E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 1,946.25 1,948.25 2.00 0.1% 1,918.25
High 1,953.00 1,961.00 8.00 0.4% 1,953.00
Low 1,929.50 1,948.25 18.75 1.0% 1,915.75
Close 1,944.50 1,959.75 15.25 0.8% 1,944.50
Range 23.50 12.75 -10.75 -45.7% 37.25
ATR 18.92 18.74 -0.17 -0.9% 0.00
Volume 3,065 13,700 10,635 347.0% 21,098
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,994.50 1,990.00 1,966.75
R3 1,981.75 1,977.25 1,963.25
R2 1,969.00 1,969.00 1,962.00
R1 1,964.50 1,964.50 1,961.00 1,966.75
PP 1,956.25 1,956.25 1,956.25 1,957.50
S1 1,951.75 1,951.75 1,958.50 1,954.00
S2 1,943.50 1,943.50 1,957.50
S3 1,930.75 1,939.00 1,956.25
S4 1,918.00 1,926.25 1,952.75
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,049.50 2,034.25 1,965.00
R3 2,012.25 1,997.00 1,954.75
R2 1,975.00 1,975.00 1,951.25
R1 1,959.75 1,959.75 1,948.00 1,967.50
PP 1,937.75 1,937.75 1,937.75 1,941.50
S1 1,922.50 1,922.50 1,941.00 1,930.00
S2 1,900.50 1,900.50 1,937.75
S3 1,863.25 1,885.25 1,934.25
S4 1,826.00 1,848.00 1,924.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,961.00 1,915.75 45.25 2.3% 15.75 0.8% 97% True False 5,700
10 1,961.00 1,882.75 78.25 4.0% 20.25 1.0% 98% True False 4,857
20 1,977.75 1,882.75 95.00 4.8% 19.00 1.0% 81% False False 4,354
40 1,977.75 1,882.75 95.00 4.8% 17.00 0.9% 81% False False 3,304
60 1,977.75 1,876.00 101.75 5.2% 14.75 0.8% 82% False False 2,399
80 1,977.75 1,831.50 146.25 7.5% 14.75 0.7% 88% False False 1,839
100 1,977.75 1,790.00 187.75 9.6% 15.00 0.8% 90% False False 1,495
120 1,977.75 1,790.00 187.75 9.6% 14.50 0.7% 90% False False 1,253
Crabel Price Patterns
NR True
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 5.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,015.25
2.618 1,994.50
1.618 1,981.75
1.000 1,973.75
0.618 1,969.00
HIGH 1,961.00
0.618 1,956.25
0.500 1,954.50
0.382 1,953.00
LOW 1,948.25
0.618 1,940.25
1.000 1,935.50
1.618 1,927.50
2.618 1,914.75
4.250 1,894.00
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 1,958.00 1,955.00
PP 1,956.25 1,950.00
S1 1,954.50 1,945.25

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

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