E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1,861.50 1,876.75 15.25 0.8% 1,867.25
High 1,879.00 1,886.50 7.50 0.4% 1,891.00
Low 1,859.25 1,875.75 16.50 0.9% 1,851.75
Close 1,877.50 1,882.75 5.25 0.3% 1,867.25
Range 19.75 10.75 -9.00 -45.6% 39.25
ATR 17.97 17.45 -0.52 -2.9% 0.00
Volume 7,983 10,129 2,146 26.9% 18,348
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1,914.00 1,909.00 1,888.75
R3 1,903.25 1,898.25 1,885.75
R2 1,892.50 1,892.50 1,884.75
R1 1,887.50 1,887.50 1,883.75 1,890.00
PP 1,881.75 1,881.75 1,881.75 1,883.00
S1 1,876.75 1,876.75 1,881.75 1,879.25
S2 1,871.00 1,871.00 1,880.75
S3 1,860.25 1,866.00 1,879.75
S4 1,849.50 1,855.25 1,876.75
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1,987.75 1,966.75 1,888.75
R3 1,948.50 1,927.50 1,878.00
R2 1,909.25 1,909.25 1,874.50
R1 1,888.25 1,888.25 1,870.75 1,887.00
PP 1,870.00 1,870.00 1,870.00 1,869.25
S1 1,849.00 1,849.00 1,863.75 1,847.50
S2 1,830.75 1,830.75 1,860.00
S3 1,791.50 1,809.75 1,856.50
S4 1,752.25 1,770.50 1,845.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,886.50 1,854.00 32.50 1.7% 16.25 0.9% 88% True False 6,100
10 1,891.00 1,851.75 39.25 2.1% 16.25 0.9% 79% False False 4,877
20 1,891.00 1,836.75 54.25 2.9% 16.75 0.9% 85% False False 3,829
40 1,891.00 1,796.50 94.50 5.0% 18.25 1.0% 91% False False 3,490
60 1,891.00 1,796.50 94.50 5.0% 18.50 1.0% 91% False False 2,511
80 1,891.00 1,719.25 171.75 9.1% 18.75 1.0% 95% False False 1,952
100 1,891.00 1,719.25 171.75 9.1% 17.25 0.9% 95% False False 1,600
120 1,891.00 1,719.25 171.75 9.1% 15.00 0.8% 95% False False 1,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.95
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,932.25
2.618 1,914.75
1.618 1,904.00
1.000 1,897.25
0.618 1,893.25
HIGH 1,886.50
0.618 1,882.50
0.500 1,881.00
0.382 1,879.75
LOW 1,875.75
0.618 1,869.00
1.000 1,865.00
1.618 1,858.25
2.618 1,847.50
4.250 1,830.00
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1,882.25 1,879.25
PP 1,881.75 1,875.50
S1 1,881.00 1,872.00

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

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