E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1,954.50 1,966.25 11.75 0.6% 1,952.75
High 1,971.75 1,970.00 -1.75 -0.1% 1,960.00
Low 1,953.50 1,964.50 11.00 0.6% 1,936.25
Close 1,965.75 1,967.75 2.00 0.1% 1,952.00
Range 18.25 5.50 -12.75 -69.9% 23.75
ATR 13.89 13.29 -0.60 -4.3% 0.00
Volume 1,455,654 920,982 -534,672 -36.7% 6,749,831
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,984.00 1,981.25 1,970.75
R3 1,978.50 1,975.75 1,969.25
R2 1,973.00 1,973.00 1,968.75
R1 1,970.25 1,970.25 1,968.25 1,971.50
PP 1,967.50 1,967.50 1,967.50 1,968.00
S1 1,964.75 1,964.75 1,967.25 1,966.00
S2 1,962.00 1,962.00 1,966.75
S3 1,956.50 1,959.25 1,966.25
S4 1,951.00 1,953.75 1,964.75
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% 12.00 0.6% 89% False False 1,239,053
10 1,971.75 1,936.25 35.50 1.8% 12.25 0.6% 89% False False 1,286,702
20 1,971.75 1,913.50 58.25 3.0% 13.25 0.7% 93% False False 1,055,532
40 1,971.75 1,847.25 124.50 6.3% 13.75 0.7% 97% False False 531,351
60 1,971.75 1,796.50 175.25 8.9% 15.50 0.8% 98% False False 355,304
80 1,971.75 1,796.50 175.25 8.9% 16.75 0.8% 98% False False 266,856
100 1,971.75 1,774.50 197.25 10.0% 16.25 0.8% 98% False False 213,544
120 1,971.75 1,719.25 252.50 12.8% 17.00 0.9% 98% False False 177,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Narrowest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 1,993.50
2.618 1,984.50
1.618 1,979.00
1.000 1,975.50
0.618 1,973.50
HIGH 1,970.00
0.618 1,968.00
0.500 1,967.25
0.382 1,966.50
LOW 1,964.50
0.618 1,961.00
1.000 1,959.00
1.618 1,955.50
2.618 1,950.00
4.250 1,941.00
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1,967.50 1,965.00
PP 1,967.50 1,962.50
S1 1,967.25 1,960.00

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

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