E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 1,961.00 1,974.75 13.75 0.7% 2,002.00
High 1,979.25 1,977.00 -2.25 -0.1% 2,006.50
Low 1,956.50 1,955.50 -1.00 -0.1% 1,956.50
Close 1,976.00 1,969.50 -6.50 -0.3% 1,976.00
Range 22.75 21.50 -1.25 -5.5% 50.00
ATR 18.81 19.00 0.19 1.0% 0.00
Volume 1,680,945 1,786,769 105,824 6.3% 8,776,859
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,031.75 2,022.25 1,981.25
R3 2,010.25 2,000.75 1,975.50
R2 1,988.75 1,988.75 1,973.50
R1 1,979.25 1,979.25 1,971.50 1,973.25
PP 1,967.25 1,967.25 1,967.25 1,964.50
S1 1,957.75 1,957.75 1,967.50 1,951.75
S2 1,945.75 1,945.75 1,965.50
S3 1,924.25 1,936.25 1,963.50
S4 1,902.75 1,914.75 1,957.75
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,129.75 2,102.75 2,003.50
R3 2,079.75 2,052.75 1,989.75
R2 2,029.75 2,029.75 1,985.25
R1 2,002.75 2,002.75 1,980.50 1,991.25
PP 1,979.75 1,979.75 1,979.75 1,974.00
S1 1,952.75 1,952.75 1,971.50 1,941.25
S2 1,929.75 1,929.75 1,966.75
S3 1,879.75 1,902.75 1,962.25
S4 1,829.75 1,852.75 1,948.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,992.50 1,955.50 37.00 1.9% 24.25 1.2% 38% False True 1,796,926
10 2,014.50 1,955.50 59.00 3.0% 22.00 1.1% 24% False True 1,775,840
20 2,014.50 1,955.50 59.00 3.0% 19.00 1.0% 24% False True 1,136,855
40 2,014.50 1,882.75 131.75 6.7% 17.50 0.9% 66% False False 571,112
60 2,014.50 1,882.75 131.75 6.7% 17.25 0.9% 66% False False 381,755
80 2,014.50 1,882.75 131.75 6.7% 16.00 0.8% 66% False False 286,613
100 2,014.50 1,846.00 168.50 8.6% 15.25 0.8% 73% False False 229,325
120 2,014.50 1,790.00 224.50 11.4% 15.50 0.8% 80% False False 191,134
Crabel Price Patterns
NR True
NR4 True
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 4.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,068.50
2.618 2,033.25
1.618 2,011.75
1.000 1,998.50
0.618 1,990.25
HIGH 1,977.00
0.618 1,968.75
0.500 1,966.25
0.382 1,963.75
LOW 1,955.50
0.618 1,942.25
1.000 1,934.00
1.618 1,920.75
2.618 1,899.25
4.250 1,864.00
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 1,968.50 1,973.50
PP 1,967.25 1,972.25
S1 1,966.25 1,970.75

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

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