E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 1,931.00 1,914.75 -16.25 -0.8% 1,970.75
High 1,933.25 1,923.50 -9.75 -0.5% 1,979.50
Low 1,907.50 1,903.00 -4.50 -0.2% 1,910.25
Close 1,913.00 1,914.75 1.75 0.1% 1,918.50
Range 25.75 20.50 -5.25 -20.4% 69.25
ATR 18.30 18.45 0.16 0.9% 0.00
Volume 2,137,277 1,705,227 -432,050 -20.2% 10,304,801
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,975.25 1,965.50 1,926.00
R3 1,954.75 1,945.00 1,920.50
R2 1,934.25 1,934.25 1,918.50
R1 1,924.50 1,924.50 1,916.75 1,925.00
PP 1,913.75 1,913.75 1,913.75 1,914.00
S1 1,904.00 1,904.00 1,912.75 1,904.50
S2 1,893.25 1,893.25 1,911.00
S3 1,872.75 1,883.50 1,909.00
S4 1,852.25 1,863.00 1,903.50
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 1,965.50 1,903.00 62.50 3.3% 26.50 1.4% 19% False True 2,221,315
10 1,985.75 1,903.00 82.75 4.3% 20.50 1.1% 14% False True 1,834,521
20 1,985.75 1,903.00 82.75 4.3% 18.75 1.0% 14% False True 1,699,442
40 1,985.75 1,903.00 82.75 4.3% 16.00 0.8% 14% False True 1,498,846
60 1,985.75 1,851.75 134.00 7.0% 15.00 0.8% 47% False False 1,006,648
80 1,985.75 1,796.50 189.25 9.9% 15.75 0.8% 62% False False 755,742
100 1,985.75 1,796.50 189.25 9.9% 16.75 0.9% 62% False False 605,022
120 1,985.75 1,796.50 189.25 9.9% 16.75 0.9% 62% False False 504,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 4.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,010.50
2.618 1,977.25
1.618 1,956.75
1.000 1,944.00
0.618 1,936.25
HIGH 1,923.50
0.618 1,915.75
0.500 1,913.25
0.382 1,910.75
LOW 1,903.00
0.618 1,890.25
1.000 1,882.50
1.618 1,869.75
2.618 1,849.25
4.250 1,816.00
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 1,914.25 1,920.25
PP 1,913.75 1,918.50
S1 1,913.25 1,916.50

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

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