E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 1,951.75 1,954.50 2.75 0.1% 1,952.75
High 1,956.75 1,971.75 15.00 0.8% 1,960.00
Low 1,948.00 1,953.50 5.50 0.3% 1,936.25
Close 1,952.50 1,965.75 13.25 0.7% 1,952.00
Range 8.75 18.25 9.50 108.6% 23.75
ATR 13.47 13.89 0.41 3.1% 0.00
Volume 1,155,861 1,455,654 299,793 25.9% 6,749,831
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,018.50 2,010.25 1,975.75
R3 2,000.25 1,992.00 1,970.75
R2 1,982.00 1,982.00 1,969.00
R1 1,973.75 1,973.75 1,967.50 1,978.00
PP 1,963.75 1,963.75 1,963.75 1,965.75
S1 1,955.50 1,955.50 1,964.00 1,959.50
S2 1,945.50 1,945.50 1,962.50
S3 1,927.25 1,937.25 1,960.75
S4 1,909.00 1,919.00 1,955.75
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,020.75 2,010.00 1,965.00
R3 1,997.00 1,986.25 1,958.50
R2 1,973.25 1,973.25 1,956.25
R1 1,962.50 1,962.50 1,954.25 1,956.00
PP 1,949.50 1,949.50 1,949.50 1,946.00
S1 1,938.75 1,938.75 1,949.75 1,932.25
S2 1,925.75 1,925.75 1,947.75
S3 1,902.00 1,915.00 1,945.50
S4 1,878.25 1,891.25 1,939.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,971.75 1,936.25 35.50 1.8% 14.00 0.7% 83% True False 1,361,275
10 1,971.75 1,929.25 42.50 2.2% 13.75 0.7% 86% True False 1,370,512
20 1,971.75 1,908.75 63.00 3.2% 13.50 0.7% 90% True False 1,010,434
40 1,971.75 1,847.25 124.50 6.3% 14.00 0.7% 95% True False 508,368
60 1,971.75 1,796.50 175.25 8.9% 16.00 0.8% 97% True False 340,010
80 1,971.75 1,796.50 175.25 8.9% 16.75 0.9% 97% True False 255,346
100 1,971.75 1,746.25 225.50 11.5% 16.75 0.8% 97% True False 204,336
120 1,971.75 1,719.25 252.50 12.8% 16.75 0.9% 98% True False 170,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,049.25
2.618 2,019.50
1.618 2,001.25
1.000 1,990.00
0.618 1,983.00
HIGH 1,971.75
0.618 1,964.75
0.500 1,962.50
0.382 1,960.50
LOW 1,953.50
0.618 1,942.25
1.000 1,935.25
1.618 1,924.00
2.618 1,905.75
4.250 1,876.00
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 1,964.75 1,963.00
PP 1,963.75 1,960.00
S1 1,962.50 1,957.25

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

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