E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	2,033.75	2,036.50	2.75	0.1%	2,011.25
High	2,039.00	2,037.25	-1.75	-0.1%	2,033.50
Low	2,031.00	2,026.75	-4.25	-0.2%	1,995.25
Close	2,036.50	2,036.00	-0.50	0.0%	2,026.00
Range	8.00	10.50	2.50	31.3%	38.25
ATR	24.44	23.44	-1.00	-4.1%	0.00
Volume	779,708	1,082,280	302,572	38.8%	7,177,975

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,064.75	2,061.00	2,041.75
R3	2,054.25	2,050.50	2,039.00
R2	2,043.75	2,043.75	2,038.00
R1	2,040.00	2,040.00	2,037.00	2,036.50
PP	2,033.25	2,033.25	2,033.25	2,031.75
S1	2,029.50	2,029.50	2,035.00	2,026.00
S2	2,022.75	2,022.75	2,034.00
S3	2,012.25	2,019.00	2,033.00
S4	2,001.75	2,008.50	2,030.25

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,133.00	2,117.75	2,047.00
R3	2,094.75	2,079.50	2,036.50
R2	2,056.50	2,056.50	2,033.00
R1	2,041.25	2,041.25	2,029.50	2,049.00
PP	2,018.25	2,018.25	2,018.25	2,022.00
S1	2,003.00	2,003.00	2,022.50	2,010.50
S2	1,980.00	1,980.00	2,019.00
S3	1,941.75	1,964.75	2,015.50
S4	1,903.50	1,926.50	2,005.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,039.00	2,010.75	28.25	1.4%	12.75	0.6%	89%	False	False	1,109,428
10	2,039.00	1,959.25	79.75	3.9%	17.75	0.9%	96%	False	False	1,391,296
20	2,039.00	1,815.25	223.75	11.0%	25.75	1.3%	99%	False	False	1,715,503
40	2,039.00	1,813.00	226.00	11.1%	28.25	1.4%	99%	False	False	1,999,530
60	2,039.00	1,813.00	226.00	11.1%	23.50	1.2%	99%	False	False	1,485,449
80	2,039.00	1,813.00	226.00	11.1%	22.25	1.1%	99%	False	False	1,115,194
100	2,039.00	1,813.00	226.00	11.1%	21.00	1.0%	99%	False	False	892,634
120	2,039.00	1,813.00	226.00	11.1%	19.25	0.9%	99%	False	False	743,962

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,082.00
2.618	2,064.75
1.618	2,054.25
1.000	2,047.75
0.618	2,043.75
HIGH	2,037.25
0.618	2,033.25
0.500	2,032.00
0.382	2,030.75
LOW	2,026.75
0.618	2,020.25
1.000	2,016.25
1.618	2,009.75
2.618	1,999.25
4.250	1,982.00

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	2,034.75	2,034.00
PP	2,033.25	2,032.00
S1	2,032.00	2,030.00

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