E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 1,940.75 1,943.50 2.75 0.1% 1,945.25
High 1,946.00 1,948.50 2.50 0.1% 1,952.25
Low 1,935.00 1,940.25 5.25 0.3% 1,928.25
Close 1,944.00 1,944.50 0.50 0.0% 1,944.00
Range 11.00 8.25 -2.75 -25.0% 24.00
ATR 12.76 12.44 -0.32 -2.5% 0.00
Volume 1,227 3,361 2,134 173.9% 7,006
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,969.25 1,965.00 1,949.00
R3 1,961.00 1,956.75 1,946.75
R2 1,952.75 1,952.75 1,946.00
R1 1,948.50 1,948.50 1,945.25 1,950.50
PP 1,944.50 1,944.50 1,944.50 1,945.50
S1 1,940.25 1,940.25 1,943.75 1,942.50
S2 1,936.25 1,936.25 1,943.00
S3 1,928.00 1,932.00 1,942.25
S4 1,919.75 1,923.75 1,940.00
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 2,013.50 2,002.75 1,957.25
R3 1,989.50 1,978.75 1,950.50
R2 1,965.50 1,965.50 1,948.50
R1 1,954.75 1,954.75 1,946.25 1,948.00
PP 1,941.50 1,941.50 1,941.50 1,938.25
S1 1,930.75 1,930.75 1,941.75 1,924.00
S2 1,917.50 1,917.50 1,939.50
S3 1,893.50 1,906.75 1,937.50
S4 1,869.50 1,882.75 1,930.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,952.00 1,928.25 23.75 1.2% 14.25 0.7% 68% False False 1,994
10 1,952.25 1,916.75 35.50 1.8% 12.50 0.6% 78% False False 1,512
20 1,952.25 1,901.50 50.75 2.6% 12.00 0.6% 85% False False 1,025
40 1,952.25 1,840.00 112.25 5.8% 12.50 0.6% 93% False False 590
60 1,952.25 1,790.00 162.25 8.3% 14.25 0.7% 95% False False 448
80 1,952.25 1,790.00 162.25 8.3% 13.75 0.7% 95% False False 357
100 1,952.25 1,736.00 216.25 11.1% 12.75 0.7% 96% False False 287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.88
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,983.50
2.618 1,970.00
1.618 1,961.75
1.000 1,956.75
0.618 1,953.50
HIGH 1,948.50
0.618 1,945.25
0.500 1,944.50
0.382 1,943.50
LOW 1,940.25
0.618 1,935.25
1.000 1,932.00
1.618 1,927.00
2.618 1,918.75
4.250 1,905.25
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 1,944.50 1,942.50
PP 1,944.50 1,940.50
S1 1,944.50 1,938.50

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

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