E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1,987.00 1,990.75 3.75 0.2% 1,948.25
High 1,994.50 1,992.50 -2.00 -0.1% 1,984.00
Low 1,984.50 1,985.75 1.25 0.1% 1,948.25
Close 1,990.75 1,989.25 -1.50 -0.1% 1,980.00
Range 10.00 6.75 -3.25 -32.5% 35.75
ATR 15.98 15.32 -0.66 -4.1% 0.00
Volume 7,791 3,995 -3,796 -48.7% 31,525
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,009.50 2,006.00 1,993.00
R3 2,002.75 1,999.25 1,991.00
R2 1,996.00 1,996.00 1,990.50
R1 1,992.50 1,992.50 1,989.75 1,991.00
PP 1,989.25 1,989.25 1,989.25 1,988.25
S1 1,985.75 1,985.75 1,988.75 1,984.00
S2 1,982.50 1,982.50 1,988.00
S3 1,975.75 1,979.00 1,987.50
S4 1,969.00 1,972.25 1,985.50
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 1,994.50 1,973.00 21.50 1.1% 9.75 0.5% 76% False False 5,246
10 1,994.50 1,929.50 65.00 3.3% 12.00 0.6% 92% False False 5,315
20 1,994.50 1,882.75 111.75 5.6% 18.00 0.9% 95% False False 5,109
40 1,994.50 1,882.75 111.75 5.6% 16.25 0.8% 95% False False 3,847
60 1,994.50 1,882.75 111.75 5.6% 15.00 0.8% 95% False False 2,915
80 1,994.50 1,840.00 154.50 7.8% 14.50 0.7% 97% False False 2,230
100 1,994.50 1,790.00 204.50 10.3% 15.00 0.7% 97% False False 1,819
120 1,994.50 1,790.00 204.50 10.3% 14.75 0.7% 97% False False 1,529
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 2.13
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 2,021.25
2.618 2,010.25
1.618 2,003.50
1.000 1,999.25
0.618 1,996.75
HIGH 1,992.50
0.618 1,990.00
0.500 1,989.00
0.382 1,988.25
LOW 1,985.75
0.618 1,981.50
1.000 1,979.00
1.618 1,974.75
2.618 1,968.00
4.250 1,957.00
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1,989.25 1,988.50
PP 1,989.25 1,988.00
S1 1,989.00 1,987.50

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

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