E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 1,990.00 1,994.50 4.50 0.2% 1,955.75
High 1,999.75 2,002.75 3.00 0.2% 1,992.00
Low 1,988.75 1,992.25 3.50 0.2% 1,955.75
Close 1,995.00 1,998.50 3.50 0.2% 1,987.75
Range 11.00 10.50 -0.50 -4.5% 36.25
ATR 16.86 16.41 -0.45 -2.7% 0.00
Volume 853,066 878,014 24,948 2.9% 4,775,033
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,029.25 2,024.50 2,004.25
R3 2,018.75 2,014.00 2,001.50
R2 2,008.25 2,008.25 2,000.50
R1 2,003.50 2,003.50 1,999.50 2,006.00
PP 1,997.75 1,997.75 1,997.75 1,999.00
S1 1,993.00 1,993.00 1,997.50 1,995.50
S2 1,987.25 1,987.25 1,996.50
S3 1,976.75 1,982.50 1,995.50
S4 1,966.25 1,972.00 1,992.75
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,087.25 2,073.75 2,007.75
R3 2,051.00 2,037.50 1,997.75
R2 2,014.75 2,014.75 1,994.50
R1 2,001.25 2,001.25 1,991.00 2,008.00
PP 1,978.50 1,978.50 1,978.50 1,982.00
S1 1,965.00 1,965.00 1,984.50 1,971.75
S2 1,942.25 1,942.25 1,981.00
S3 1,906.00 1,928.75 1,977.75
S4 1,869.75 1,892.50 1,967.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,002.75 1,973.00 29.75 1.5% 11.25 0.6% 86% True False 949,452
10 2,002.75 1,930.75 72.00 3.6% 13.25 0.7% 94% True False 1,040,676
20 2,002.75 1,890.25 112.50 5.6% 19.00 1.0% 96% True False 1,477,715
40 2,002.75 1,890.25 112.50 5.6% 17.00 0.9% 96% True False 1,455,290
60 2,002.75 1,890.25 112.50 5.6% 15.75 0.8% 96% True False 1,283,040
80 2,002.75 1,847.25 155.50 7.8% 15.50 0.8% 97% True False 963,680
100 2,002.75 1,796.50 206.25 10.3% 16.50 0.8% 98% True False 771,581
120 2,002.75 1,796.50 206.25 10.3% 16.75 0.8% 98% True False 643,199
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,047.50
2.618 2,030.25
1.618 2,019.75
1.000 2,013.25
0.618 2,009.25
HIGH 2,002.75
0.618 1,998.75
0.500 1,997.50
0.382 1,996.25
LOW 1,992.25
0.618 1,985.75
1.000 1,981.75
1.618 1,975.25
2.618 1,964.75
4.250 1,947.50
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 1,998.25 1,996.50
PP 1,997.75 1,994.25
S1 1,997.50 1,992.00

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

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