E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 2,036.50 2,034.75 -1.75 -0.1% 2,011.25
High 2,037.25 2,043.75 6.50 0.3% 2,033.50
Low 2,026.75 2,026.75 0.00 0.0% 1,995.25
Close 2,036.00 2,034.00 -2.00 -0.1% 2,026.00
Range 10.50 17.00 6.50 61.9% 38.25
ATR 23.44 22.98 -0.46 -2.0% 0.00
Volume 1,082,280 1,541,477 459,197 42.4% 7,177,975
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,085.75 2,077.00 2,043.25
R3 2,068.75 2,060.00 2,038.75
R2 2,051.75 2,051.75 2,037.00
R1 2,043.00 2,043.00 2,035.50 2,039.00
PP 2,034.75 2,034.75 2,034.75 2,032.75
S1 2,026.00 2,026.00 2,032.50 2,022.00
S2 2,017.75 2,017.75 2,031.00
S3 2,000.75 2,009.00 2,029.25
S4 1,983.75 1,992.00 2,024.75
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 2,043.75 2,020.50 23.25 1.1% 12.50 0.6% 58% True False 1,130,743
10 2,043.75 1,986.75 57.00 2.8% 15.75 0.8% 83% True False 1,347,365
20 2,043.75 1,851.00 192.75 9.5% 23.75 1.2% 95% True False 1,624,158
40 2,043.75 1,813.00 230.75 11.3% 28.25 1.4% 96% True False 2,002,993
60 2,043.75 1,813.00 230.75 11.3% 23.50 1.2% 96% True False 1,511,103
80 2,043.75 1,813.00 230.75 11.3% 22.50 1.1% 96% True False 1,134,436
100 2,043.75 1,813.00 230.75 11.3% 21.00 1.0% 96% True False 908,043
120 2,043.75 1,813.00 230.75 11.3% 19.25 0.9% 96% True False 756,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,116.00
2.618 2,088.25
1.618 2,071.25
1.000 2,060.75
0.618 2,054.25
HIGH 2,043.75
0.618 2,037.25
0.500 2,035.25
0.382 2,033.25
LOW 2,026.75
0.618 2,016.25
1.000 2,009.75
1.618 1,999.25
2.618 1,982.25
4.250 1,954.50
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 2,035.25 2,035.25
PP 2,034.75 2,034.75
S1 2,034.50 2,034.50

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

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