E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 1,819.00 1,805.50 -13.50 -0.7% 1,777.25
High 1,829.25 1,826.25 -3.00 -0.2% 1,824.00
Low 1,810.75 1,805.50 -5.25 -0.3% 1,774.50
Close 1,811.75 1,822.50 10.75 0.6% 1,821.25
Range 18.50 20.75 2.25 12.2% 49.50
ATR 17.69 17.91 0.22 1.2% 0.00
Volume 35 145 110 314.3% 3,681
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,880.25 1,872.25 1,834.00
R3 1,859.50 1,851.50 1,828.25
R2 1,838.75 1,838.75 1,826.25
R1 1,830.75 1,830.75 1,824.50 1,834.75
PP 1,818.00 1,818.00 1,818.00 1,820.00
S1 1,810.00 1,810.00 1,820.50 1,814.00
S2 1,797.25 1,797.25 1,818.75
S3 1,776.50 1,789.25 1,816.75
S4 1,755.75 1,768.50 1,811.00
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,955.00 1,937.75 1,848.50
R3 1,905.50 1,888.25 1,834.75
R2 1,856.00 1,856.00 1,830.25
R1 1,838.75 1,838.75 1,825.75 1,847.50
PP 1,806.50 1,806.50 1,806.50 1,811.00
S1 1,789.25 1,789.25 1,816.75 1,798.00
S2 1,757.00 1,757.00 1,812.25
S3 1,707.50 1,739.75 1,807.75
S4 1,658.00 1,690.25 1,794.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,829.25 1,789.00 40.25 2.2% 17.75 1.0% 83% False False 570
10 1,829.25 1,732.50 96.75 5.3% 18.00 1.0% 93% False False 434
20 1,830.00 1,719.25 110.75 6.1% 21.75 1.2% 93% False False 305
40 1,830.50 1,719.25 111.25 6.1% 14.00 0.8% 93% False False 225
60 1,830.50 1,719.25 111.25 6.1% 10.75 0.6% 93% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,914.50
2.618 1,880.50
1.618 1,859.75
1.000 1,847.00
0.618 1,839.00
HIGH 1,826.25
0.618 1,818.25
0.500 1,816.00
0.382 1,813.50
LOW 1,805.50
0.618 1,792.75
1.000 1,784.75
1.618 1,772.00
2.618 1,751.25
4.250 1,717.25
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 1,820.25 1,820.75
PP 1,818.00 1,819.00
S1 1,816.00 1,817.50

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

View Archives - Comment on this page... - Back to Index of Symbols