E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 1,990.75 1,988.25 -2.50 -0.1% 1,948.25
High 1,992.50 1,991.75 -0.75 0.0% 1,984.00
Low 1,985.75 1,979.50 -6.25 -0.3% 1,948.25
Close 1,989.25 1,988.75 -0.50 0.0% 1,980.00
Range 6.75 12.25 5.50 81.5% 35.75
ATR 15.32 15.10 -0.22 -1.4% 0.00
Volume 3,995 13,036 9,041 226.3% 31,525
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,023.50 2,018.25 1,995.50
R3 2,011.25 2,006.00 1,992.00
R2 1,999.00 1,999.00 1,991.00
R1 1,993.75 1,993.75 1,989.75 1,996.50
PP 1,986.75 1,986.75 1,986.75 1,988.00
S1 1,981.50 1,981.50 1,987.75 1,984.00
S2 1,974.50 1,974.50 1,986.50
S3 1,962.25 1,969.25 1,985.50
S4 1,950.00 1,957.00 1,982.00
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 1,973.75 20.75 1.0% 10.00 0.5% 72% False False 6,225
10 1,994.50 1,929.50 65.00 3.3% 12.00 0.6% 91% False False 6,296
20 1,994.50 1,882.75 111.75 5.6% 16.50 0.8% 95% False False 5,543
40 1,994.50 1,882.75 111.75 5.6% 16.50 0.8% 95% False False 4,139
60 1,994.50 1,882.75 111.75 5.6% 15.00 0.8% 95% False False 3,131
80 1,994.50 1,840.00 154.50 7.8% 14.50 0.7% 96% False False 2,391
100 1,994.50 1,790.00 204.50 10.3% 14.75 0.7% 97% False False 1,948
120 1,994.50 1,790.00 204.50 10.3% 14.75 0.7% 97% False False 1,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,043.75
2.618 2,023.75
1.618 2,011.50
1.000 2,004.00
0.618 1,999.25
HIGH 1,991.75
0.618 1,987.00
0.500 1,985.50
0.382 1,984.25
LOW 1,979.50
0.618 1,972.00
1.000 1,967.25
1.618 1,959.75
2.618 1,947.50
4.250 1,927.50
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 1,987.75 1,988.25
PP 1,986.75 1,987.50
S1 1,985.50 1,987.00

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

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