E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 1,976.75 1,991.50 14.75 0.7% 1,998.00
High 1,994.50 2,003.25 8.75 0.4% 1,998.00
Low 1,970.25 1,983.25 13.00 0.7% 1,971.25
Close 1,991.50 1,993.75 2.25 0.1% 1,976.75
Range 24.25 20.00 -4.25 -17.5% 26.75
ATR 15.93 16.22 0.29 1.8% 0.00
Volume 2,081,652 2,039,712 -41,940 -2.0% 3,096,886
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,053.50 2,043.50 2,004.75
R3 2,033.50 2,023.50 1,999.25
R2 2,013.50 2,013.50 1,997.50
R1 2,003.50 2,003.50 1,995.50 2,008.50
PP 1,993.50 1,993.50 1,993.50 1,996.00
S1 1,983.50 1,983.50 1,992.00 1,988.50
S2 1,973.50 1,973.50 1,990.00
S3 1,953.50 1,963.50 1,988.25
S4 1,933.50 1,943.50 1,982.75
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 2,003.25 1,968.00 35.25 1.8% 18.00 0.9% 73% True False 1,705,753
10 2,003.25 1,968.00 35.25 1.8% 17.50 0.9% 73% True False 904,998
20 2,003.25 1,965.50 37.75 1.9% 14.25 0.7% 75% True False 457,285
40 2,003.25 1,882.75 120.50 6.0% 16.50 0.8% 92% True False 230,858
60 2,003.25 1,882.75 120.50 6.0% 16.00 0.8% 92% True False 154,703
80 2,003.25 1,882.75 120.50 6.0% 14.75 0.7% 92% True False 116,178
100 2,003.25 1,831.50 171.75 8.6% 14.50 0.7% 94% True False 92,975
120 2,003.25 1,790.00 213.25 10.7% 15.00 0.7% 96% True False 77,495
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 5.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,088.25
2.618 2,055.50
1.618 2,035.50
1.000 2,023.25
0.618 2,015.50
HIGH 2,003.25
0.618 1,995.50
0.500 1,993.25
0.382 1,991.00
LOW 1,983.25
0.618 1,971.00
1.000 1,963.25
1.618 1,951.00
2.618 1,931.00
4.250 1,898.25
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 1,993.50 1,991.00
PP 1,993.50 1,988.25
S1 1,993.25 1,985.50

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

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