E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 1,927.00 1,924.75 -2.25 -0.1% 1,912.00
High 1,930.50 1,938.50 8.00 0.4% 1,929.50
Low 1,915.75 1,923.50 7.75 0.4% 1,882.75
Close 1,922.50 1,936.75 14.25 0.7% 1,916.00
Range 14.75 15.00 0.25 1.7% 46.75
ATR 19.29 19.05 -0.23 -1.2% 0.00
Volume 6,170 2,347 -3,823 -62.0% 22,229
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,978.00 1,972.25 1,945.00
R3 1,963.00 1,957.25 1,941.00
R2 1,948.00 1,948.00 1,939.50
R1 1,942.25 1,942.25 1,938.00 1,945.00
PP 1,933.00 1,933.00 1,933.00 1,934.25
S1 1,927.25 1,927.25 1,935.50 1,930.00
S2 1,918.00 1,918.00 1,934.00
S3 1,903.00 1,912.25 1,932.50
S4 1,888.00 1,897.25 1,928.50
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 1,938.50 1,882.75 55.75 2.9% 21.75 1.1% 97% True False 4,300
10 1,957.25 1,882.75 74.50 3.8% 24.00 1.2% 72% False False 4,902
20 1,977.75 1,882.75 95.00 4.9% 20.25 1.0% 57% False False 3,840
40 1,977.75 1,882.75 95.00 4.9% 16.50 0.9% 57% False False 2,913
60 1,977.75 1,850.50 127.25 6.6% 14.75 0.8% 68% False False 2,071
80 1,977.75 1,831.50 146.25 7.6% 14.50 0.8% 72% False False 1,590
100 1,977.75 1,790.00 187.75 9.7% 15.00 0.8% 78% False False 1,296
120 1,977.75 1,790.00 187.75 9.7% 14.25 0.7% 78% False False 1,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,002.25
2.618 1,977.75
1.618 1,962.75
1.000 1,953.50
0.618 1,947.75
HIGH 1,938.50
0.618 1,932.75
0.500 1,931.00
0.382 1,929.25
LOW 1,923.50
0.618 1,914.25
1.000 1,908.50
1.618 1,899.25
2.618 1,884.25
4.250 1,859.75
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 1,934.75 1,933.50
PP 1,933.00 1,930.25
S1 1,931.00 1,927.00

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

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