E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1,974.75 1,982.00 7.25 0.4% 1,948.25
High 1,984.00 1,983.50 -0.50 0.0% 1,984.00
Low 1,973.00 1,973.75 0.75 0.0% 1,948.25
Close 1,981.75 1,980.00 -1.75 -0.1% 1,980.00
Range 11.00 9.75 -1.25 -11.4% 35.75
ATR 17.36 16.82 -0.54 -3.1% 0.00
Volume 8,137 2,750 -5,387 -66.2% 31,525
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,008.25 2,004.00 1,985.25
R3 1,998.50 1,994.25 1,982.75
R2 1,988.75 1,988.75 1,981.75
R1 1,984.50 1,984.50 1,981.00 1,981.75
PP 1,979.00 1,979.00 1,979.00 1,977.75
S1 1,974.75 1,974.75 1,979.00 1,972.00
S2 1,969.25 1,969.25 1,978.25
S3 1,959.50 1,965.00 1,977.25
S4 1,949.75 1,955.25 1,974.75
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,078.00 2,064.75 1,999.75
R3 2,042.25 2,029.00 1,989.75
R2 2,006.50 2,006.50 1,986.50
R1 1,993.25 1,993.25 1,983.25 2,000.00
PP 1,970.75 1,970.75 1,970.75 1,974.00
S1 1,957.50 1,957.50 1,976.75 1,964.00
S2 1,935.00 1,935.00 1,973.50
S3 1,899.25 1,921.75 1,970.25
S4 1,863.50 1,886.00 1,960.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,984.00 1,948.25 35.75 1.8% 11.50 0.6% 89% False False 6,305
10 1,984.00 1,915.75 68.25 3.4% 13.75 0.7% 94% False False 5,262
20 1,984.00 1,882.75 101.25 5.1% 19.00 1.0% 96% False False 4,730
40 1,984.00 1,882.75 101.25 5.1% 16.50 0.8% 96% False False 3,605
60 1,984.00 1,882.75 101.25 5.1% 15.00 0.8% 96% False False 2,691
80 1,984.00 1,840.00 144.00 7.3% 14.50 0.7% 97% False False 2,061
100 1,984.00 1,790.00 194.00 9.8% 15.00 0.8% 98% False False 1,666
120 1,984.00 1,790.00 194.00 9.8% 14.50 0.7% 98% False False 1,401
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.30
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,025.00
2.618 2,009.00
1.618 1,999.25
1.000 1,993.25
0.618 1,989.50
HIGH 1,983.50
0.618 1,979.75
0.500 1,978.50
0.382 1,977.50
LOW 1,973.75
0.618 1,967.75
1.000 1,964.00
1.618 1,958.00
2.618 1,948.25
4.250 1,932.25
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1,979.50 1,978.25
PP 1,979.00 1,976.50
S1 1,978.50 1,974.75

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

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