E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1,960.75 1,969.50 8.75 0.4% 1,918.25
High 1,971.75 1,978.00 6.25 0.3% 1,953.00
Low 1,960.75 1,965.50 4.75 0.2% 1,915.75
Close 1,969.50 1,975.50 6.00 0.3% 1,944.50
Range 11.00 12.50 1.50 13.6% 37.25
ATR 18.26 17.85 -0.41 -2.3% 0.00
Volume 4,727 2,211 -2,516 -53.2% 21,098
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,010.50 2,005.50 1,982.50
R3 1,998.00 1,993.00 1,979.00
R2 1,985.50 1,985.50 1,977.75
R1 1,980.50 1,980.50 1,976.75 1,983.00
PP 1,973.00 1,973.00 1,973.00 1,974.25
S1 1,968.00 1,968.00 1,974.25 1,970.50
S2 1,960.50 1,960.50 1,973.25
S3 1,948.00 1,955.50 1,972.00
S4 1,935.50 1,943.00 1,968.50
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,049.50 2,034.25 1,965.00
R3 2,012.25 1,997.00 1,954.75
R2 1,975.00 1,975.00 1,951.25
R1 1,959.75 1,959.75 1,948.00 1,967.50
PP 1,937.75 1,937.75 1,937.75 1,941.50
S1 1,922.50 1,922.50 1,941.00 1,930.00
S2 1,900.50 1,900.50 1,937.75
S3 1,863.25 1,885.25 1,934.25
S4 1,826.00 1,848.00 1,924.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,978.00 1,929.50 48.50 2.5% 14.50 0.7% 95% True False 5,385
10 1,978.00 1,882.75 95.25 4.8% 18.00 0.9% 97% True False 4,842
20 1,978.00 1,882.75 95.25 4.8% 19.00 1.0% 97% True False 4,436
40 1,978.00 1,882.75 95.25 4.8% 16.75 0.8% 97% True False 3,454
60 1,978.00 1,882.75 95.25 4.8% 15.00 0.8% 97% True False 2,512
80 1,978.00 1,840.00 138.00 7.0% 14.50 0.7% 98% True False 1,925
100 1,978.00 1,790.00 188.00 9.5% 15.00 0.8% 99% True False 1,558
120 1,978.00 1,790.00 188.00 9.5% 14.50 0.7% 99% True False 1,311
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 4.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,031.00
2.618 2,010.75
1.618 1,998.25
1.000 1,990.50
0.618 1,985.75
HIGH 1,978.00
0.618 1,973.25
0.500 1,971.75
0.382 1,970.25
LOW 1,965.50
0.618 1,957.75
1.000 1,953.00
1.618 1,945.25
2.618 1,932.75
4.250 1,912.50
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1,974.25 1,971.50
PP 1,973.00 1,967.25
S1 1,971.75 1,963.00

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

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