E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 1,926.00 1,919.50 -6.50 -0.3% 1,970.75
High 1,932.25 1,937.50 5.25 0.3% 1,979.50
Low 1,910.25 1,914.75 4.50 0.2% 1,910.25
Close 1,918.50 1,932.00 13.50 0.7% 1,918.50
Range 22.00 22.75 0.75 3.4% 69.25
ATR 17.34 17.72 0.39 2.2% 0.00
Volume 2,886,317 1,605,356 -1,280,961 -44.4% 10,304,801
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,996.25 1,987.00 1,944.50
R3 1,973.50 1,964.25 1,938.25
R2 1,950.75 1,950.75 1,936.25
R1 1,941.50 1,941.50 1,934.00 1,946.00
PP 1,928.00 1,928.00 1,928.00 1,930.50
S1 1,918.75 1,918.75 1,930.00 1,923.50
S2 1,905.25 1,905.25 1,927.75
S3 1,882.50 1,896.00 1,925.75
S4 1,859.75 1,873.25 1,919.50
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,143.75 2,100.50 1,956.50
R3 2,074.50 2,031.25 1,937.50
R2 2,005.25 2,005.25 1,931.25
R1 1,962.00 1,962.00 1,924.75 1,949.00
PP 1,936.00 1,936.00 1,936.00 1,929.50
S1 1,892.75 1,892.75 1,912.25 1,879.75
S2 1,866.75 1,866.75 1,905.75
S3 1,797.50 1,823.50 1,899.50
S4 1,728.25 1,754.25 1,880.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,979.50 1,910.25 69.25 3.6% 24.50 1.3% 31% False False 2,108,427
10 1,985.75 1,910.25 75.50 3.9% 18.50 1.0% 29% False False 1,692,717
20 1,985.75 1,910.25 75.50 3.9% 18.00 0.9% 29% False False 1,665,793
40 1,985.75 1,910.25 75.50 3.9% 15.25 0.8% 29% False False 1,409,009
60 1,985.75 1,851.75 134.00 6.9% 14.75 0.8% 60% False False 942,697
80 1,985.75 1,796.50 189.25 9.8% 16.00 0.8% 72% False False 707,793
100 1,985.75 1,796.50 189.25 9.8% 16.75 0.9% 72% False False 566,607
120 1,985.75 1,789.00 196.75 10.2% 16.50 0.9% 73% False False 472,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,034.25
2.618 1,997.00
1.618 1,974.25
1.000 1,960.25
0.618 1,951.50
HIGH 1,937.50
0.618 1,928.75
0.500 1,926.00
0.382 1,923.50
LOW 1,914.75
0.618 1,900.75
1.000 1,892.00
1.618 1,878.00
2.618 1,855.25
4.250 1,818.00
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 1,930.00 1,938.00
PP 1,928.00 1,936.00
S1 1,926.00 1,934.00

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

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