E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 1,906.75 1,915.00 8.25 0.4% 1,952.00
High 1,920.00 1,915.00 -5.00 -0.3% 1,963.25
Low 1,900.00 1,895.00 -5.00 -0.3% 1,897.00
Close 1,916.75 1,897.75 -19.00 -1.0% 1,903.25
Range 20.00 20.00 0.00 0.0% 66.25
ATR 14.82 15.32 0.49 3.3% 0.00
Volume 31 27 -4 -12.9% 427
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,962.50 1,950.25 1,908.75
R3 1,942.50 1,930.25 1,903.25
R2 1,922.50 1,922.50 1,901.50
R1 1,910.25 1,910.25 1,899.50 1,906.50
PP 1,902.50 1,902.50 1,902.50 1,900.75
S1 1,890.25 1,890.25 1,896.00 1,886.50
S2 1,882.50 1,882.50 1,894.00
S3 1,862.50 1,870.25 1,892.25
S4 1,842.50 1,850.25 1,886.75
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,120.00 2,077.75 1,939.75
R3 2,053.75 2,011.50 1,921.50
R2 1,987.50 1,987.50 1,915.50
R1 1,945.25 1,945.25 1,909.25 1,933.25
PP 1,921.25 1,921.25 1,921.25 1,915.00
S1 1,879.00 1,879.00 1,897.25 1,867.00
S2 1,855.00 1,855.00 1,891.00
S3 1,788.75 1,812.75 1,885.00
S4 1,722.50 1,746.50 1,866.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,957.00 1,895.00 62.00 3.3% 21.50 1.1% 4% False True 48
10 1,970.75 1,895.00 75.75 4.0% 15.50 0.8% 4% False True 58
20 1,970.75 1,895.00 75.75 4.0% 14.25 0.8% 4% False True 42
40 1,970.75 1,895.00 75.75 4.0% 11.25 0.6% 4% False True 34
60 1,970.75 1,842.25 128.50 6.8% 9.25 0.5% 43% False False 24
Crabel Price Patterns
NR False
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 2.38
Fibonacci Retracements and Extensions
4.250 2,000.00
2.618 1,967.25
1.618 1,947.25
1.000 1,935.00
0.618 1,927.25
HIGH 1,915.00
0.618 1,907.25
0.500 1,905.00
0.382 1,902.75
LOW 1,895.00
0.618 1,882.75
1.000 1,875.00
1.618 1,862.75
2.618 1,842.75
4.250 1,810.00
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 1,905.00 1,907.50
PP 1,902.50 1,904.25
S1 1,900.25 1,901.00

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

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