E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 1,960.50 1,950.25 -10.25 -0.5% 1,949.25
High 1,963.25 1,957.00 -6.25 -0.3% 1,970.75
Low 1,947.50 1,942.50 -5.00 -0.3% 1,944.00
Close 1,947.50 1,949.75 2.25 0.1% 1,956.00
Range 15.75 14.50 -1.25 -7.9% 26.75
ATR 12.05 12.23 0.17 1.5% 0.00
Volume 223 114 -109 -48.9% 164
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,993.25 1,986.00 1,957.75
R3 1,978.75 1,971.50 1,953.75
R2 1,964.25 1,964.25 1,952.50
R1 1,957.00 1,957.00 1,951.00 1,953.50
PP 1,949.75 1,949.75 1,949.75 1,948.00
S1 1,942.50 1,942.50 1,948.50 1,939.00
S2 1,935.25 1,935.25 1,947.00
S3 1,920.75 1,928.00 1,945.75
S4 1,906.25 1,913.50 1,941.75
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 2,037.25 2,023.25 1,970.75
R3 2,010.50 1,996.50 1,963.25
R2 1,983.75 1,983.75 1,961.00
R1 1,969.75 1,969.75 1,958.50 1,976.75
PP 1,957.00 1,957.00 1,957.00 1,960.50
S1 1,943.00 1,943.00 1,953.50 1,950.00
S2 1,930.25 1,930.25 1,951.00
S3 1,903.50 1,916.25 1,948.75
S4 1,876.75 1,889.50 1,941.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,970.75 1,942.50 28.25 1.4% 11.25 0.6% 26% False True 77
10 1,970.75 1,927.50 43.25 2.2% 12.50 0.6% 51% False False 55
20 1,970.75 1,927.50 43.25 2.2% 11.50 0.6% 51% False False 42
40 1,970.75 1,903.00 67.75 3.5% 9.50 0.5% 69% False False 32
60 1,970.75 1,841.00 129.75 6.7% 7.75 0.4% 84% False False 23
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 2.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,018.50
2.618 1,995.00
1.618 1,980.50
1.000 1,971.50
0.618 1,966.00
HIGH 1,957.00
0.618 1,951.50
0.500 1,949.75
0.382 1,948.00
LOW 1,942.50
0.618 1,933.50
1.000 1,928.00
1.618 1,919.00
2.618 1,904.50
4.250 1,881.00
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 1,949.75 1,953.00
PP 1,949.75 1,951.75
S1 1,949.75 1,950.75

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

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