E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 1,938.50 1,961.00 22.50 1.2% 1,974.75
High 1,964.50 1,971.00 6.50 0.3% 1,978.25
Low 1,935.75 1,950.50 14.75 0.8% 1,918.25
Close 1,960.25 1,956.00 -4.25 -0.2% 1,960.25
Range 28.75 20.50 -8.25 -28.7% 60.00
ATR 21.07 21.03 -0.04 -0.2% 0.00
Volume 1,556,834 1,727,529 170,695 11.0% 10,507,772
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,020.75 2,008.75 1,967.25
R3 2,000.25 1,988.25 1,961.75
R2 1,979.75 1,979.75 1,959.75
R1 1,967.75 1,967.75 1,958.00 1,963.50
PP 1,959.25 1,959.25 1,959.25 1,957.00
S1 1,947.25 1,947.25 1,954.00 1,943.00
S2 1,938.75 1,938.75 1,952.25
S3 1,918.25 1,926.75 1,950.25
S4 1,897.75 1,906.25 1,944.75
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,132.25 2,106.25 1,993.25
R3 2,072.25 2,046.25 1,976.75
R2 2,012.25 2,012.25 1,971.25
R1 1,986.25 1,986.25 1,965.75 1,969.25
PP 1,952.25 1,952.25 1,952.25 1,943.75
S1 1,926.25 1,926.25 1,954.75 1,909.25
S2 1,892.25 1,892.25 1,949.25
S3 1,832.25 1,866.25 1,943.75
S4 1,772.25 1,806.25 1,927.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,978.25 1,918.25 60.00 3.1% 25.50 1.3% 63% False False 2,089,706
10 1,992.50 1,918.25 74.25 3.8% 24.75 1.3% 51% False False 1,943,316
20 2,014.50 1,918.25 96.25 4.9% 21.25 1.1% 39% False False 1,649,203
40 2,014.50 1,915.75 98.75 5.0% 17.50 0.9% 41% False False 831,770
60 2,014.50 1,882.75 131.75 6.7% 18.25 0.9% 56% False False 555,696
80 2,014.50 1,882.75 131.75 6.7% 16.75 0.9% 56% False False 417,180
100 2,014.50 1,846.00 168.50 8.6% 15.75 0.8% 65% False False 333,805
120 2,014.50 1,826.50 188.00 9.6% 15.50 0.8% 69% False False 278,195
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 4.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,058.00
2.618 2,024.75
1.618 2,004.25
1.000 1,991.50
0.618 1,983.75
HIGH 1,971.00
0.618 1,963.25
0.500 1,960.75
0.382 1,958.25
LOW 1,950.50
0.618 1,937.75
1.000 1,930.00
1.618 1,917.25
2.618 1,896.75
4.250 1,863.50
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 1,960.75 1,952.25
PP 1,959.25 1,948.50
S1 1,957.50 1,944.50

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

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