E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1,964.25 1,965.00 0.75 0.0% 1,970.25
High 1,974.25 1,965.50 -8.75 -0.4% 1,985.75
Low 1,956.50 1,923.50 -33.00 -1.7% 1,959.00
Close 1,965.00 1,924.75 -40.25 -2.0% 1,971.50
Range 17.75 42.00 24.25 136.6% 26.75
ATR 15.05 16.98 1.92 12.8% 0.00
Volume 1,768,972 2,772,401 1,003,429 56.7% 6,431,278
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,064.00 2,036.25 1,947.75
R3 2,022.00 1,994.25 1,936.25
R2 1,980.00 1,980.00 1,932.50
R1 1,952.25 1,952.25 1,928.50 1,945.00
PP 1,938.00 1,938.00 1,938.00 1,934.25
S1 1,910.25 1,910.25 1,921.00 1,903.00
S2 1,896.00 1,896.00 1,917.00
S3 1,854.00 1,868.25 1,913.25
S4 1,812.00 1,826.25 1,901.75
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 1,980.75 1,923.50 57.25 3.0% 21.00 1.1% 2% False True 1,769,078
10 1,985.75 1,923.50 62.25 3.2% 18.50 1.0% 2% False True 1,564,638
20 1,985.75 1,923.50 62.25 3.2% 16.75 0.9% 2% False True 1,541,101
40 1,985.75 1,913.50 72.25 3.8% 15.00 0.8% 16% False False 1,298,317
60 1,985.75 1,847.25 138.50 7.2% 14.75 0.8% 56% False False 867,935
80 1,985.75 1,796.50 189.25 9.8% 15.75 0.8% 68% False False 651,754
100 1,985.75 1,796.50 189.25 9.8% 16.75 0.9% 68% False False 521,705
120 1,985.75 1,774.50 211.25 11.0% 16.50 0.9% 71% False False 434,803
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 3.55
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 2,144.00
2.618 2,075.50
1.618 2,033.50
1.000 2,007.50
0.618 1,991.50
HIGH 1,965.50
0.618 1,949.50
0.500 1,944.50
0.382 1,939.50
LOW 1,923.50
0.618 1,897.50
1.000 1,881.50
1.618 1,855.50
2.618 1,813.50
4.250 1,745.00
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1,944.50 1,951.50
PP 1,938.00 1,942.50
S1 1,931.25 1,933.75

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

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