E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1,949.25 1,970.25 21.00 1.1% 1,962.75
High 1,974.25 1,971.50 -2.75 -0.1% 1,978.00
Low 1,942.50 1,959.00 16.50 0.8% 1,942.50
Close 1,971.50 1,966.25 -5.25 -0.3% 1,971.50
Range 31.75 12.50 -19.25 -60.6% 35.50
ATR 15.77 15.54 -0.23 -1.5% 0.00
Volume 1,796,625 1,414,256 -382,369 -21.3% 8,468,015
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,003.00 1,997.25 1,973.00
R3 1,990.50 1,984.75 1,969.75
R2 1,978.00 1,978.00 1,968.50
R1 1,972.25 1,972.25 1,967.50 1,969.00
PP 1,965.50 1,965.50 1,965.50 1,964.00
S1 1,959.75 1,959.75 1,965.00 1,956.50
S2 1,953.00 1,953.00 1,964.00
S3 1,940.50 1,947.25 1,962.75
S4 1,928.00 1,934.75 1,959.50
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,070.50 2,056.50 1,991.00
R3 2,035.00 2,021.00 1,981.25
R2 1,999.50 1,999.50 1,978.00
R1 1,985.50 1,985.50 1,974.75 1,992.50
PP 1,964.00 1,964.00 1,964.00 1,967.50
S1 1,950.00 1,950.00 1,968.25 1,957.00
S2 1,928.50 1,928.50 1,965.00
S3 1,893.00 1,914.50 1,961.75
S4 1,857.50 1,879.00 1,952.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,978.00 1,942.50 35.50 1.8% 20.00 1.0% 67% False False 1,775,688
10 1,978.00 1,942.50 35.50 1.8% 17.25 0.9% 67% False False 1,638,869
20 1,978.25 1,936.25 42.00 2.1% 15.00 0.8% 71% False False 1,433,442
40 1,978.25 1,882.25 96.00 4.9% 13.50 0.7% 88% False False 989,647
60 1,978.25 1,836.75 141.50 7.2% 14.50 0.7% 92% False False 661,041
80 1,978.25 1,796.50 181.75 9.2% 16.00 0.8% 93% False False 496,568
100 1,978.25 1,796.50 181.75 9.2% 16.50 0.8% 93% False False 397,365
120 1,978.25 1,719.25 259.00 13.2% 17.00 0.9% 95% False False 331,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,024.50
2.618 2,004.25
1.618 1,991.75
1.000 1,984.00
0.618 1,979.25
HIGH 1,971.50
0.618 1,966.75
0.500 1,965.25
0.382 1,963.75
LOW 1,959.00
0.618 1,951.25
1.000 1,946.50
1.618 1,938.75
2.618 1,926.25
4.250 1,906.00
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1,966.00 1,964.00
PP 1,965.50 1,961.50
S1 1,965.25 1,959.25

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

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