E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 1,934.00 1,932.25 -1.75 -0.1% 1,919.50
High 1,938.75 1,946.50 7.75 0.4% 1,937.50
Low 1,923.50 1,930.75 7.25 0.4% 1,890.25
Close 1,930.50 1,944.75 14.25 0.7% 1,923.75
Range 15.25 15.75 0.50 3.3% 47.25
ATR 19.81 19.54 -0.27 -1.4% 0.00
Volume 1,234,217 1,120,054 -114,163 -9.2% 9,306,684
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,988.00 1,982.00 1,953.50
R3 1,972.25 1,966.25 1,949.00
R2 1,956.50 1,956.50 1,947.75
R1 1,950.50 1,950.50 1,946.25 1,953.50
PP 1,940.75 1,940.75 1,940.75 1,942.00
S1 1,934.75 1,934.75 1,943.25 1,937.75
S2 1,925.00 1,925.00 1,941.75
S3 1,909.25 1,919.00 1,940.50
S4 1,893.50 1,903.25 1,936.00
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,059.00 2,038.50 1,949.75
R3 2,011.75 1,991.25 1,936.75
R2 1,964.50 1,964.50 1,932.50
R1 1,944.00 1,944.00 1,928.00 1,954.25
PP 1,917.25 1,917.25 1,917.25 1,922.25
S1 1,896.75 1,896.75 1,919.50 1,907.00
S2 1,870.00 1,870.00 1,915.00
S3 1,822.75 1,849.50 1,910.75
S4 1,775.50 1,802.25 1,897.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.50 1,890.25 56.25 2.9% 22.50 1.2% 97% True False 1,478,410
10 1,965.50 1,890.25 75.25 3.9% 24.50 1.3% 72% False False 1,849,863
20 1,985.75 1,890.25 95.50 4.9% 20.75 1.1% 57% False False 1,690,708
40 1,985.75 1,890.25 95.50 4.9% 17.00 0.9% 57% False False 1,529,359
60 1,985.75 1,857.50 128.25 6.6% 15.50 0.8% 68% False False 1,129,490
80 1,985.75 1,836.75 149.00 7.7% 15.75 0.8% 72% False False 847,871
100 1,985.75 1,796.50 189.25 9.7% 16.75 0.9% 78% False False 678,908
120 1,985.75 1,796.50 189.25 9.7% 17.00 0.9% 78% False False 565,821
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 5.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,013.50
2.618 1,987.75
1.618 1,972.00
1.000 1,962.25
0.618 1,956.25
HIGH 1,946.50
0.618 1,940.50
0.500 1,938.50
0.382 1,936.75
LOW 1,930.75
0.618 1,921.00
1.000 1,915.00
1.618 1,905.25
2.618 1,889.50
4.250 1,863.75
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 1,942.75 1,941.50
PP 1,940.75 1,938.25
S1 1,938.50 1,935.00

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

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