E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 1,991.25 1,998.00 6.75 0.3% 1,991.00
High 1,999.50 1,998.00 -1.50 -0.1% 2,002.75
Low 1,980.50 1,986.00 5.50 0.3% 1,980.50
Close 1,998.00 1,992.50 -5.50 -0.3% 1,998.00
Range 19.00 12.00 -7.00 -36.8% 22.25
ATR 15.30 15.07 -0.24 -1.5% 0.00
Volume 44,212 61,986 17,774 40.2% 139,593
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,028.25 2,022.25 1,999.00
R3 2,016.25 2,010.25 1,995.75
R2 2,004.25 2,004.25 1,994.75
R1 1,998.25 1,998.25 1,993.50 1,995.25
PP 1,992.25 1,992.25 1,992.25 1,990.50
S1 1,986.25 1,986.25 1,991.50 1,983.25
S2 1,980.25 1,980.25 1,990.25
S3 1,968.25 1,974.25 1,989.25
S4 1,956.25 1,962.25 1,986.00
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% 54% False False 40,315
10 2,002.75 1,979.50 23.25 1.2% 13.00 0.6% 56% False False 23,412
20 2,002.75 1,915.75 87.00 4.4% 13.50 0.7% 88% False False 14,337
40 2,002.75 1,882.75 120.00 6.0% 16.75 0.8% 91% False False 8,943
60 2,002.75 1,882.75 120.00 6.0% 15.25 0.8% 91% False False 6,505
80 2,002.75 1,846.00 156.75 7.9% 14.50 0.7% 93% False False 4,955
100 2,002.75 1,826.50 176.25 8.8% 14.25 0.7% 94% False False 3,994
120 2,002.75 1,790.00 212.75 10.7% 14.75 0.7% 95% False False 3,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.90
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,049.00
2.618 2,029.50
1.618 2,017.50
1.000 2,010.00
0.618 2,005.50
HIGH 1,998.00
0.618 1,993.50
0.500 1,992.00
0.382 1,990.50
LOW 1,986.00
0.618 1,978.50
1.000 1,974.00
1.618 1,966.50
2.618 1,954.50
4.250 1,935.00
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 1,992.25 1,992.00
PP 1,992.25 1,991.50
S1 1,992.00 1,991.00

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

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