E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	1,981.75	1,986.75	5.00	0.3%	1,991.00
High	1,988.25	1,991.50	3.25	0.2%	2,002.75
Low	1,973.75	1,977.25	3.50	0.2%	1,980.50
Close	1,987.00	1,989.00	2.00	0.1%	1,998.00
Range	14.50	14.25	-0.25	-1.7%	22.25
ATR	15.34	15.26	-0.08	-0.5%	0.00
Volume	283,842	803,889	520,047	183.2%	139,593

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,028.75	2,023.00	1,996.75
R3	2,014.50	2,008.75	1,993.00
R2	2,000.25	2,000.25	1,991.50
R1	1,994.50	1,994.50	1,990.25	1,997.50
PP	1,986.00	1,986.00	1,986.00	1,987.25
S1	1,980.25	1,980.25	1,987.75	1,983.00
S2	1,971.75	1,971.75	1,986.50
S3	1,957.50	1,966.00	1,985.00
S4	1,943.25	1,951.75	1,981.25

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	1,999.50	1,973.75	25.75	1.3%	16.00	0.8%	59%	False	False	255,961
10	2,002.75	1,973.75	29.00	1.5%	15.00	0.8%	53%	False	False	139,239
20	2,002.75	1,929.50	73.25	3.7%	13.50	0.7%	81%	False	False	72,277
40	2,002.75	1,882.75	120.00	6.0%	16.75	0.8%	89%	False	False	38,059
60	2,002.75	1,882.75	120.00	6.0%	15.50	0.8%	89%	False	False	26,035
80	2,002.75	1,850.50	152.25	7.7%	14.50	0.7%	91%	False	False	19,622
100	2,002.75	1,831.50	171.25	8.6%	14.25	0.7%	92%	False	False	15,727
120	2,002.75	1,790.00	212.75	10.7%	14.75	0.7%	94%	False	False	13,126

Crabel Price Patterns
NR	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	4.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,052.00
2.618	2,028.75
1.618	2,014.50
1.000	2,005.75
0.618	2,000.25
HIGH	1,991.50
0.618	1,986.00
0.500	1,984.50
0.382	1,982.75
LOW	1,977.25
0.618	1,968.50
1.000	1,963.00
1.618	1,954.25
2.618	1,940.00
4.250	1,916.75

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	1,987.50	1,987.50
PP	1,986.00	1,986.00
S1	1,984.50	1,984.50

Download as Excel Spreadsheet

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

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