E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1,826.25 1,840.50 14.25 0.8% 1,820.00
High 1,840.00 1,852.00 12.00 0.7% 1,852.00
Low 1,820.00 1,834.00 14.00 0.8% 1,820.00
Close 1,840.00 1,843.75 3.75 0.2% 1,843.75
Range 20.00 18.00 -2.00 -10.0% 32.00
ATR 16.92 17.00 0.08 0.5% 0.00
Volume 29 376 347 1,196.6% 626
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,897.25 1,888.50 1,853.75
R3 1,879.25 1,870.50 1,848.75
R2 1,861.25 1,861.25 1,847.00
R1 1,852.50 1,852.50 1,845.50 1,857.00
PP 1,843.25 1,843.25 1,843.25 1,845.50
S1 1,834.50 1,834.50 1,842.00 1,839.00
S2 1,825.25 1,825.25 1,840.50
S3 1,807.25 1,816.50 1,838.75
S4 1,789.25 1,798.50 1,833.75
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,934.50 1,921.25 1,861.25
R3 1,902.50 1,889.25 1,852.50
R2 1,870.50 1,870.50 1,849.50
R1 1,857.25 1,857.25 1,846.75 1,864.00
PP 1,838.50 1,838.50 1,838.50 1,842.00
S1 1,825.25 1,825.25 1,840.75 1,832.00
S2 1,806.50 1,806.50 1,838.00
S3 1,774.50 1,793.25 1,835.00
S4 1,742.50 1,761.25 1,826.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,852.00 1,820.00 32.00 1.7% 16.25 0.9% 74% True False 125
10 1,852.00 1,805.00 47.00 2.5% 15.50 0.8% 82% True False 122
20 1,852.00 1,719.25 132.75 7.2% 18.50 1.0% 94% True False 286
40 1,852.00 1,719.25 132.75 7.2% 15.75 0.9% 94% True False 239
60 1,852.00 1,719.25 132.75 7.2% 12.25 0.7% 94% True False 164
80 1,852.00 1,719.25 132.75 7.2% 9.50 0.5% 94% True False 130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,928.50
2.618 1,899.00
1.618 1,881.00
1.000 1,870.00
0.618 1,863.00
HIGH 1,852.00
0.618 1,845.00
0.500 1,843.00
0.382 1,841.00
LOW 1,834.00
0.618 1,823.00
1.000 1,816.00
1.618 1,805.00
2.618 1,787.00
4.250 1,757.50
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1,843.50 1,841.25
PP 1,843.25 1,838.50
S1 1,843.00 1,836.00

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

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