E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 1,978.75 1,970.75 -8.00 -0.4% 1,970.25
High 1,980.75 1,976.00 -4.75 -0.2% 1,985.75
Low 1,968.00 1,960.75 -7.25 -0.4% 1,959.00
Close 1,971.50 1,973.00 1.50 0.1% 1,971.50
Range 12.75 15.25 2.50 19.6% 26.75
ATR 14.59 14.64 0.05 0.3% 0.00
Volume 1,426,906 1,368,020 -58,886 -4.1% 6,431,278
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,015.75 2,009.50 1,981.50
R3 2,000.50 1,994.25 1,977.25
R2 1,985.25 1,985.25 1,975.75
R1 1,979.00 1,979.00 1,974.50 1,982.00
PP 1,970.00 1,970.00 1,970.00 1,971.50
S1 1,963.75 1,963.75 1,971.50 1,967.00
S2 1,954.75 1,954.75 1,970.25
S3 1,939.50 1,948.50 1,968.75
S4 1,924.25 1,933.25 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 1,960.75 25.00 1.3% 12.50 0.6% 49% False True 1,277,008
10 1,985.75 1,942.50 43.25 2.2% 16.25 0.8% 71% False False 1,526,348
20 1,985.75 1,942.50 43.25 2.2% 14.50 0.7% 71% False False 1,415,203
40 1,985.75 1,906.25 79.50 4.0% 13.75 0.7% 84% False False 1,148,232
60 1,985.75 1,847.25 138.50 7.0% 14.25 0.7% 91% False False 767,217
80 1,985.75 1,796.50 189.25 9.6% 15.75 0.8% 93% False False 576,224
100 1,985.75 1,796.50 189.25 9.6% 16.25 0.8% 93% False False 461,205
120 1,985.75 1,721.25 264.50 13.4% 16.25 0.8% 95% False False 384,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,040.75
2.618 2,016.00
1.618 2,000.75
1.000 1,991.25
0.618 1,985.50
HIGH 1,976.00
0.618 1,970.25
0.500 1,968.50
0.382 1,966.50
LOW 1,960.75
0.618 1,951.25
1.000 1,945.50
1.618 1,936.00
2.618 1,920.75
4.250 1,896.00
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 1,971.50 1,973.25
PP 1,970.00 1,973.25
S1 1,968.50 1,973.00

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

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