E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 1,940.25 1,945.25 5.00 0.3% 1,909.00
High 1,945.00 1,953.00 8.00 0.4% 1,945.00
Low 1,926.00 1,945.25 19.25 1.0% 1,909.00
Close 1,937.00 1,952.00 15.00 0.8% 1,937.00
Range 19.00 7.75 -11.25 -59.2% 36.00
ATR 16.14 16.13 -0.01 -0.1% 0.00
Volume 28 64 36 128.6% 147
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,973.25 1,970.50 1,956.25
R3 1,965.50 1,962.75 1,954.25
R2 1,957.75 1,957.75 1,953.50
R1 1,955.00 1,955.00 1,952.75 1,956.50
PP 1,950.00 1,950.00 1,950.00 1,950.75
S1 1,947.25 1,947.25 1,951.25 1,948.50
S2 1,942.25 1,942.25 1,950.50
S3 1,934.50 1,939.50 1,949.75
S4 1,926.75 1,931.75 1,947.75
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,038.25 2,023.75 1,956.75
R3 2,002.25 1,987.75 1,947.00
R2 1,966.25 1,966.25 1,943.50
R1 1,951.75 1,951.75 1,940.25 1,959.00
PP 1,930.25 1,930.25 1,930.25 1,934.00
S1 1,915.75 1,915.75 1,933.75 1,923.00
S2 1,894.25 1,894.25 1,930.50
S3 1,858.25 1,879.75 1,927.00
S4 1,822.25 1,843.75 1,917.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,953.00 1,909.25 43.75 2.2% 13.00 0.7% 98% True False 31
10 1,953.00 1,877.00 76.00 3.9% 16.50 0.8% 99% True False 33
20 1,970.75 1,877.00 93.75 4.8% 15.25 0.8% 80% False False 45
40 1,970.75 1,877.00 93.75 4.8% 13.50 0.7% 80% False False 38
60 1,970.75 1,867.25 103.50 5.3% 10.75 0.6% 82% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.43
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,986.00
2.618 1,973.25
1.618 1,965.50
1.000 1,960.75
0.618 1,957.75
HIGH 1,953.00
0.618 1,950.00
0.500 1,949.00
0.382 1,948.25
LOW 1,945.25
0.618 1,940.50
1.000 1,937.50
1.618 1,932.75
2.618 1,925.00
4.250 1,912.25
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 1,951.00 1,947.75
PP 1,950.00 1,943.75
S1 1,949.00 1,939.50

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

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