E-mini S&P 500 Future December 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	1,973.75	1,976.75	3.00	0.2%	1,998.00
High	1,979.00	1,994.50	15.50	0.8%	1,998.00
Low	1,968.00	1,970.25	2.25	0.1%	1,971.25
Close	1,976.00	1,991.50	15.50	0.8%	1,976.75
Range	11.00	24.25	13.25	120.5%	26.75
ATR	15.29	15.93	0.64	4.2%	0.00
Volume	1,742,226	2,081,652	339,426	19.5%	3,096,886

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,058.25	2,049.00	2,004.75
R3	2,034.00	2,024.75	1,998.25
R2	2,009.75	2,009.75	1,996.00
R1	2,000.50	2,000.50	1,993.75	2,005.00
PP	1,985.50	1,985.50	1,985.50	1,987.75
S1	1,976.25	1,976.25	1,989.25	1,981.00
S2	1,961.25	1,961.25	1,987.00
S3	1,937.00	1,952.00	1,984.75
S4	1,912.75	1,927.75	1,978.25

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,062.25	2,046.25	1,991.50
R3	2,035.50	2,019.50	1,984.00
R2	2,008.75	2,008.75	1,981.75
R1	1,992.75	1,992.75	1,979.25	1,987.50
PP	1,982.00	1,982.00	1,982.00	1,979.25
S1	1,966.00	1,966.00	1,974.25	1,960.50
S2	1,955.25	1,955.25	1,971.75
S3	1,928.50	1,939.25	1,969.50
S4	1,901.75	1,912.50	1,962.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,994.50	1,968.00	26.50	1.3%	16.75	0.8%	89%	True	False	1,354,579
10	2,002.75	1,968.00	34.75	1.7%	16.75	0.8%	68%	False	False	703,798
20	2,002.75	1,960.75	42.00	2.1%	14.00	0.7%	73%	False	False	355,536
40	2,002.75	1,882.75	120.00	6.0%	16.50	0.8%	91%	False	False	179,945
60	2,002.75	1,882.75	120.00	6.0%	16.00	0.8%	91%	False	False	120,715
80	2,002.75	1,876.00	126.75	6.4%	14.50	0.7%	91%	False	False	90,683
100	2,002.75	1,831.50	171.25	8.6%	14.50	0.7%	93%	False	False	72,578
120	2,002.75	1,790.00	212.75	10.7%	14.75	0.7%	95%	False	False	60,501

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	4.58
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	2,097.50
2.618	2,058.00
1.618	2,033.75
1.000	2,018.75
0.618	2,009.50
HIGH	1,994.50
0.618	1,985.25
0.500	1,982.50
0.382	1,979.50
LOW	1,970.25
0.618	1,955.25
1.000	1,946.00
1.618	1,931.00
2.618	1,906.75
4.250	1,867.25

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	1,988.50	1,988.00
PP	1,985.50	1,984.75
S1	1,982.50	1,981.25

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