E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 2,071.75 2,075.75 4.00 0.2% 2,063.25
High 2,079.00 2,077.50 -1.50 -0.1% 2,079.00
Low 2,068.50 2,053.75 -14.75 -0.7% 2,048.25
Close 2,076.00 2,059.50 -16.50 -0.8% 2,076.00
Range 10.50 23.75 13.25 126.2% 30.75
ATR 16.85 17.34 0.49 2.9% 0.00
Volume 1,148,282 1,414,138 265,856 23.2% 6,071,830
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,134.75 2,121.00 2,072.50
R3 2,111.00 2,097.25 2,066.00
R2 2,087.25 2,087.25 2,063.75
R1 2,073.50 2,073.50 2,061.75 2,068.50
PP 2,063.50 2,063.50 2,063.50 2,061.00
S1 2,049.75 2,049.75 2,057.25 2,044.75
S2 2,039.75 2,039.75 2,055.25
S3 2,016.00 2,026.00 2,053.00
S4 1,992.25 2,002.25 2,046.50
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,160.00 2,148.75 2,093.00
R3 2,129.25 2,118.00 2,084.50
R2 2,098.50 2,098.50 2,081.75
R1 2,087.25 2,087.25 2,078.75 2,093.00
PP 2,067.75 2,067.75 2,067.75 2,070.50
S1 2,056.50 2,056.50 2,073.25 2,062.00
S2 2,037.00 2,037.00 2,070.25
S3 2,006.25 2,025.75 2,067.50
S4 1,975.50 1,995.00 2,059.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,079.00 2,050.75 28.25 1.4% 16.00 0.8% 31% False False 1,202,854
10 2,079.00 2,048.25 30.75 1.5% 13.50 0.7% 37% False False 1,078,439
20 2,079.00 2,021.00 58.00 2.8% 14.00 0.7% 66% False False 1,118,176
40 2,079.00 1,813.00 266.00 12.9% 22.50 1.1% 93% False False 1,614,210
60 2,079.00 1,813.00 266.00 12.9% 23.75 1.2% 93% False False 1,756,309
80 2,079.00 1,813.00 266.00 12.9% 21.25 1.0% 93% False False 1,358,527
100 2,079.00 1,813.00 266.00 12.9% 21.00 1.0% 93% False False 1,087,607
120 2,079.00 1,813.00 266.00 12.9% 19.75 1.0% 93% False False 906,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.33
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,178.50
2.618 2,139.75
1.618 2,116.00
1.000 2,101.25
0.618 2,092.25
HIGH 2,077.50
0.618 2,068.50
0.500 2,065.50
0.382 2,062.75
LOW 2,053.75
0.618 2,039.00
1.000 2,030.00
1.618 2,015.25
2.618 1,991.50
4.250 1,952.75
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 2,065.50 2,066.50
PP 2,063.50 2,064.00
S1 2,061.50 2,061.75

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

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