E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1,918.25 1,927.00 8.75 0.5% 1,912.00
High 1,933.00 1,930.50 -2.50 -0.1% 1,929.50
Low 1,917.00 1,915.75 -1.25 -0.1% 1,882.75
Close 1,924.75 1,922.50 -2.25 -0.1% 1,916.00
Range 16.00 14.75 -1.25 -7.8% 46.75
ATR 19.63 19.29 -0.35 -1.8% 0.00
Volume 6,294 6,170 -124 -2.0% 22,229
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,967.25 1,959.50 1,930.50
R3 1,952.50 1,944.75 1,926.50
R2 1,937.75 1,937.75 1,925.25
R1 1,930.00 1,930.00 1,923.75 1,926.50
PP 1,923.00 1,923.00 1,923.00 1,921.00
S1 1,915.25 1,915.25 1,921.25 1,911.75
S2 1,908.25 1,908.25 1,919.75
S3 1,893.50 1,900.50 1,918.50
S4 1,878.75 1,885.75 1,914.50
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,049.75 2,029.50 1,941.75
R3 2,003.00 1,982.75 1,928.75
R2 1,956.25 1,956.25 1,924.50
R1 1,936.00 1,936.00 1,920.25 1,946.00
PP 1,909.50 1,909.50 1,909.50 1,914.50
S1 1,889.25 1,889.25 1,911.75 1,899.50
S2 1,862.75 1,862.75 1,907.50
S3 1,816.00 1,842.50 1,903.25
S4 1,769.25 1,795.75 1,890.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,933.00 1,882.75 50.25 2.6% 22.75 1.2% 79% False False 4,682
10 1,966.25 1,882.75 83.50 4.3% 24.00 1.3% 48% False False 4,898
20 1,977.75 1,882.75 95.00 4.9% 20.00 1.0% 42% False False 3,858
40 1,977.75 1,882.75 95.00 4.9% 16.50 0.9% 42% False False 2,865
60 1,977.75 1,850.50 127.25 6.6% 14.75 0.8% 57% False False 2,033
80 1,977.75 1,831.50 146.25 7.6% 14.50 0.8% 62% False False 1,562
100 1,977.75 1,790.00 187.75 9.8% 15.00 0.8% 71% False False 1,273
120 1,977.75 1,790.00 187.75 9.8% 14.00 0.7% 71% False False 1,067
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 5.88
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,993.25
2.618 1,969.00
1.618 1,954.25
1.000 1,945.25
0.618 1,939.50
HIGH 1,930.50
0.618 1,924.75
0.500 1,923.00
0.382 1,921.50
LOW 1,915.75
0.618 1,906.75
1.000 1,901.00
1.618 1,892.00
2.618 1,877.25
4.250 1,853.00
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1,923.00 1,917.50
PP 1,923.00 1,912.75
S1 1,922.75 1,908.00

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

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