E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 1,970.50 1,960.50 -10.00 -0.5% 1,951.75
High 1,970.75 1,968.25 -2.50 -0.1% 1,978.25
Low 1,952.75 1,958.25 5.50 0.3% 1,948.00
Close 1,960.50 1,967.25 6.75 0.3% 1,977.50
Range 18.00 10.00 -8.00 -44.4% 30.25
ATR 13.38 13.13 -0.24 -1.8% 0.00
Volume 1,776,514 1,393,006 -383,508 -21.6% 4,378,624
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,994.50 1,991.00 1,972.75
R3 1,984.50 1,981.00 1,970.00
R2 1,974.50 1,974.50 1,969.00
R1 1,971.00 1,971.00 1,968.25 1,972.75
PP 1,964.50 1,964.50 1,964.50 1,965.50
S1 1,961.00 1,961.00 1,966.25 1,962.75
S2 1,954.50 1,954.50 1,965.50
S3 1,944.50 1,951.00 1,964.50
S4 1,934.50 1,941.00 1,961.75
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,058.75 2,048.25 1,994.25
R3 2,028.50 2,018.00 1,985.75
R2 1,998.25 1,998.25 1,983.00
R1 1,987.75 1,987.75 1,980.25 1,993.00
PP 1,968.00 1,968.00 1,968.00 1,970.50
S1 1,957.50 1,957.50 1,974.75 1,962.75
S2 1,937.75 1,937.75 1,972.00
S3 1,907.50 1,927.25 1,969.25
S4 1,877.25 1,897.00 1,960.75
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 1,952.75 25.50 1.3% 11.25 0.6% 57% False False 1,217,666
10 1,978.25 1,936.25 42.00 2.1% 12.75 0.6% 74% False False 1,289,470
20 1,978.25 1,917.50 60.75 3.1% 13.25 0.7% 82% False False 1,298,249
40 1,978.25 1,851.75 126.50 6.4% 13.25 0.7% 91% False False 660,252
60 1,978.25 1,796.50 181.75 9.2% 14.50 0.7% 94% False False 441,176
80 1,978.25 1,796.50 181.75 9.2% 16.25 0.8% 94% False False 331,417
100 1,978.25 1,796.50 181.75 9.2% 16.25 0.8% 94% False False 265,182
120 1,978.25 1,719.25 259.00 13.2% 16.75 0.9% 96% False False 221,032
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,010.75
2.618 1,994.50
1.618 1,984.50
1.000 1,978.25
0.618 1,974.50
HIGH 1,968.25
0.618 1,964.50
0.500 1,963.25
0.382 1,962.00
LOW 1,958.25
0.618 1,952.00
1.000 1,948.25
1.618 1,942.00
2.618 1,932.00
4.250 1,915.75
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 1,966.00 1,966.50
PP 1,964.50 1,965.75
S1 1,963.25 1,965.00

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

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