E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 1,846.75 1,853.00 6.25 0.3% 1,892.00
High 1,869.75 1,891.75 22.00 1.2% 1,906.00
Low 1,815.25 1,851.00 35.75 2.0% 1,813.00
Close 1,850.50 1,881.00 30.50 1.6% 1,881.00
Range 54.50 40.75 -13.75 -25.2% 93.00
ATR 32.39 33.02 0.63 2.0% 0.00
Volume 3,368,379 2,579,053 -789,326 -23.4% 16,672,042
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,996.75 1,979.75 1,903.50
R3 1,956.00 1,939.00 1,892.25
R2 1,915.25 1,915.25 1,888.50
R1 1,898.25 1,898.25 1,884.75 1,906.75
PP 1,874.50 1,874.50 1,874.50 1,879.00
S1 1,857.50 1,857.50 1,877.25 1,866.00
S2 1,833.75 1,833.75 1,873.50
S3 1,793.00 1,816.75 1,869.75
S4 1,752.25 1,776.00 1,858.50
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,145.75 2,106.25 1,932.25
R3 2,052.75 2,013.25 1,906.50
R2 1,959.75 1,959.75 1,898.00
R1 1,920.25 1,920.25 1,889.50 1,893.50
PP 1,866.75 1,866.75 1,866.75 1,853.25
S1 1,827.25 1,827.25 1,872.50 1,800.50
S2 1,773.75 1,773.75 1,864.00
S3 1,680.75 1,734.25 1,855.50
S4 1,587.75 1,641.25 1,829.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,906.00 1,813.00 93.00 4.9% 47.00 2.5% 73% False False 3,334,408
10 1,971.00 1,813.00 158.00 8.4% 42.50 2.3% 43% False False 2,926,053
20 2,006.50 1,813.00 193.50 10.3% 34.00 1.8% 35% False False 2,427,258
40 2,014.50 1,813.00 201.50 10.7% 24.25 1.3% 34% False False 1,518,848
60 2,014.50 1,813.00 201.50 10.7% 22.50 1.2% 34% False False 1,014,143
80 2,014.50 1,813.00 201.50 10.7% 20.50 1.1% 34% False False 761,213
100 2,014.50 1,813.00 201.50 10.7% 18.75 1.0% 34% False False 609,127
120 2,014.50 1,813.00 201.50 10.7% 17.75 0.9% 34% False False 507,634
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 8.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,065.00
2.618 1,998.50
1.618 1,957.75
1.000 1,932.50
0.618 1,917.00
HIGH 1,891.75
0.618 1,876.25
0.500 1,871.50
0.382 1,866.50
LOW 1,851.00
0.618 1,825.75
1.000 1,810.25
1.618 1,785.00
2.618 1,744.25
4.250 1,677.75
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 1,877.75 1,871.50
PP 1,874.50 1,862.00
S1 1,871.50 1,852.50

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

View Archives - Comment on this page... - Back to Index of Symbols