E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 2,066.50 2,073.00 6.50 0.3% 2,062.25
High 2,076.00 2,077.25 1.25 0.1% 2,075.25
Low 2,063.25 2,061.25 -2.00 -0.1% 2,060.75
Close 2,072.50 2,072.00 -0.50 0.0% 2,066.25
Range 12.75 16.00 3.25 25.5% 14.50
ATR 17.44 17.33 -0.10 -0.6% 0.00
Volume 925,314 1,374,378 449,064 48.5% 3,298,427
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,118.25 2,111.00 2,080.75
R3 2,102.25 2,095.00 2,076.50
R2 2,086.25 2,086.25 2,075.00
R1 2,079.00 2,079.00 2,073.50 2,074.50
PP 2,070.25 2,070.25 2,070.25 2,068.00
S1 2,063.00 2,063.00 2,070.50 2,058.50
S2 2,054.25 2,054.25 2,069.00
S3 2,038.25 2,047.00 2,067.50
S4 2,022.25 2,031.00 2,063.25
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,111.00 2,103.00 2,074.25
R3 2,096.50 2,088.50 2,070.25
R2 2,082.00 2,082.00 2,069.00
R1 2,074.00 2,074.00 2,067.50 2,078.00
PP 2,067.50 2,067.50 2,067.50 2,069.50
S1 2,059.50 2,059.50 2,065.00 2,063.50
S2 2,053.00 2,053.00 2,063.50
S3 2,038.50 2,045.00 2,062.25
S4 2,024.00 2,030.50 2,058.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,077.25 2,048.25 29.00 1.4% 14.50 0.7% 82% True False 1,141,332
10 2,077.25 2,035.25 42.00 2.0% 14.25 0.7% 88% True False 1,098,634
20 2,077.25 2,010.75 66.50 3.2% 13.75 0.7% 92% True False 1,125,922
40 2,077.25 1,813.00 264.25 12.8% 24.00 1.2% 98% True False 1,704,476
60 2,077.25 1,813.00 264.25 12.8% 23.75 1.1% 98% True False 1,758,021
80 2,077.25 1,813.00 264.25 12.8% 21.25 1.0% 98% True False 1,326,566
100 2,077.25 1,813.00 264.25 12.8% 21.00 1.0% 98% True False 1,062,024
120 2,077.25 1,813.00 264.25 12.8% 19.75 0.9% 98% True False 885,332
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 False
Bear Hook False
Bull Hook False
Stretch 2.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,145.25
2.618 2,119.25
1.618 2,103.25
1.000 2,093.25
0.618 2,087.25
HIGH 2,077.25
0.618 2,071.25
0.500 2,069.25
0.382 2,067.25
LOW 2,061.25
0.618 2,051.25
1.000 2,045.25
1.618 2,035.25
2.618 2,019.25
4.250 1,993.25
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 2,071.00 2,069.25
PP 2,070.25 2,066.75
S1 2,069.25 2,064.00

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

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