E-mini S&P 500 Future June 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 1,921.50 1,922.75 1.25 0.1% 1,898.00
High 1,923.50 1,927.00 3.50 0.2% 1,922.25
Low 1,916.00 1,916.00 0.00 0.0% 1,897.00
Close 1,922.00 1,925.75 3.75 0.2% 1,921.50
Range 7.50 11.00 3.50 46.7% 25.25
ATR 14.62 14.36 -0.26 -1.8% 0.00
Volume 948,001 917,108 -30,893 -3.3% 4,135,429
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,956.00 1,951.75 1,931.75
R3 1,945.00 1,940.75 1,928.75
R2 1,934.00 1,934.00 1,927.75
R1 1,929.75 1,929.75 1,926.75 1,932.00
PP 1,923.00 1,923.00 1,923.00 1,924.00
S1 1,918.75 1,918.75 1,924.75 1,921.00
S2 1,912.00 1,912.00 1,923.75
S3 1,901.00 1,907.75 1,922.75
S4 1,890.00 1,896.75 1,919.75
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,989.25 1,980.75 1,935.50
R3 1,964.00 1,955.50 1,928.50
R2 1,938.75 1,938.75 1,926.25
R1 1,930.25 1,930.25 1,923.75 1,934.50
PP 1,913.50 1,913.50 1,913.50 1,915.75
S1 1,905.00 1,905.00 1,919.25 1,909.25
S2 1,888.25 1,888.25 1,916.75
S3 1,863.00 1,879.75 1,914.50
S4 1,837.75 1,854.50 1,907.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,927.00 1,907.25 19.75 1.0% 9.50 0.5% 94% True False 1,013,897
10 1,927.00 1,866.50 60.50 3.1% 11.00 0.6% 98% True False 1,020,094
20 1,927.00 1,854.50 72.50 3.8% 14.25 0.7% 98% True False 1,262,362
40 1,927.00 1,803.25 123.75 6.4% 17.25 0.9% 99% True False 1,413,494
60 1,927.00 1,803.25 123.75 6.4% 18.50 1.0% 99% True False 1,473,376
80 1,927.00 1,779.50 147.50 7.7% 18.25 0.9% 99% True False 1,109,582
100 1,927.00 1,725.25 201.75 10.5% 19.50 1.0% 99% True False 888,872
120 1,927.00 1,725.25 201.75 10.5% 18.75 1.0% 99% True False 741,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,973.75
2.618 1,955.75
1.618 1,944.75
1.000 1,938.00
0.618 1,933.75
HIGH 1,927.00
0.618 1,922.75
0.500 1,921.50
0.382 1,920.25
LOW 1,916.00
0.618 1,909.25
1.000 1,905.00
1.618 1,898.25
2.618 1,887.25
4.250 1,869.25
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 1,924.25 1,924.00
PP 1,923.00 1,922.25
S1 1,921.50 1,920.50

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

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