E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 1,981.75 1,984.75 3.00 0.2% 2,006.50
High 1,987.25 2,002.50 15.25 0.8% 2,006.75
Low 1,972.00 1,978.50 6.50 0.3% 1,979.50
Close 1,984.25 1,999.50 15.25 0.8% 1,984.75
Range 15.25 24.00 8.75 57.4% 27.25
ATR 15.82 16.41 0.58 3.7% 0.00
Volume 854,380 884,642 30,262 3.5% 7,568,563
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,065.50 2,056.50 2,012.75
R3 2,041.50 2,032.50 2,006.00
R2 2,017.50 2,017.50 2,004.00
R1 2,008.50 2,008.50 2,001.75 2,013.00
PP 1,993.50 1,993.50 1,993.50 1,995.75
S1 1,984.50 1,984.50 1,997.25 1,989.00
S2 1,969.50 1,969.50 1,995.00
S3 1,945.50 1,960.50 1,993.00
S4 1,921.50 1,936.50 1,986.25
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,072.00 2,055.75 1,999.75
R3 2,044.75 2,028.50 1,992.25
R2 2,017.50 2,017.50 1,989.75
R1 2,001.25 2,001.25 1,987.25 1,995.75
PP 1,990.25 1,990.25 1,990.25 1,987.50
S1 1,974.00 1,974.00 1,982.25 1,968.50
S2 1,963.00 1,963.00 1,979.75
S3 1,935.75 1,946.75 1,977.25
S4 1,908.50 1,919.50 1,969.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,002.50 1,972.00 30.50 1.5% 17.75 0.9% 90% True False 1,265,283
10 2,011.00 1,972.00 39.00 2.0% 17.50 0.9% 71% False False 1,381,777
20 2,011.00 1,968.25 42.75 2.1% 14.25 0.7% 73% False False 1,178,552
40 2,011.00 1,890.25 120.75 6.0% 17.00 0.8% 90% False False 1,385,096
60 2,011.00 1,890.25 120.75 6.0% 16.25 0.8% 90% False False 1,401,211
80 2,011.00 1,882.25 128.75 6.4% 15.25 0.8% 91% False False 1,187,371
100 2,011.00 1,836.75 174.25 8.7% 15.50 0.8% 93% False False 950,663
120 2,011.00 1,796.50 214.50 10.7% 16.25 0.8% 95% False False 792,744
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 False
Bear Hook False
Bull Hook False
Stretch 4.75
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 2,104.50
2.618 2,065.25
1.618 2,041.25
1.000 2,026.50
0.618 2,017.25
HIGH 2,002.50
0.618 1,993.25
0.500 1,990.50
0.382 1,987.75
LOW 1,978.50
0.618 1,963.75
1.000 1,954.50
1.618 1,939.75
2.618 1,915.75
4.250 1,876.50
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 1,996.50 1,995.50
PP 1,993.50 1,991.25
S1 1,990.50 1,987.25

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

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