E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 1,890.50 1,902.00 11.50 0.6% 1,868.75
High 1,902.50 1,906.50 4.00 0.2% 1,891.75
Low 1,889.50 1,897.50 8.00 0.4% 1,857.50
Close 1,901.75 1,901.75 0.00 0.0% 1,889.50
Range 13.00 9.00 -4.00 -30.8% 34.25
ATR 16.61 16.06 -0.54 -3.3% 0.00
Volume 9,718 8,554 -1,164 -12.0% 32,534
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 1,929.00 1,924.25 1,906.75
R3 1,920.00 1,915.25 1,904.25
R2 1,911.00 1,911.00 1,903.50
R1 1,906.25 1,906.25 1,902.50 1,904.00
PP 1,902.00 1,902.00 1,902.00 1,900.75
S1 1,897.25 1,897.25 1,901.00 1,895.00
S2 1,893.00 1,893.00 1,900.00
S3 1,884.00 1,888.25 1,899.25
S4 1,875.00 1,879.25 1,896.75
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1,982.25 1,970.25 1,908.25
R3 1,948.00 1,936.00 1,899.00
R2 1,913.75 1,913.75 1,895.75
R1 1,901.75 1,901.75 1,892.75 1,907.75
PP 1,879.50 1,879.50 1,879.50 1,882.50
S1 1,867.50 1,867.50 1,886.25 1,873.50
S2 1,845.25 1,845.25 1,883.25
S3 1,811.00 1,833.25 1,880.00
S4 1,776.75 1,799.00 1,870.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,906.50 1,859.25 47.25 2.5% 12.50 0.7% 90% True False 8,439
10 1,906.50 1,851.75 54.75 2.9% 15.50 0.8% 91% True False 6,370
20 1,906.50 1,847.25 59.25 3.1% 15.50 0.8% 92% True False 4,583
40 1,906.50 1,796.50 110.00 5.8% 18.00 0.9% 96% True False 3,932
60 1,906.50 1,796.50 110.00 5.8% 18.25 1.0% 96% True False 2,904
80 1,906.50 1,719.25 187.25 9.8% 18.25 1.0% 97% True False 2,250
100 1,906.50 1,719.25 187.25 9.8% 17.50 0.9% 97% True False 1,839
120 1,906.50 1,719.25 187.25 9.8% 15.25 0.8% 97% True False 1,535
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 2.85
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,944.75
2.618 1,930.00
1.618 1,921.00
1.000 1,915.50
0.618 1,912.00
HIGH 1,906.50
0.618 1,903.00
0.500 1,902.00
0.382 1,901.00
LOW 1,897.50
0.618 1,892.00
1.000 1,888.50
1.618 1,883.00
2.618 1,874.00
4.250 1,859.25
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 1,902.00 1,899.25
PP 1,902.00 1,896.75
S1 1,901.75 1,894.50

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

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