E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 2,033.00 2,038.50 5.50 0.3% 2,025.75
High 2,039.75 2,040.50 0.75 0.0% 2,043.75
Low 2,032.00 2,025.25 -6.75 -0.3% 2,021.00
Close 2,038.00 2,039.75 1.75 0.1% 2,038.00
Range 7.75 15.25 7.50 96.8% 22.75
ATR 21.89 21.42 -0.47 -2.2% 0.00
Volume 1,047,384 1,061,143 13,759 1.3% 5,418,663
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,081.00 2,075.50 2,048.25
R3 2,065.75 2,060.25 2,044.00
R2 2,050.50 2,050.50 2,042.50
R1 2,045.00 2,045.00 2,041.25 2,047.75
PP 2,035.25 2,035.25 2,035.25 2,036.50
S1 2,029.75 2,029.75 2,038.25 2,032.50
S2 2,020.00 2,020.00 2,037.00
S3 2,004.75 2,014.50 2,035.50
S4 1,989.50 1,999.25 2,031.25
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 2,025.25 18.50 0.9% 11.75 0.6% 78% False True 1,102,398
10 2,043.75 1,995.25 48.50 2.4% 14.00 0.7% 92% False False 1,229,625
20 2,043.75 1,885.75 158.00 7.7% 21.25 1.0% 97% False False 1,517,976
40 2,043.75 1,813.00 230.75 11.3% 27.75 1.4% 98% False False 1,974,470
60 2,043.75 1,813.00 230.75 11.3% 23.75 1.2% 98% False False 1,546,064
80 2,043.75 1,813.00 230.75 11.3% 22.50 1.1% 98% False False 1,160,730
100 2,043.75 1,813.00 230.75 11.3% 20.75 1.0% 98% False False 929,080
120 2,043.75 1,813.00 230.75 11.3% 19.25 0.9% 98% False False 774,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,105.25
2.618 2,080.50
1.618 2,065.25
1.000 2,055.75
0.618 2,050.00
HIGH 2,040.50
0.618 2,034.75
0.500 2,033.00
0.382 2,031.00
LOW 2,025.25
0.618 2,015.75
1.000 2,010.00
1.618 2,000.50
2.618 1,985.25
4.250 1,960.50
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 2,037.50 2,038.00
PP 2,035.25 2,036.25
S1 2,033.00 2,034.50

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

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