E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 1,923.50 1,928.00 4.50 0.2% 1,942.00
High 1,929.75 1,933.50 3.75 0.2% 1,947.25
Low 1,919.00 1,919.00 0.00 0.0% 1,917.50
Close 1,928.25 1,929.25 1.00 0.1% 1,928.25
Range 10.75 14.50 3.75 34.9% 29.75
ATR 13.84 13.89 0.05 0.3% 0.00
Volume 1,525,197 1,739,592 214,395 14.1% 2,863,735
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,970.75 1,964.50 1,937.25
R3 1,956.25 1,950.00 1,933.25
R2 1,941.75 1,941.75 1,932.00
R1 1,935.50 1,935.50 1,930.50 1,938.50
PP 1,927.25 1,927.25 1,927.25 1,928.75
S1 1,921.00 1,921.00 1,928.00 1,924.00
S2 1,912.75 1,912.75 1,926.50
S3 1,898.25 1,906.50 1,925.25
S4 1,883.75 1,892.00 1,921.25
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,020.25 2,004.00 1,944.50
R3 1,990.50 1,974.25 1,936.50
R2 1,960.75 1,960.75 1,933.75
R1 1,944.50 1,944.50 1,931.00 1,937.75
PP 1,931.00 1,931.00 1,931.00 1,927.50
S1 1,914.75 1,914.75 1,925.50 1,908.00
S2 1,901.25 1,901.25 1,922.75
S3 1,871.50 1,885.00 1,920.00
S4 1,841.75 1,855.25 1,912.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,944.25 1,917.50 26.75 1.4% 13.75 0.7% 44% False False 904,581
10 1,947.25 1,908.50 38.75 2.0% 12.75 0.7% 54% False False 470,410
20 1,947.25 1,857.50 89.75 4.7% 12.75 0.7% 80% False False 239,136
40 1,947.25 1,836.75 110.50 5.7% 14.50 0.8% 84% False False 121,072
60 1,947.25 1,796.50 150.75 7.8% 16.75 0.9% 88% False False 81,667
80 1,947.25 1,796.50 150.75 7.8% 17.00 0.9% 88% False False 61,338
100 1,947.25 1,719.25 228.00 11.8% 18.00 0.9% 92% False False 49,131
120 1,947.25 1,719.25 228.00 11.8% 16.00 0.8% 92% False False 40,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,995.00
2.618 1,971.50
1.618 1,957.00
1.000 1,948.00
0.618 1,942.50
HIGH 1,933.50
0.618 1,928.00
0.500 1,926.25
0.382 1,924.50
LOW 1,919.00
0.618 1,910.00
1.000 1,904.50
1.618 1,895.50
2.618 1,881.00
4.250 1,857.50
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 1,928.25 1,929.25
PP 1,927.25 1,929.00
S1 1,926.25 1,929.00

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

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