E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 1,955.75 1,968.50 12.75 0.7% 1,923.50
High 1,969.00 1,979.75 10.75 0.5% 1,961.00
Low 1,955.75 1,968.25 12.50 0.6% 1,923.25
Close 1,967.50 1,977.25 9.75 0.5% 1,952.50
Range 13.25 11.50 -1.75 -13.2% 37.75
ATR 19.20 18.70 -0.50 -2.6% 0.00
Volume 890,465 868,384 -22,081 -2.5% 6,313,830
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,009.50 2,005.00 1,983.50
R3 1,998.00 1,993.50 1,980.50
R2 1,986.50 1,986.50 1,979.25
R1 1,982.00 1,982.00 1,978.25 1,984.25
PP 1,975.00 1,975.00 1,975.00 1,976.25
S1 1,970.50 1,970.50 1,976.25 1,972.75
S2 1,963.50 1,963.50 1,975.25
S3 1,952.00 1,959.00 1,974.00
S4 1,940.50 1,947.50 1,971.00
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,058.75 2,043.50 1,973.25
R3 2,021.00 2,005.75 1,963.00
R2 1,983.25 1,983.25 1,959.50
R1 1,968.00 1,968.00 1,956.00 1,975.50
PP 1,945.50 1,945.50 1,945.50 1,949.50
S1 1,930.25 1,930.25 1,949.00 1,938.00
S2 1,907.75 1,907.75 1,945.50
S3 1,870.00 1,892.50 1,942.00
S4 1,832.25 1,854.75 1,931.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,979.75 1,930.75 49.00 2.5% 15.50 0.8% 95% True False 1,131,901
10 1,979.75 1,890.25 89.50 4.5% 19.50 1.0% 97% True False 1,363,673
20 1,985.75 1,890.25 95.50 4.8% 19.50 1.0% 91% False False 1,571,316
40 1,985.75 1,890.25 95.50 4.8% 17.50 0.9% 91% False False 1,508,640
60 1,985.75 1,889.50 96.25 4.9% 15.50 0.8% 91% False False 1,204,687
80 1,985.75 1,836.75 149.00 7.5% 15.75 0.8% 94% False False 904,508
100 1,985.75 1,796.50 189.25 9.6% 16.50 0.8% 96% False False 724,243
120 1,985.75 1,796.50 189.25 9.6% 17.00 0.9% 96% False False 603,647
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 5.23
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,028.50
2.618 2,009.75
1.618 1,998.25
1.000 1,991.25
0.618 1,986.75
HIGH 1,979.75
0.618 1,975.25
0.500 1,974.00
0.382 1,972.75
LOW 1,968.25
0.618 1,961.25
1.000 1,956.75
1.618 1,949.75
2.618 1,938.25
4.250 1,919.50
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 1,976.25 1,971.00
PP 1,975.00 1,964.75
S1 1,974.00 1,958.50

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

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