E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 2,034.75 2,033.00 -1.75 -0.1% 2,025.75
High 2,043.75 2,039.75 -4.00 -0.2% 2,043.75
Low 2,026.75 2,032.00 5.25 0.3% 2,021.00
Close 2,034.00 2,038.00 4.00 0.2% 2,038.00
Range 17.00 7.75 -9.25 -54.4% 22.75
ATR 22.98 21.89 -1.09 -4.7% 0.00
Volume 1,541,477 1,047,384 -494,093 -32.1% 5,418,663
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,059.75 2,056.75 2,042.25
R3 2,052.00 2,049.00 2,040.25
R2 2,044.25 2,044.25 2,039.50
R1 2,041.25 2,041.25 2,038.75 2,042.75
PP 2,036.50 2,036.50 2,036.50 2,037.50
S1 2,033.50 2,033.50 2,037.25 2,035.00
S2 2,028.75 2,028.75 2,036.50
S3 2,021.00 2,025.75 2,035.75
S4 2,013.25 2,018.00 2,033.75
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,102.50 2,093.00 2,050.50
R3 2,079.75 2,070.25 2,044.25
R2 2,057.00 2,057.00 2,042.25
R1 2,047.50 2,047.50 2,040.00 2,052.25
PP 2,034.25 2,034.25 2,034.25 2,036.50
S1 2,024.75 2,024.75 2,036.00 2,029.50
S2 2,011.50 2,011.50 2,033.75
S3 1,988.75 2,002.00 2,031.75
S4 1,966.00 1,979.25 2,025.50
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 2,021.00 22.75 1.1% 11.50 0.6% 75% False False 1,083,732
10 2,043.75 1,995.25 48.50 2.4% 13.50 0.7% 88% False False 1,259,663
20 2,043.75 1,872.25 171.50 8.4% 22.00 1.1% 97% False False 1,547,575
40 2,043.75 1,813.00 230.75 11.3% 28.00 1.4% 98% False False 1,987,416
60 2,043.75 1,813.00 230.75 11.3% 23.50 1.2% 98% False False 1,528,424
80 2,043.75 1,813.00 230.75 11.3% 22.50 1.1% 98% False False 1,147,501
100 2,043.75 1,813.00 230.75 11.3% 20.75 1.0% 98% False False 918,485
120 2,043.75 1,813.00 230.75 11.3% 19.25 0.9% 98% False False 765,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.13
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 2,072.75
2.618 2,060.00
1.618 2,052.25
1.000 2,047.50
0.618 2,044.50
HIGH 2,039.75
0.618 2,036.75
0.500 2,036.00
0.382 2,035.00
LOW 2,032.00
0.618 2,027.25
1.000 2,024.25
1.618 2,019.50
2.618 2,011.75
4.250 1,999.00
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 2,037.25 2,037.00
PP 2,036.50 2,036.25
S1 2,036.00 2,035.25

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

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