E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 1,919.50 1,931.00 11.50 0.6% 1,970.75
High 1,937.50 1,933.25 -4.25 -0.2% 1,979.50
Low 1,914.75 1,907.50 -7.25 -0.4% 1,910.25
Close 1,932.00 1,913.00 -19.00 -1.0% 1,918.50
Range 22.75 25.75 3.00 13.2% 69.25
ATR 17.72 18.30 0.57 3.2% 0.00
Volume 1,605,356 2,137,277 531,921 33.1% 10,304,801
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,995.25 1,979.75 1,927.25
R3 1,969.50 1,954.00 1,920.00
R2 1,943.75 1,943.75 1,917.75
R1 1,928.25 1,928.25 1,915.25 1,923.00
PP 1,918.00 1,918.00 1,918.00 1,915.25
S1 1,902.50 1,902.50 1,910.75 1,897.50
S2 1,892.25 1,892.25 1,908.25
S3 1,866.50 1,876.75 1,906.00
S4 1,840.75 1,851.00 1,898.75
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,143.75 2,100.50 1,956.50
R3 2,074.50 2,031.25 1,937.50
R2 2,005.25 2,005.25 1,931.25
R1 1,962.00 1,962.00 1,924.75 1,949.00
PP 1,936.00 1,936.00 1,936.00 1,929.50
S1 1,892.75 1,892.75 1,912.25 1,879.75
S2 1,866.75 1,866.75 1,905.75
S3 1,797.50 1,823.50 1,899.50
S4 1,728.25 1,754.25 1,880.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,974.25 1,907.50 66.75 3.5% 26.00 1.4% 8% False True 2,234,064
10 1,985.75 1,907.50 78.25 4.1% 19.50 1.0% 7% False True 1,778,960
20 1,985.75 1,907.50 78.25 4.1% 18.25 1.0% 7% False True 1,683,831
40 1,985.75 1,907.50 78.25 4.1% 15.75 0.8% 7% False True 1,460,430
60 1,985.75 1,851.75 134.00 7.0% 15.00 0.8% 46% False False 978,256
80 1,985.75 1,796.50 189.25 9.9% 15.75 0.8% 62% False False 734,467
100 1,985.75 1,796.50 189.25 9.9% 16.75 0.9% 62% False False 587,975
120 1,985.75 1,789.00 196.75 10.3% 16.75 0.9% 63% False False 490,035
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 4.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,042.75
2.618 2,000.75
1.618 1,975.00
1.000 1,959.00
0.618 1,949.25
HIGH 1,933.25
0.618 1,923.50
0.500 1,920.50
0.382 1,917.25
LOW 1,907.50
0.618 1,891.50
1.000 1,881.75
1.618 1,865.75
2.618 1,840.00
4.250 1,798.00
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 1,920.50 1,922.50
PP 1,918.00 1,919.25
S1 1,915.50 1,916.25

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

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