E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 1,926.25 1,961.50 35.25 1.8% 1,974.75
High 1,964.00 1,968.50 4.50 0.2% 1,978.25
Low 1,918.00 1,915.25 -2.75 -0.1% 1,918.25
Close 1,961.75 1,925.00 -36.75 -1.9% 1,960.25
Range 46.00 53.25 7.25 15.8% 60.00
ATR 23.52 25.65 2.12 9.0% 0.00
Volume 2,521,875 3,103,761 581,886 23.1% 10,507,772
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,096.00 2,063.75 1,954.25
R3 2,042.75 2,010.50 1,939.75
R2 1,989.50 1,989.50 1,934.75
R1 1,957.25 1,957.25 1,930.00 1,946.75
PP 1,936.25 1,936.25 1,936.25 1,931.00
S1 1,904.00 1,904.00 1,920.00 1,893.50
S2 1,883.00 1,883.00 1,915.25
S3 1,829.75 1,850.75 1,910.25
S4 1,776.50 1,797.50 1,895.75
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 1,971.00 1,915.25 55.75 2.9% 36.00 1.9% 17% False True 2,215,206
10 1,979.25 1,915.25 64.00 3.3% 30.25 1.6% 15% False True 2,170,791
20 2,014.50 1,915.25 99.25 5.2% 25.50 1.3% 10% False True 1,980,106
40 2,014.50 1,915.25 99.25 5.2% 19.50 1.0% 10% False True 1,026,191
60 2,014.50 1,882.75 131.75 6.8% 19.75 1.0% 32% False False 685,408
80 2,014.50 1,882.75 131.75 6.8% 18.00 0.9% 32% False False 514,552
100 2,014.50 1,850.50 164.00 8.5% 16.75 0.9% 45% False False 411,719
120 2,014.50 1,831.50 183.00 9.5% 16.25 0.8% 51% False False 343,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.70
Widest range in 178 trading days
Fibonacci Retracements and Extensions
4.250 2,194.75
2.618 2,108.00
1.618 2,054.75
1.000 2,021.75
0.618 2,001.50
HIGH 1,968.50
0.618 1,948.25
0.500 1,942.00
0.382 1,935.50
LOW 1,915.25
0.618 1,882.25
1.000 1,862.00
1.618 1,829.00
2.618 1,775.75
4.250 1,689.00
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 1,942.00 1,942.00
PP 1,936.25 1,936.25
S1 1,930.50 1,930.50

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

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