 167.25 8.9% 20.50 1.1% 91% False False 742,211
100 1,892.50 1,725.25 167.25 8.9% 19.25 1.0% 91% False False 594,012
120 1,892.50 1,725.25 167.25 8.9% 18.25 1.0% 91% False False 495,029
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,930.50
2.618 1,912.25
1.618 1,901.00
1.000 1,894.00
0.618 1,889.75
HIGH 1,882.75
0.618 1,878.50
0.500 1,877.00
0.382 1,875.75
LOW 1,871.50
0.618 1,864.50
1.000 1,860.25
1.618 1,853.25
2.618 1,842.00
4.250 1,823.75
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 1,877.50 1,876.50
PP 1,877.25 1,875.25
S1 1,877.00 1,874.00

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

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