E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 1,972.50 1,964.25 -8.25 -0.4% 1,970.25
High 1,979.50 1,974.25 -5.25 -0.3% 1,985.75
Low 1,962.00 1,956.50 -5.50 -0.3% 1,959.00
Close 1,963.00 1,965.00 2.00 0.1% 1,971.50
Range 17.50 17.75 0.25 1.4% 26.75
ATR 14.84 15.05 0.21 1.4% 0.00
Volume 1,509,091 1,768,972 259,881 17.2% 6,431,278
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,018.50 2,009.50 1,974.75
R3 2,000.75 1,991.75 1,970.00
R2 1,983.00 1,983.00 1,968.25
R1 1,974.00 1,974.00 1,966.75 1,978.50
PP 1,965.25 1,965.25 1,965.25 1,967.50
S1 1,956.25 1,956.25 1,963.25 1,960.75
S2 1,947.50 1,947.50 1,961.75
S3 1,929.75 1,938.50 1,960.00
S4 1,912.00 1,920.75 1,955.25
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 1,956.50 29.25 1.5% 14.50 0.7% 29% False True 1,447,726
10 1,985.75 1,942.50 43.25 2.2% 17.00 0.9% 52% False False 1,531,554
20 1,985.75 1,942.50 43.25 2.2% 15.00 0.8% 52% False False 1,448,530
40 1,985.75 1,908.75 77.00 3.9% 14.25 0.7% 73% False False 1,229,482
60 1,985.75 1,847.25 138.50 7.0% 14.25 0.7% 85% False False 821,755
80 1,985.75 1,796.50 189.25 9.6% 15.75 0.8% 89% False False 617,140
100 1,985.75 1,796.50 189.25 9.6% 16.50 0.8% 89% False False 493,983
120 1,985.75 1,746.25 239.50 12.2% 16.25 0.8% 91% False False 411,702
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 3.98
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,049.75
2.618 2,020.75
1.618 2,003.00
1.000 1,992.00
0.618 1,985.25
HIGH 1,974.25
0.618 1,967.50
0.500 1,965.50
0.382 1,963.25
LOW 1,956.50
0.618 1,945.50
1.000 1,938.75
1.618 1,927.75
2.618 1,910.00
4.250 1,881.00
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 1,965.50 1,968.00
PP 1,965.25 1,967.00
S1 1,965.00 1,966.00

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

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