E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 1,966.25 1,968.00 1.75 0.1% 1,952.75
High 1,970.00 1,978.25 8.25 0.4% 1,960.00
Low 1,964.50 1,966.00 1.50 0.1% 1,936.25
Close 1,967.75 1,977.50 9.75 0.5% 1,952.00
Range 5.50 12.25 6.75 122.7% 23.75
ATR 13.29 13.21 -0.07 -0.6% 0.00
Volume 920,982 846,127 -74,855 -8.1% 6,749,831
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,010.75 2,006.25 1,984.25
R3 1,998.50 1,994.00 1,980.75
R2 1,986.25 1,986.25 1,979.75
R1 1,981.75 1,981.75 1,978.50 1,984.00
PP 1,974.00 1,974.00 1,974.00 1,975.00
S1 1,969.50 1,969.50 1,976.50 1,971.75
S2 1,961.75 1,961.75 1,975.25
S3 1,949.50 1,957.25 1,974.25
S4 1,937.25 1,945.00 1,970.75
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 1,978.25 1,942.75 35.50 1.8% 11.25 0.6% 98% True False 1,110,950
10 1,978.25 1,936.25 42.00 2.1% 12.75 0.6% 98% True False 1,229,054
20 1,978.25 1,917.50 60.75 3.1% 13.00 0.7% 99% True False 1,096,311
40 1,978.25 1,851.75 126.50 6.4% 13.50 0.7% 99% True False 552,437
60 1,978.25 1,796.50 181.75 9.2% 15.50 0.8% 100% True False 369,342
80 1,978.25 1,796.50 181.75 9.2% 16.50 0.8% 100% True False 277,429
100 1,978.25 1,783.50 194.75 9.8% 16.50 0.8% 100% True False 222,003
120 1,978.25 1,719.25 259.00 13.1% 17.00 0.9% 100% True False 185,026
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 3.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,030.25
2.618 2,010.25
1.618 1,998.00
1.000 1,990.50
0.618 1,985.75
HIGH 1,978.25
0.618 1,973.50
0.500 1,972.00
0.382 1,970.75
LOW 1,966.00
0.618 1,958.50
1.000 1,953.75
1.618 1,946.25
2.618 1,934.00
4.250 1,914.00
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 1,975.75 1,973.50
PP 1,974.00 1,969.75
S1 1,972.00 1,966.00

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

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