E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 1,914.75 1,914.75 0.00 0.0% 1,970.75
High 1,923.50 1,925.75 2.25 0.1% 1,979.50
Low 1,903.00 1,899.75 -3.25 -0.2% 1,910.25
Close 1,914.75 1,905.25 -9.50 -0.5% 1,918.50
Range 20.50 26.00 5.50 26.8% 69.25
ATR 18.45 18.99 0.54 2.9% 0.00
Volume 1,705,227 1,954,046 248,819 14.6% 10,304,801
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,988.25 1,972.75 1,919.50
R3 1,962.25 1,946.75 1,912.50
R2 1,936.25 1,936.25 1,910.00
R1 1,920.75 1,920.75 1,907.75 1,915.50
PP 1,910.25 1,910.25 1,910.25 1,907.50
S1 1,894.75 1,894.75 1,902.75 1,889.50
S2 1,884.25 1,884.25 1,900.50
S3 1,858.25 1,868.75 1,898.00
S4 1,832.25 1,842.75 1,891.00
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 1,937.50 1,899.75 37.75 2.0% 23.50 1.2% 15% False True 2,057,644
10 1,980.75 1,899.75 81.00 4.3% 22.25 1.2% 7% False True 1,913,361
20 1,985.75 1,899.75 86.00 4.5% 19.00 1.0% 6% False True 1,698,507
40 1,985.75 1,899.75 86.00 4.5% 16.50 0.9% 6% False True 1,539,711
60 1,985.75 1,851.75 134.00 7.0% 15.25 0.8% 40% False False 1,039,153
80 1,985.75 1,802.50 183.25 9.6% 15.75 0.8% 56% False False 780,092
100 1,985.75 1,796.50 189.25 9.9% 16.75 0.9% 57% False False 624,557
120 1,985.75 1,796.50 189.25 9.9% 16.75 0.9% 57% False False 520,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,036.25
2.618 1,993.75
1.618 1,967.75
1.000 1,951.75
0.618 1,941.75
HIGH 1,925.75
0.618 1,915.75
0.500 1,912.75
0.382 1,909.75
LOW 1,899.75
0.618 1,883.75
1.000 1,873.75
1.618 1,857.75
2.618 1,831.75
4.250 1,789.25
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 1,912.75 1,916.50
PP 1,910.25 1,912.75
S1 1,907.75 1,909.00

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

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