E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 1,973.75 1,976.75 3.00 0.2% 1,998.00
High 1,979.00 1,994.50 15.50 0.8% 1,998.00
Low 1,968.00 1,970.25 2.25 0.1% 1,971.25
Close 1,976.00 1,991.50 15.50 0.8% 1,976.75
Range 11.00 24.25 13.25 120.5% 26.75
ATR 15.29 15.93 0.64 4.2% 0.00
Volume 1,742,226 2,081,652 339,426 19.5% 3,096,886
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,058.25 2,049.00 2,004.75
R3 2,034.00 2,024.75 1,998.25
R2 2,009.75 2,009.75 1,996.00
R1 2,000.50 2,000.50 1,993.75 2,005.00
PP 1,985.50 1,985.50 1,985.50 1,987.75
S1 1,976.25 1,976.25 1,989.25 1,981.00
S2 1,961.25 1,961.25 1,987.00
S3 1,937.00 1,952.00 1,984.75
S4 1,912.75 1,927.75 1,978.25
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,062.25 2,046.25 1,991.50
R3 2,035.50 2,019.50 1,984.00
R2 2,008.75 2,008.75 1,981.75
R1 1,992.75 1,992.75 1,979.25 1,987.50
PP 1,982.00 1,982.00 1,982.00 1,979.25
S1 1,966.00 1,966.00 1,974.25 1,960.50
S2 1,955.25 1,955.25 1,971.75
S3 1,928.50 1,939.25 1,969.50
S4 1,901.75 1,912.50 1,962.00
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 1,968.00 26.50 1.3% 16.75 0.8% 89% True False 1,354,579
10 2,002.75 1,968.00 34.75 1.7% 16.75 0.8% 68% False False 703,798
20 2,002.75 1,960.75 42.00 2.1% 14.00 0.7% 73% False False 355,536
40 2,002.75 1,882.75 120.00 6.0% 16.50 0.8% 91% False False 179,945
60 2,002.75 1,882.75 120.00 6.0% 16.00 0.8% 91% False False 120,715
80 2,002.75 1,876.00 126.75 6.4% 14.50 0.7% 91% False False 90,683
100 2,002.75 1,831.50 171.25 8.6% 14.50 0.7% 93% False False 72,578
120 2,002.75 1,790.00 212.75 10.7% 14.75 0.7% 95% False False 60,501
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 4.58
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 2,097.50
2.618 2,058.00
1.618 2,033.75
1.000 2,018.75
0.618 2,009.50
HIGH 1,994.50
0.618 1,985.25
0.500 1,982.50
0.382 1,979.50
LOW 1,970.25
0.618 1,955.25
1.000 1,946.00
1.618 1,931.00
2.618 1,906.75
4.250 1,867.25
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 1,988.50 1,988.00
PP 1,985.50 1,984.75
S1 1,982.50 1,981.25

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

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