E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1,984.75 1,987.25 2.50 0.1% 1,974.25
High 1,991.00 1,996.00 5.00 0.3% 1,987.75
Low 1,978.25 1,981.00 2.75 0.1% 1,973.00
Close 1,984.25 1,983.25 -1.00 -0.1% 1,986.00
Range 12.75 15.00 2.25 17.6% 14.75
ATR 12.45 12.63 0.18 1.5% 0.00
Volume 38 407 369 971.1% 159
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,031.75 2,022.50 1,991.50
R3 2,016.75 2,007.50 1,987.50
R2 2,001.75 2,001.75 1,986.00
R1 1,992.50 1,992.50 1,984.50 1,989.50
PP 1,986.75 1,986.75 1,986.75 1,985.25
S1 1,977.50 1,977.50 1,982.00 1,974.50
S2 1,971.75 1,971.75 1,980.50
S3 1,956.75 1,962.50 1,979.00
S4 1,941.75 1,947.50 1,975.00
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 2,026.50 2,021.00 1,994.00
R3 2,011.75 2,006.25 1,990.00
R2 1,997.00 1,997.00 1,988.75
R1 1,991.50 1,991.50 1,987.25 1,994.25
PP 1,982.25 1,982.25 1,982.25 1,983.50
S1 1,976.75 1,976.75 1,984.75 1,979.50
S2 1,967.50 1,967.50 1,983.25
S3 1,952.75 1,962.00 1,982.00
S4 1,938.00 1,947.25 1,978.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,996.00 1,973.00 23.00 1.2% 9.75 0.5% 45% True False 110
10 1,996.00 1,958.75 37.25 1.9% 9.00 0.5% 66% True False 75
20 1,996.00 1,877.00 119.00 6.0% 12.25 0.6% 89% True False 55
40 1,996.00 1,877.00 119.00 6.0% 13.25 0.7% 89% True False 48
60 1,996.00 1,877.00 119.00 6.0% 11.50 0.6% 89% True False 41
80 1,996.00 1,842.25 153.75 7.8% 10.00 0.5% 92% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.50
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,059.75
2.618 2,035.25
1.618 2,020.25
1.000 2,011.00
0.618 2,005.25
HIGH 1,996.00
0.618 1,990.25
0.500 1,988.50
0.382 1,986.75
LOW 1,981.00
0.618 1,971.75
1.000 1,966.00
1.618 1,956.75
2.618 1,941.75
4.250 1,917.25
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1,988.50 1,987.00
PP 1,986.75 1,985.75
S1 1,985.00 1,984.50

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

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