E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1,991.00 1,991.25 0.25 0.0% 1,991.00
High 2,001.75 1,999.50 -2.25 -0.1% 2,002.75
Low 1,982.75 1,980.50 -2.25 -0.1% 1,980.50
Close 1,989.75 1,998.00 8.25 0.4% 1,998.00
Range 19.00 19.00 0.00 0.0% 22.25
ATR 15.02 15.30 0.28 1.9% 0.00
Volume 45,297 44,212 -1,085 -2.4% 139,593
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,049.75 2,042.75 2,008.50
R3 2,030.75 2,023.75 2,003.25
R2 2,011.75 2,011.75 2,001.50
R1 2,004.75 2,004.75 1,999.75 2,008.25
PP 1,992.75 1,992.75 1,992.75 1,994.50
S1 1,985.75 1,985.75 1,996.25 1,989.25
S2 1,973.75 1,973.75 1,994.50
S3 1,954.75 1,966.75 1,992.75
S4 1,935.75 1,947.75 1,987.50
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,060.50 2,051.50 2,010.25
R3 2,038.25 2,029.25 2,004.00
R2 2,016.00 2,016.00 2,002.00
R1 2,007.00 2,007.00 2,000.00 2,011.50
PP 1,993.75 1,993.75 1,993.75 1,996.00
S1 1,984.75 1,984.75 1,996.00 1,989.25
S2 1,971.50 1,971.50 1,994.00
S3 1,949.25 1,962.50 1,992.00
S4 1,927.00 1,940.25 1,985.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,002.75 1,980.50 22.25 1.1% 15.50 0.8% 79% False True 28,752
10 2,002.75 1,973.75 29.00 1.5% 12.75 0.6% 84% False False 17,489
20 2,002.75 1,882.75 120.00 6.0% 14.75 0.7% 96% False False 11,425
40 2,002.75 1,882.75 120.00 6.0% 16.75 0.8% 96% False False 7,499
60 2,002.75 1,882.75 120.00 6.0% 15.50 0.8% 96% False False 5,487
80 2,002.75 1,846.00 156.75 7.8% 14.50 0.7% 97% False False 4,182
100 2,002.75 1,797.50 205.25 10.3% 14.50 0.7% 98% False False 3,374
120 2,002.75 1,790.00 212.75 10.6% 14.75 0.7% 98% False False 2,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.05
Fibonacci Retracements and Extensions
4.250 2,080.25
2.618 2,049.25
1.618 2,030.25
1.000 2,018.50
0.618 2,011.25
HIGH 1,999.50
0.618 1,992.25
0.500 1,990.00
0.382 1,987.75
LOW 1,980.50
0.618 1,968.75
1.000 1,961.50
1.618 1,949.75
2.618 1,930.75
4.250 1,899.75
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1,995.25 1,996.00
PP 1,992.75 1,993.75
S1 1,990.00 1,991.50

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

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