E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1,991.00 1,991.75 0.75 0.0% 1,980.25
High 1,998.25 2,002.75 4.50 0.2% 1,995.75
Low 1,984.75 1,988.25 3.50 0.2% 1,979.50
Close 1,991.75 1,990.75 -1.00 -0.1% 1,993.50
Range 13.50 14.50 1.00 7.4% 16.25
ATR 14.73 14.71 -0.02 -0.1% 0.00
Volume 22,377 27,707 5,330 23.8% 32,547
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,037.50 2,028.50 1,998.75
R3 2,023.00 2,014.00 1,994.75
R2 2,008.50 2,008.50 1,993.50
R1 1,999.50 1,999.50 1,992.00 1,996.75
PP 1,994.00 1,994.00 1,994.00 1,992.50
S1 1,985.00 1,985.00 1,989.50 1,982.25
S2 1,979.50 1,979.50 1,988.00
S3 1,965.00 1,970.50 1,986.75
S4 1,950.50 1,956.00 1,982.75
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 2,002.75 1,979.50 23.25 1.2% 11.75 0.6% 48% True False 14,256
10 2,002.75 1,965.50 37.25 1.9% 11.25 0.6% 68% True False 9,572
20 2,002.75 1,882.75 120.00 6.0% 15.00 0.8% 90% True False 7,310
40 2,002.75 1,882.75 120.00 6.0% 16.50 0.8% 90% True False 5,349
60 2,002.75 1,882.75 120.00 6.0% 15.25 0.8% 90% True False 4,018
80 2,002.75 1,846.00 156.75 7.9% 14.25 0.7% 92% True False 3,067
100 2,002.75 1,790.00 212.75 10.7% 14.50 0.7% 94% True False 2,490
120 2,002.75 1,790.00 212.75 10.7% 14.75 0.7% 94% True False 2,087
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 False
Bear Hook False
Bull Hook False
Stretch 2.98
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,064.50
2.618 2,040.75
1.618 2,026.25
1.000 2,017.25
0.618 2,011.75
HIGH 2,002.75
0.618 1,997.25
0.500 1,995.50
0.382 1,993.75
LOW 1,988.25
0.618 1,979.25
1.000 1,973.75
1.618 1,964.75
2.618 1,950.25
4.250 1,926.50
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1,995.50 1,993.50
PP 1,994.00 1,992.75
S1 1,992.25 1,991.75

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

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