E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 1,857.00 1,865.75 8.75 0.5% 1,799.00
High 1,871.00 1,872.75 1.75 0.1% 1,856.00
Low 1,854.75 1,860.25 5.50 0.3% 1,796.50
Close 1,866.50 1,865.50 -1.00 -0.1% 1,850.50
Range 16.25 12.50 -3.75 -23.1% 59.50
ATR 20.35 19.79 -0.56 -2.8% 0.00
Volume 1,583 1,475 -108 -6.8% 16,986
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,903.75 1,897.00 1,872.50
R3 1,891.25 1,884.50 1,869.00
R2 1,878.75 1,878.75 1,867.75
R1 1,872.00 1,872.00 1,866.75 1,869.00
PP 1,866.25 1,866.25 1,866.25 1,864.75
S1 1,859.50 1,859.50 1,864.25 1,856.50
S2 1,853.75 1,853.75 1,863.25
S3 1,841.25 1,847.00 1,862.00
S4 1,828.75 1,834.50 1,858.50
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 2,012.75 1,991.25 1,883.25
R3 1,953.25 1,931.75 1,866.75
R2 1,893.75 1,893.75 1,861.50
R1 1,872.25 1,872.25 1,856.00 1,883.00
PP 1,834.25 1,834.25 1,834.25 1,839.75
S1 1,812.75 1,812.75 1,845.00 1,823.50
S2 1,774.75 1,774.75 1,839.50
S3 1,715.25 1,753.25 1,834.25
S4 1,655.75 1,693.75 1,817.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,872.75 1,833.00 39.75 2.1% 13.75 0.7% 82% True False 3,201
10 1,872.75 1,796.50 76.25 4.1% 21.50 1.2% 90% True False 3,601
20 1,885.25 1,796.50 88.75 4.8% 20.25 1.1% 78% False False 3,074
40 1,885.25 1,796.50 88.75 4.8% 19.25 1.0% 78% False False 1,793
60 1,885.25 1,719.25 166.00 8.9% 19.25 1.0% 88% False False 1,289
80 1,885.25 1,719.25 166.00 8.9% 17.00 0.9% 88% False False 1,012
100 1,885.25 1,719.25 166.00 8.9% 14.50 0.8% 88% False False 816
120 1,885.25 1,719.25 166.00 8.9% 12.50 0.7% 88% False False 681
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,926.00
2.618 1,905.50
1.618 1,893.00
1.000 1,885.25
0.618 1,880.50
HIGH 1,872.75
0.618 1,868.00
0.500 1,866.50
0.382 1,865.00
LOW 1,860.25
0.618 1,852.50
1.000 1,847.75
1.618 1,840.00
2.618 1,827.50
4.250 1,807.00
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 1,866.50 1,864.00
PP 1,866.25 1,862.75
S1 1,865.75 1,861.50

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

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