E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 1,987.25 1,982.75 -4.50 -0.2% 1,974.25
High 1,996.00 1,994.00 -2.00 -0.1% 1,987.75
Low 1,981.00 1,975.75 -5.25 -0.3% 1,973.00
Close 1,983.25 1,982.25 -1.00 -0.1% 1,986.00
Range 15.00 18.25 3.25 21.7% 14.75
ATR 12.63 13.03 0.40 3.2% 0.00
Volume 407 97 -310 -76.2% 159
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,038.75 2,028.75 1,992.25
R3 2,020.50 2,010.50 1,987.25
R2 2,002.25 2,002.25 1,985.50
R1 1,992.25 1,992.25 1,984.00 1,988.00
PP 1,984.00 1,984.00 1,984.00 1,982.00
S1 1,974.00 1,974.00 1,980.50 1,970.00
S2 1,965.75 1,965.75 1,979.00
S3 1,947.50 1,955.75 1,977.25
S4 1,929.25 1,937.50 1,972.25
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% 12.75 0.6% 40% False False 117
10 1,996.00 1,967.50 28.50 1.4% 9.75 0.5% 52% False False 80
20 1,996.00 1,877.00 119.00 6.0% 12.50 0.6% 88% False False 59
40 1,996.00 1,877.00 119.00 6.0% 13.50 0.7% 88% False False 50
60 1,996.00 1,877.00 119.00 6.0% 11.75 0.6% 88% False False 43
80 1,996.00 1,842.25 153.75 7.8% 10.25 0.5% 91% False False 33
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 True
Bear Hook False
Bull Hook False
Stretch 2.83
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,071.50
2.618 2,041.75
1.618 2,023.50
1.000 2,012.25
0.618 2,005.25
HIGH 1,994.00
0.618 1,987.00
0.500 1,985.00
0.382 1,982.75
LOW 1,975.75
0.618 1,964.50
1.000 1,957.50
1.618 1,946.25
2.618 1,928.00
4.250 1,898.25
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 1,985.00 1,986.00
PP 1,984.00 1,984.75
S1 1,983.00 1,983.50

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

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