E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1,990.75 1,991.00 0.25 0.0% 1,980.25
High 1,995.75 1,998.25 2.50 0.1% 1,995.75
Low 1,984.50 1,984.75 0.25 0.0% 1,979.50
Close 1,993.50 1,991.75 -1.75 -0.1% 1,993.50
Range 11.25 13.50 2.25 20.0% 16.25
ATR 14.82 14.73 -0.09 -0.6% 0.00
Volume 4,168 22,377 18,209 436.9% 32,547
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,032.00 2,025.50 1,999.25
R3 2,018.50 2,012.00 1,995.50
R2 2,005.00 2,005.00 1,994.25
R1 1,998.50 1,998.50 1,993.00 2,001.75
PP 1,991.50 1,991.50 1,991.50 1,993.25
S1 1,985.00 1,985.00 1,990.50 1,988.25
S2 1,978.00 1,978.00 1,989.25
S3 1,964.50 1,971.50 1,988.00
S4 1,951.00 1,958.00 1,984.25
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,038.25 2,032.25 2,002.50
R3 2,022.00 2,016.00 1,998.00
R2 2,005.75 2,005.75 1,996.50
R1 1,999.75 1,999.75 1,995.00 2,002.75
PP 1,989.50 1,989.50 1,989.50 1,991.00
S1 1,983.50 1,983.50 1,992.00 1,986.50
S2 1,973.25 1,973.25 1,990.50
S3 1,957.00 1,967.25 1,989.00
S4 1,940.75 1,951.00 1,984.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,998.25 1,979.50 18.75 0.9% 10.75 0.5% 65% True False 10,273
10 1,998.25 1,960.75 37.50 1.9% 11.00 0.5% 83% True False 7,274
20 1,998.25 1,882.75 115.50 5.8% 15.50 0.8% 94% True False 6,066
40 1,998.25 1,882.75 115.50 5.8% 16.50 0.8% 94% True False 4,722
60 1,998.25 1,882.75 115.50 5.8% 15.00 0.8% 94% True False 3,563
80 1,998.25 1,846.00 152.25 7.6% 14.25 0.7% 96% True False 2,721
100 1,998.25 1,790.00 208.25 10.5% 14.75 0.7% 97% True False 2,213
120 1,998.25 1,790.00 208.25 10.5% 15.00 0.7% 97% True False 1,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,055.50
2.618 2,033.50
1.618 2,020.00
1.000 2,011.75
0.618 2,006.50
HIGH 1,998.25
0.618 1,993.00
0.500 1,991.50
0.382 1,990.00
LOW 1,984.75
0.618 1,976.50
1.000 1,971.25
1.618 1,963.00
2.618 1,949.50
4.250 1,927.50
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1,991.75 1,990.75
PP 1,991.50 1,989.75
S1 1,991.50 1,989.00

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

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