E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 1,867.25 1,885.75 18.50 1.0% 1,866.75
High 1,886.50 1,891.00 4.50 0.2% 1,877.25
Low 1,867.25 1,884.50 17.25 0.9% 1,847.25
Close 1,885.50 1,887.00 1.50 0.1% 1,866.00
Range 19.25 6.50 -12.75 -66.2% 30.00
ATR 18.22 17.38 -0.84 -4.6% 0.00
Volume 1,693 3,755 2,062 121.8% 15,076
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 1,907.00 1,903.50 1,890.50
R3 1,900.50 1,897.00 1,888.75
R2 1,894.00 1,894.00 1,888.25
R1 1,890.50 1,890.50 1,887.50 1,892.25
PP 1,887.50 1,887.50 1,887.50 1,888.50
S1 1,884.00 1,884.00 1,886.50 1,885.75
S2 1,881.00 1,881.00 1,885.75
S3 1,874.50 1,877.50 1,885.25
S4 1,868.00 1,871.00 1,883.50
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1,953.50 1,939.75 1,882.50
R3 1,923.50 1,909.75 1,874.25
R2 1,893.50 1,893.50 1,871.50
R1 1,879.75 1,879.75 1,868.75 1,871.50
PP 1,863.50 1,863.50 1,863.50 1,859.50
S1 1,849.75 1,849.75 1,863.25 1,841.50
S2 1,833.50 1,833.50 1,860.50
S3 1,803.50 1,819.75 1,857.75
S4 1,773.50 1,789.75 1,849.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,891.00 1,847.25 43.75 2.3% 15.50 0.8% 91% True False 3,019
10 1,891.00 1,847.25 43.75 2.3% 15.50 0.8% 91% True False 2,795
20 1,891.00 1,802.50 88.50 4.7% 16.50 0.9% 95% True False 2,906
40 1,891.00 1,796.50 94.50 5.0% 19.00 1.0% 96% True False 2,663
60 1,891.00 1,796.50 94.50 5.0% 18.25 1.0% 96% True False 1,862
80 1,891.00 1,719.25 171.75 9.1% 18.75 1.0% 98% True False 1,469
100 1,891.00 1,719.25 171.75 9.1% 16.50 0.9% 98% True False 1,205
120 1,891.00 1,719.25 171.75 9.1% 14.00 0.7% 98% True False 1,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.58
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,918.50
2.618 1,908.00
1.618 1,901.50
1.000 1,897.50
0.618 1,895.00
HIGH 1,891.00
0.618 1,888.50
0.500 1,887.75
0.382 1,887.00
LOW 1,884.50
0.618 1,880.50
1.000 1,878.00
1.618 1,874.00
2.618 1,867.50
4.250 1,857.00
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 1,887.75 1,882.50
PP 1,887.50 1,877.75
S1 1,887.25 1,873.00

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

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