E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1,784.75 1,785.00 0.25 0.0% 1,782.50
High 1,784.75 1,785.00 0.25 0.0% 1,785.00
Low 1,784.75 1,784.50 -0.25 0.0% 1,782.00
Close 1,784.75 1,784.50 -0.25 0.0% 1,784.50
Range 0.00 0.50 0.50 3.00
ATR 7.16 6.69 -0.48 -6.6% 0.00
Volume 5 510 505 10,100.0% 525
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,786.25 1,785.75 1,784.75
R3 1,785.75 1,785.25 1,784.75
R2 1,785.25 1,785.25 1,784.50
R1 1,784.75 1,784.75 1,784.50 1,784.75
PP 1,784.75 1,784.75 1,784.75 1,784.50
S1 1,784.25 1,784.25 1,784.50 1,784.25
S2 1,784.25 1,784.25 1,784.50
S3 1,783.75 1,783.75 1,784.25
S4 1,783.25 1,783.25 1,784.25
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,792.75 1,791.75 1,786.25
R3 1,789.75 1,788.75 1,785.25
R2 1,786.75 1,786.75 1,785.00
R1 1,785.75 1,785.75 1,784.75 1,786.25
PP 1,783.75 1,783.75 1,783.75 1,784.00
S1 1,782.75 1,782.75 1,784.25 1,783.25
S2 1,780.75 1,780.75 1,784.00
S3 1,777.75 1,779.75 1,783.75
S4 1,774.75 1,776.75 1,782.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,785.00 1,781.25 3.75 0.2% 0.00 0.0% 87% True False 106
10 1,785.00 1,760.00 25.00 1.4% 1.00 0.1% 98% True False 57
20 1,785.00 1,725.50 59.50 3.3% 1.50 0.1% 99% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,787.00
2.618 1,786.25
1.618 1,785.75
1.000 1,785.50
0.618 1,785.25
HIGH 1,785.00
0.618 1,784.75
0.500 1,784.75
0.382 1,784.75
LOW 1,784.50
0.618 1,784.25
1.000 1,784.00
1.618 1,783.75
2.618 1,783.25
4.250 1,782.50
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1,784.75 1,784.25
PP 1,784.75 1,783.75
S1 1,784.50 1,783.50

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

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