E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1,892.00 1,866.25 -25.75 -1.4% 1,961.00
High 1,906.00 1,892.75 -13.25 -0.7% 1,971.00
Low 1,864.25 1,864.75 0.50 0.0% 1,893.25
Close 1,865.50 1,874.75 9.25 0.5% 1,894.25
Range 41.75 28.00 -13.75 -32.9% 77.75
ATR 27.61 27.64 0.03 0.1% 0.00
Volume 2,948,075 3,114,778 166,703 5.7% 12,588,495
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,961.50 1,946.00 1,890.25
R3 1,933.50 1,918.00 1,882.50
R2 1,905.50 1,905.50 1,880.00
R1 1,890.00 1,890.00 1,877.25 1,897.75
PP 1,877.50 1,877.50 1,877.50 1,881.25
S1 1,862.00 1,862.00 1,872.25 1,869.75
S2 1,849.50 1,849.50 1,869.50
S3 1,821.50 1,834.00 1,867.00
S4 1,793.50 1,806.00 1,859.25
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,152.75 2,101.25 1,937.00
R3 2,075.00 2,023.50 1,915.75
R2 1,997.25 1,997.25 1,908.50
R1 1,945.75 1,945.75 1,901.50 1,932.50
PP 1,919.50 1,919.50 1,919.50 1,913.00
S1 1,868.00 1,868.00 1,887.00 1,855.00
S2 1,841.75 1,841.75 1,880.00
S3 1,764.00 1,790.25 1,872.75
S4 1,686.25 1,712.50 1,851.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,968.50 1,864.25 104.25 5.6% 41.50 2.2% 10% False False 2,951,557
10 1,971.00 1,864.25 106.75 5.7% 35.00 1.9% 10% False False 2,538,072
20 2,014.50 1,864.25 150.25 8.0% 28.00 1.5% 7% False False 2,152,455
40 2,014.50 1,864.25 150.25 8.0% 21.00 1.1% 7% False False 1,253,995
60 2,014.50 1,864.25 150.25 8.0% 20.25 1.1% 7% False False 837,448
80 2,014.50 1,864.25 150.25 8.0% 19.00 1.0% 7% False False 628,650
100 2,014.50 1,864.25 150.25 8.0% 17.25 0.9% 7% False False 503,038
120 2,014.50 1,831.50 183.00 9.8% 16.75 0.9% 24% False False 419,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,011.75
2.618 1,966.00
1.618 1,938.00
1.000 1,920.75
0.618 1,910.00
HIGH 1,892.75
0.618 1,882.00
0.500 1,878.75
0.382 1,875.50
LOW 1,864.75
0.618 1,847.50
1.000 1,836.75
1.618 1,819.50
2.618 1,791.50
4.250 1,745.75
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1,878.75 1,897.75
PP 1,877.50 1,890.00
S1 1,876.00 1,882.50

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

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