E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 1,981.00 1,978.75 -2.25 -0.1% 1,970.25
High 1,985.75 1,980.75 -5.00 -0.3% 1,985.75
Low 1,976.75 1,968.00 -8.75 -0.4% 1,959.00
Close 1,980.75 1,971.50 -9.25 -0.5% 1,971.50
Range 9.00 12.75 3.75 41.7% 26.75
ATR 14.73 14.59 -0.14 -1.0% 0.00
Volume 1,165,644 1,426,906 261,262 22.4% 6,431,278
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,011.75 2,004.25 1,978.50
R3 1,999.00 1,991.50 1,975.00
R2 1,986.25 1,986.25 1,973.75
R1 1,978.75 1,978.75 1,972.75 1,976.00
PP 1,973.50 1,973.50 1,973.50 1,972.00
S1 1,966.00 1,966.00 1,970.25 1,963.50
S2 1,960.75 1,960.75 1,969.25
S3 1,948.00 1,953.25 1,968.00
S4 1,935.25 1,940.50 1,964.50
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,052.25 2,038.75 1,986.25
R3 2,025.50 2,012.00 1,978.75
R2 1,998.75 1,998.75 1,976.50
R1 1,985.25 1,985.25 1,974.00 1,992.00
PP 1,972.00 1,972.00 1,972.00 1,975.50
S1 1,958.50 1,958.50 1,969.00 1,965.25
S2 1,945.25 1,945.25 1,966.50
S3 1,918.50 1,931.75 1,964.25
S4 1,891.75 1,905.00 1,956.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,985.75 1,959.00 26.75 1.4% 12.00 0.6% 47% False False 1,286,255
10 1,985.75 1,942.50 43.25 2.2% 16.00 0.8% 67% False False 1,489,929
20 1,985.75 1,942.50 43.25 2.2% 14.25 0.7% 67% False False 1,405,608
40 1,985.75 1,906.25 79.50 4.0% 13.75 0.7% 82% False False 1,114,127
60 1,985.75 1,847.25 138.50 7.0% 14.25 0.7% 90% False False 744,477
80 1,985.75 1,796.50 189.25 9.6% 15.75 0.8% 92% False False 559,148
100 1,985.75 1,796.50 189.25 9.6% 16.25 0.8% 92% False False 447,526
120 1,985.75 1,721.25 264.50 13.4% 16.50 0.8% 95% False False 372,987
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 2.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,035.00
2.618 2,014.25
1.618 2,001.50
1.000 1,993.50
0.618 1,988.75
HIGH 1,980.75
0.618 1,976.00
0.500 1,974.50
0.382 1,972.75
LOW 1,968.00
0.618 1,960.00
1.000 1,955.25
1.618 1,947.25
2.618 1,934.50
4.250 1,913.75
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 1,974.50 1,977.00
PP 1,973.50 1,975.00
S1 1,972.50 1,973.25

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

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