E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 1,940.75 1,942.25 1.50 0.1% 1,920.00
High 1,944.00 1,948.75 4.75 0.2% 1,948.75
Low 1,936.50 1,941.50 5.00 0.3% 1,912.25
Close 1,942.50 1,945.50 3.00 0.2% 1,945.50
Range 7.50 7.25 -0.25 -3.3% 36.50
ATR 12.38 12.01 -0.37 -3.0% 0.00
Volume 1,122 1,355 233 20.8% 5,027
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,967.00 1,963.50 1,949.50
R3 1,959.75 1,956.25 1,947.50
R2 1,952.50 1,952.50 1,946.75
R1 1,949.00 1,949.00 1,946.25 1,950.75
PP 1,945.25 1,945.25 1,945.25 1,946.00
S1 1,941.75 1,941.75 1,944.75 1,943.50
S2 1,938.00 1,938.00 1,944.25
S3 1,930.75 1,934.50 1,943.50
S4 1,923.50 1,927.25 1,941.50
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,045.00 2,031.75 1,965.50
R3 2,008.50 1,995.25 1,955.50
R2 1,972.00 1,972.00 1,952.25
R1 1,958.75 1,958.75 1,948.75 1,965.50
PP 1,935.50 1,935.50 1,935.50 1,938.75
S1 1,922.25 1,922.25 1,942.25 1,929.00
S2 1,899.00 1,899.00 1,938.75
S3 1,862.50 1,885.75 1,935.50
S4 1,826.00 1,849.25 1,925.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,948.75 1,912.25 36.50 1.9% 11.50 0.6% 91% True False 1,005
10 1,948.75 1,911.25 37.50 1.9% 11.50 0.6% 91% True False 888
20 1,948.75 1,876.00 72.75 3.7% 10.50 0.5% 96% True False 590
40 1,948.75 1,831.50 117.25 6.0% 12.25 0.6% 97% True False 374
60 1,948.75 1,790.00 158.75 8.2% 13.75 0.7% 98% True False 288
80 1,948.75 1,790.00 158.75 8.2% 13.25 0.7% 98% True False 228
100 1,948.75 1,712.00 236.75 12.2% 12.50 0.6% 99% True False 184
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 2.78
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,979.50
2.618 1,967.75
1.618 1,960.50
1.000 1,956.00
0.618 1,953.25
HIGH 1,948.75
0.618 1,946.00
0.500 1,945.00
0.382 1,944.25
LOW 1,941.50
0.618 1,937.00
1.000 1,934.25
1.618 1,929.75
2.618 1,922.50
4.250 1,910.75
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 1,945.50 1,942.50
PP 1,945.25 1,939.25
S1 1,945.00 1,936.25

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

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