E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 1,975.75 1,970.50 -5.25 -0.3% 1,951.75
High 1,977.50 1,970.75 -6.75 -0.3% 1,978.25
Low 1,967.25 1,952.75 -14.50 -0.7% 1,948.00
Close 1,971.00 1,960.50 -10.50 -0.5% 1,977.50
Range 10.25 18.00 7.75 75.6% 30.25
ATR 13.00 13.38 0.37 2.9% 0.00
Volume 1,151,705 1,776,514 624,809 54.3% 4,378,624
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,015.25 2,006.00 1,970.50
R3 1,997.25 1,988.00 1,965.50
R2 1,979.25 1,979.25 1,963.75
R1 1,970.00 1,970.00 1,962.25 1,965.50
PP 1,961.25 1,961.25 1,961.25 1,959.25
S1 1,952.00 1,952.00 1,958.75 1,947.50
S2 1,943.25 1,943.25 1,957.25
S3 1,925.25 1,934.00 1,955.50
S4 1,907.25 1,916.00 1,950.50
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,058.75 2,048.25 1,994.25
R3 2,028.50 2,018.00 1,985.75
R2 1,998.25 1,998.25 1,983.00
R1 1,987.75 1,987.75 1,980.25 1,993.00
PP 1,968.00 1,968.00 1,968.00 1,970.50
S1 1,957.50 1,957.50 1,974.75 1,962.75
S2 1,937.75 1,937.75 1,972.00
S3 1,907.50 1,927.25 1,969.25
S4 1,877.25 1,897.00 1,960.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,978.25 1,952.75 25.50 1.3% 12.75 0.7% 30% False True 1,230,196
10 1,978.25 1,936.25 42.00 2.1% 13.75 0.7% 58% False False 1,303,226
20 1,978.25 1,917.50 60.75 3.1% 13.25 0.7% 71% False False 1,237,029
40 1,978.25 1,851.75 126.50 6.5% 13.50 0.7% 86% False False 625,469
60 1,978.25 1,796.50 181.75 9.3% 14.75 0.8% 90% False False 418,012
80 1,978.25 1,796.50 181.75 9.3% 16.50 0.8% 90% False False 314,011
100 1,978.25 1,789.00 189.25 9.7% 16.50 0.8% 91% False False 251,275
120 1,978.25 1,719.25 259.00 13.2% 16.75 0.9% 93% False False 209,425
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,047.25
2.618 2,017.75
1.618 1,999.75
1.000 1,988.75
0.618 1,981.75
HIGH 1,970.75
0.618 1,963.75
0.500 1,961.75
0.382 1,959.75
LOW 1,952.75
0.618 1,941.75
1.000 1,934.75
1.618 1,923.75
2.618 1,905.75
4.250 1,876.25
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 1,961.75 1,965.50
PP 1,961.25 1,963.75
S1 1,961.00 1,962.25

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

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