E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 1,968.00 1,971.25 3.25 0.2% 1,975.75
High 1,978.00 1,976.00 -2.00 -0.1% 1,977.50
Low 1,967.00 1,948.50 -18.50 -0.9% 1,945.25
Close 1,974.75 1,953.50 -21.25 -1.1% 1,962.50
Range 11.00 27.50 16.50 150.0% 32.25
ATR 13.54 14.54 1.00 7.4% 0.00
Volume 1,320,381 2,441,561 1,121,180 84.9% 7,658,125
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,041.75 2,025.25 1,968.50
R3 2,014.25 1,997.75 1,961.00
R2 1,986.75 1,986.75 1,958.50
R1 1,970.25 1,970.25 1,956.00 1,964.75
PP 1,959.25 1,959.25 1,959.25 1,956.50
S1 1,942.75 1,942.75 1,951.00 1,937.25
S2 1,931.75 1,931.75 1,948.50
S3 1,904.25 1,915.25 1,946.00
S4 1,876.75 1,887.75 1,938.50
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,058.50 2,042.75 1,980.25
R3 2,026.25 2,010.50 1,971.25
R2 1,994.00 1,994.00 1,968.50
R1 1,978.25 1,978.25 1,965.50 1,970.00
PP 1,961.75 1,961.75 1,961.75 1,957.50
S1 1,946.00 1,946.00 1,959.50 1,937.75
S2 1,929.50 1,929.50 1,956.50
S3 1,897.25 1,913.75 1,953.75
S4 1,865.00 1,881.50 1,944.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,978.00 1,948.50 29.50 1.5% 15.50 0.8% 17% False True 1,607,108
10 1,978.25 1,945.25 33.00 1.7% 15.25 0.8% 25% False False 1,517,564
20 1,978.25 1,936.25 42.00 2.1% 13.75 0.7% 41% False False 1,402,133
40 1,978.25 1,859.25 119.00 6.1% 13.25 0.7% 79% False False 909,827
60 1,978.25 1,836.75 141.50 7.2% 14.25 0.7% 83% False False 607,592
80 1,978.25 1,796.50 181.75 9.3% 15.75 0.8% 86% False False 456,461
100 1,978.25 1,796.50 181.75 9.3% 16.25 0.8% 86% False False 365,258
120 1,978.25 1,719.25 259.00 13.3% 17.00 0.9% 90% False False 304,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.23
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 2,093.00
2.618 2,048.00
1.618 2,020.50
1.000 2,003.50
0.618 1,993.00
HIGH 1,976.00
0.618 1,965.50
0.500 1,962.25
0.382 1,959.00
LOW 1,948.50
0.618 1,931.50
1.000 1,921.00
1.618 1,904.00
2.618 1,876.50
4.250 1,831.50
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 1,962.25 1,963.25
PP 1,959.25 1,960.00
S1 1,956.50 1,956.75

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

View Archives - Comment on this page... - Back to Index of Symbols