E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 1,909.75 1,913.50 3.75 0.2% 1,890.50
High 1,914.50 1,916.75 2.25 0.1% 1,914.50
Low 1,906.75 1,906.25 -0.50 0.0% 1,889.50
Close 1,914.00 1,914.25 0.25 0.0% 1,914.00
Range 7.75 10.50 2.75 35.5% 25.00
ATR 15.12 14.79 -0.33 -2.2% 0.00
Volume 3,820 10,273 6,453 168.9% 35,826
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,944.00 1,939.50 1,920.00
R3 1,933.50 1,929.00 1,917.25
R2 1,923.00 1,923.00 1,916.25
R1 1,918.50 1,918.50 1,915.25 1,920.75
PP 1,912.50 1,912.50 1,912.50 1,913.50
S1 1,908.00 1,908.00 1,913.25 1,910.25
S2 1,902.00 1,902.00 1,912.25
S3 1,891.50 1,897.50 1,911.25
S4 1,881.00 1,887.00 1,908.50
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,981.00 1,972.50 1,927.75
R3 1,956.00 1,947.50 1,921.00
R2 1,931.00 1,931.00 1,918.50
R1 1,922.50 1,922.50 1,916.25 1,926.75
PP 1,906.00 1,906.00 1,906.00 1,908.00
S1 1,897.50 1,897.50 1,911.75 1,901.75
S2 1,881.00 1,881.00 1,909.50
S3 1,856.00 1,872.50 1,907.00
S4 1,831.00 1,847.50 1,900.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,916.75 1,889.50 27.25 1.4% 10.25 0.5% 91% True False 9,219
10 1,916.75 1,857.50 59.25 3.1% 12.75 0.7% 96% True False 7,863
20 1,916.75 1,847.25 69.50 3.6% 15.00 0.8% 96% True False 5,602
40 1,916.75 1,796.50 120.25 6.3% 17.75 0.9% 98% True False 4,394
60 1,916.75 1,796.50 120.25 6.3% 18.00 0.9% 98% True False 3,358
80 1,916.75 1,732.50 184.25 9.6% 17.50 0.9% 99% True False 2,591
100 1,916.75 1,719.25 197.50 10.3% 17.50 0.9% 99% True False 2,111
120 1,916.75 1,719.25 197.50 10.3% 15.50 0.8% 99% True False 1,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,961.50
2.618 1,944.25
1.618 1,933.75
1.000 1,927.25
0.618 1,923.25
HIGH 1,916.75
0.618 1,912.75
0.500 1,911.50
0.382 1,910.25
LOW 1,906.25
0.618 1,899.75
1.000 1,895.75
1.618 1,889.25
2.618 1,878.75
4.250 1,861.50
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1,913.25 1,912.25
PP 1,912.50 1,910.25
S1 1,911.50 1,908.25

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

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