E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 1,992.50 1,981.75 -10.75 -0.5% 1,991.00
High 1,995.00 1,988.25 -6.75 -0.3% 2,002.75
Low 1,975.25 1,973.75 -1.50 -0.1% 1,980.50
Close 1,981.75 1,987.00 5.25 0.3% 1,998.00
Range 19.75 14.50 -5.25 -26.6% 22.25
ATR 15.40 15.34 -0.06 -0.4% 0.00
Volume 85,879 283,842 197,963 230.5% 139,593
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,026.50 2,021.25 1,995.00
R3 2,012.00 2,006.75 1,991.00
R2 1,997.50 1,997.50 1,989.75
R1 1,992.25 1,992.25 1,988.25 1,995.00
PP 1,983.00 1,983.00 1,983.00 1,984.25
S1 1,977.75 1,977.75 1,985.75 1,980.50
S2 1,968.50 1,968.50 1,984.25
S3 1,954.00 1,963.25 1,983.00
S4 1,939.50 1,948.75 1,979.00
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,060.50 2,051.50 2,010.25
R3 2,038.25 2,029.25 2,004.00
R2 2,016.00 2,016.00 2,002.00
R1 2,007.00 2,007.00 2,000.00 2,011.50
PP 1,993.75 1,993.75 1,993.75 1,996.00
S1 1,984.75 1,984.75 1,996.00 1,989.25
S2 1,971.50 1,971.50 1,994.00
S3 1,949.25 1,962.50 1,992.00
S4 1,927.00 1,940.25 1,985.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,001.75 1,973.75 28.00 1.4% 16.75 0.8% 47% False True 104,243
10 2,002.75 1,973.75 29.00 1.5% 14.25 0.7% 46% False True 59,249
20 2,002.75 1,923.50 79.25 4.0% 13.50 0.7% 80% False False 32,200
40 2,002.75 1,882.75 120.00 6.0% 16.75 0.8% 87% False False 18,029
60 2,002.75 1,882.75 120.00 6.0% 15.50 0.8% 87% False False 12,643
80 2,002.75 1,850.50 152.25 7.7% 14.50 0.7% 90% False False 9,575
100 2,002.75 1,831.50 171.25 8.6% 14.25 0.7% 91% False False 7,689
120 2,002.75 1,790.00 212.75 10.7% 14.75 0.7% 93% False False 6,428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,050.00
2.618 2,026.25
1.618 2,011.75
1.000 2,002.75
0.618 1,997.25
HIGH 1,988.25
0.618 1,982.75
0.500 1,981.00
0.382 1,979.25
LOW 1,973.75
0.618 1,964.75
1.000 1,959.25
1.618 1,950.25
2.618 1,935.75
4.250 1,912.00
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 1,985.00 1,986.50
PP 1,983.00 1,986.25
S1 1,981.00 1,986.00

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

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