E-mini S&P 500 Future December 2014


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 1,853.00 1,884.00 31.00 1.7% 1,892.00
High 1,891.75 1,904.50 12.75 0.7% 1,906.00
Low 1,851.00 1,872.25 21.25 1.1% 1,813.00
Close 1,881.00 1,900.00 19.00 1.0% 1,881.00
Range 40.75 32.25 -8.50 -20.9% 93.00
ATR 33.02 32.96 -0.05 -0.2% 0.00
Volume 2,579,053 1,653,127 -925,926 -35.9% 16,672,042
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,989.00 1,976.75 1,917.75
R3 1,956.75 1,944.50 1,908.75
R2 1,924.50 1,924.50 1,906.00
R1 1,912.25 1,912.25 1,903.00 1,918.50
PP 1,892.25 1,892.25 1,892.25 1,895.25
S1 1,880.00 1,880.00 1,897.00 1,886.00
S2 1,860.00 1,860.00 1,894.00
S3 1,827.75 1,847.75 1,891.25
S4 1,795.50 1,815.50 1,882.25
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 1,904.50 1,813.00 91.50 4.8% 45.25 2.4% 95% True False 3,075,418
10 1,968.50 1,813.00 155.50 8.2% 43.75 2.3% 56% False False 2,918,613
20 1,992.50 1,813.00 179.50 9.4% 34.25 1.8% 48% False False 2,430,964
40 2,014.50 1,813.00 201.50 10.6% 24.75 1.3% 43% False False 1,560,108
60 2,014.50 1,813.00 201.50 10.6% 23.00 1.2% 43% False False 1,041,649
80 2,014.50 1,813.00 201.50 10.6% 20.75 1.1% 43% False False 781,856
100 2,014.50 1,813.00 201.50 10.6% 19.00 1.0% 43% False False 625,658
120 2,014.50 1,813.00 201.50 10.6% 18.00 0.9% 43% False False 521,410
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 8.98
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,041.50
2.618 1,989.00
1.618 1,956.75
1.000 1,936.75
0.618 1,924.50
HIGH 1,904.50
0.618 1,892.25
0.500 1,888.50
0.382 1,884.50
LOW 1,872.25
0.618 1,852.25
1.000 1,840.00
1.618 1,820.00
2.618 1,787.75
4.250 1,735.25
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 1,896.00 1,886.50
PP 1,892.25 1,873.25
S1 1,888.50 1,860.00

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

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