E-mini S&P 500 Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1,996.75 1,999.25 2.50 0.1% 1,990.00
High 1,999.00 2,003.75 4.75 0.2% 2,003.75
Low 1,987.50 1,992.25 4.75 0.2% 1,987.50
Close 1,996.75 2,001.50 4.75 0.2% 2,001.50
Range 11.50 11.50 0.00 0.0% 16.25
ATR 15.43 15.15 -0.28 -1.8% 0.00
Volume 1,088,971 1,042,385 -46,586 -4.3% 4,623,804
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,033.75 2,029.00 2,007.75
R3 2,022.25 2,017.50 2,004.75
R2 2,010.75 2,010.75 2,003.50
R1 2,006.00 2,006.00 2,002.50 2,008.50
PP 1,999.25 1,999.25 1,999.25 2,000.25
S1 1,994.50 1,994.50 2,000.50 1,997.00
S2 1,987.75 1,987.75 1,999.50
S3 1,976.25 1,983.00 1,998.25
S4 1,964.75 1,971.50 1,995.25
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,046.25 2,040.25 2,010.50
R3 2,030.00 2,024.00 2,006.00
R2 2,013.75 2,013.75 2,004.50
R1 2,007.75 2,007.75 2,003.00 2,010.75
PP 1,997.50 1,997.50 1,997.50 1,999.00
S1 1,991.50 1,991.50 2,000.00 1,994.50
S2 1,981.25 1,981.25 1,998.50
S3 1,965.00 1,975.25 1,997.00
S4 1,948.75 1,959.00 1,992.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,003.75 1,987.50 16.25 0.8% 10.25 0.5% 86% True False 924,760
10 2,003.75 1,955.75 48.00 2.4% 11.00 0.6% 95% True False 939,883
20 2,003.75 1,890.25 113.50 5.7% 16.50 0.8% 98% True False 1,250,967
40 2,003.75 1,890.25 113.50 5.7% 16.75 0.8% 98% True False 1,447,039
60 2,003.75 1,890.25 113.50 5.7% 15.50 0.8% 98% True False 1,330,129
80 2,003.75 1,851.75 152.00 7.6% 15.25 0.8% 99% True False 999,738
100 2,003.75 1,796.50 207.25 10.4% 16.00 0.8% 99% True False 800,421
120 2,003.75 1,796.50 207.25 10.4% 16.75 0.8% 99% True False 667,299
Crabel Price Patterns
NR False
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 2.03
Fibonacci Retracements and Extensions
4.250 2,052.50
2.618 2,033.75
1.618 2,022.25
1.000 2,015.25
0.618 2,010.75
HIGH 2,003.75
0.618 1,999.25
0.500 1,998.00
0.382 1,996.75
LOW 1,992.25
0.618 1,985.25
1.000 1,980.75
1.618 1,973.75
2.618 1,962.25
4.250 1,943.50
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 2,000.25 1,999.50
PP 1,999.25 1,997.50
S1 1,998.00 1,995.50

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

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