E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 1,932.25 1,946.00 13.75 0.7% 1,919.50
High 1,946.50 1,955.00 8.50 0.4% 1,937.50
Low 1,930.75 1,942.00 11.25 0.6% 1,890.25
Close 1,944.75 1,953.50 8.75 0.4% 1,923.75
Range 15.75 13.00 -2.75 -17.5% 47.25
ATR 19.54 19.07 -0.47 -2.4% 0.00
Volume 1,120,054 967,191 -152,863 -13.6% 9,306,684
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,989.25 1,984.25 1,960.75
R3 1,976.25 1,971.25 1,957.00
R2 1,963.25 1,963.25 1,956.00
R1 1,958.25 1,958.25 1,954.75 1,960.75
PP 1,950.25 1,950.25 1,950.25 1,951.50
S1 1,945.25 1,945.25 1,952.25 1,947.75
S2 1,937.25 1,937.25 1,951.00
S3 1,924.25 1,932.25 1,950.00
S4 1,911.25 1,919.25 1,946.25
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,059.00 2,038.50 1,949.75
R3 2,011.75 1,991.25 1,936.75
R2 1,964.50 1,964.50 1,932.50
R1 1,944.00 1,944.00 1,928.00 1,954.25
PP 1,917.25 1,917.25 1,917.25 1,922.25
S1 1,896.75 1,896.75 1,919.50 1,907.00
S2 1,870.00 1,870.00 1,915.00
S3 1,822.75 1,849.50 1,910.75
S4 1,775.50 1,802.25 1,897.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,955.00 1,890.25 64.75 3.3% 20.00 1.0% 98% True False 1,281,039
10 1,955.00 1,890.25 64.75 3.3% 21.75 1.1% 98% True False 1,669,342
20 1,985.75 1,890.25 95.50 4.9% 20.00 1.0% 66% False False 1,616,990
40 1,985.75 1,890.25 95.50 4.9% 17.00 0.9% 66% False False 1,509,561
60 1,985.75 1,859.25 126.50 6.5% 15.50 0.8% 75% False False 1,145,548
80 1,985.75 1,836.75 149.00 7.6% 15.75 0.8% 78% False False 859,941
100 1,985.75 1,796.50 189.25 9.7% 16.75 0.9% 83% False False 688,567
120 1,985.75 1,796.50 189.25 9.7% 17.00 0.9% 83% False False 573,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.85
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,010.25
2.618 1,989.00
1.618 1,976.00
1.000 1,968.00
0.618 1,963.00
HIGH 1,955.00
0.618 1,950.00
0.500 1,948.50
0.382 1,947.00
LOW 1,942.00
0.618 1,934.00
1.000 1,929.00
1.618 1,921.00
2.618 1,908.00
4.250 1,886.75
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 1,951.75 1,948.75
PP 1,950.25 1,944.00
S1 1,948.50 1,939.25

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

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