E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 2,000.50 1,998.75 -1.75 -0.1% 1,990.00
High 2,011.00 2,010.00 -1.00 0.0% 2,003.75
Low 1,996.25 1,990.75 -5.50 -0.3% 1,987.50
Close 1,998.75 1,997.75 -1.00 -0.1% 2,001.50
Range 14.75 19.25 4.50 30.5% 16.25
ATR 15.01 15.32 0.30 2.0% 0.00
Volume 1,297,828 1,519,084 221,256 17.0% 4,623,804
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,057.25 2,046.75 2,008.25
R3 2,038.00 2,027.50 2,003.00
R2 2,018.75 2,018.75 2,001.25
R1 2,008.25 2,008.25 1,999.50 2,004.00
PP 1,999.50 1,999.50 1,999.50 1,997.25
S1 1,989.00 1,989.00 1,996.00 1,984.50
S2 1,980.25 1,980.25 1,994.25
S3 1,961.00 1,969.75 1,992.50
S4 1,941.75 1,950.50 1,987.25
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,046.25 2,040.25 2,010.50
R3 2,030.00 2,024.00 2,006.00
R2 2,013.75 2,013.75 2,004.50
R1 2,007.75 2,007.75 2,003.00 2,010.75
PP 1,997.50 1,997.50 1,997.50 1,999.00
S1 1,991.50 1,991.50 2,000.00 1,994.50
S2 1,981.25 1,981.25 1,998.50
S3 1,965.00 1,975.25 1,997.00
S4 1,948.75 1,959.00 1,992.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,011.00 1,987.50 23.50 1.2% 14.00 0.7% 44% False False 1,238,633
10 2,011.00 1,980.75 30.25 1.5% 12.00 0.6% 56% False False 1,064,304
20 2,011.00 1,890.25 120.75 6.0% 15.50 0.8% 89% False False 1,181,665
40 2,011.00 1,890.25 120.75 6.0% 17.00 0.9% 89% False False 1,440,553
60 2,011.00 1,890.25 120.75 6.0% 15.75 0.8% 89% False False 1,393,119
80 2,011.00 1,851.75 159.25 8.0% 15.00 0.8% 92% False False 1,050,402
100 2,011.00 1,796.50 214.50 10.7% 15.50 0.8% 94% False False 840,927
120 2,011.00 1,796.50 214.50 10.7% 16.50 0.8% 94% False False 701,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,091.75
2.618 2,060.50
1.618 2,041.25
1.000 2,029.25
0.618 2,022.00
HIGH 2,010.00
0.618 2,002.75
0.500 2,000.50
0.382 1,998.00
LOW 1,990.75
0.618 1,978.75
1.000 1,971.50
1.618 1,959.50
2.618 1,940.25
4.250 1,909.00
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 2,000.50 2,001.00
PP 1,999.50 1,999.75
S1 1,998.50 1,998.75

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

View Archives - Comment on this page... - Back to Index of Symbols