E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 1,929.00 1,933.50 4.50 0.2% 1,942.00
High 1,935.75 1,950.25 14.50 0.7% 1,947.25
Low 1,923.75 1,929.25 5.50 0.3% 1,917.50
Close 1,933.75 1,949.00 15.25 0.8% 1,928.25
Range 12.00 21.00 9.00 75.0% 29.75
ATR 13.76 14.27 0.52 3.8% 0.00
Volume 1,817,231 1,759,084 -58,147 -3.2% 2,863,735
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,005.75 1,998.50 1,960.50
R3 1,984.75 1,977.50 1,954.75
R2 1,963.75 1,963.75 1,952.75
R1 1,956.50 1,956.50 1,951.00 1,960.00
PP 1,942.75 1,942.75 1,942.75 1,944.75
S1 1,935.50 1,935.50 1,947.00 1,939.00
S2 1,921.75 1,921.75 1,945.25
S3 1,900.75 1,914.50 1,943.25
S4 1,879.75 1,893.50 1,937.50
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 1,950.25 1,917.50 32.75 1.7% 16.25 0.8% 96% True False 1,522,233
10 1,950.25 1,913.50 36.75 1.9% 14.25 0.7% 97% True False 824,362
20 1,950.25 1,859.25 91.00 4.7% 12.50 0.6% 99% True False 417,522
40 1,950.25 1,836.75 113.50 5.8% 14.75 0.8% 99% True False 210,321
60 1,950.25 1,796.50 153.75 7.9% 16.50 0.9% 99% True False 141,237
80 1,950.25 1,796.50 153.75 7.9% 17.00 0.9% 99% True False 106,039
100 1,950.25 1,719.25 231.00 11.9% 17.50 0.9% 99% True False 84,893
120 1,950.25 1,719.25 231.00 11.9% 16.25 0.8% 99% True False 70,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,039.50
2.618 2,005.25
1.618 1,984.25
1.000 1,971.25
0.618 1,963.25
HIGH 1,950.25
0.618 1,942.25
0.500 1,939.75
0.382 1,937.25
LOW 1,929.25
0.618 1,916.25
1.000 1,908.25
1.618 1,895.25
2.618 1,874.25
4.250 1,840.00
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 1,946.00 1,944.25
PP 1,942.75 1,939.50
S1 1,939.75 1,934.50

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

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