E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1,982.75 1,980.00 -2.75 -0.1% 1,984.75
High 1,994.00 1,991.50 -2.50 -0.1% 1,996.00
Low 1,975.75 1,973.00 -2.75 -0.1% 1,973.00
Close 1,982.25 1,990.50 8.25 0.4% 1,990.50
Range 18.25 18.50 0.25 1.4% 23.00
ATR 13.03 13.42 0.39 3.0% 0.00
Volume 97 172 75 77.3% 714
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,040.50 2,034.00 2,000.75
R3 2,022.00 2,015.50 1,995.50
R2 2,003.50 2,003.50 1,994.00
R1 1,997.00 1,997.00 1,992.25 2,000.25
PP 1,985.00 1,985.00 1,985.00 1,986.50
S1 1,978.50 1,978.50 1,988.75 1,981.75
S2 1,966.50 1,966.50 1,987.00
S3 1,948.00 1,960.00 1,985.50
S4 1,929.50 1,941.50 1,980.25
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,055.50 2,046.00 2,003.25
R3 2,032.50 2,023.00 1,996.75
R2 2,009.50 2,009.50 1,994.75
R1 2,000.00 2,000.00 1,992.50 2,004.75
PP 1,986.50 1,986.50 1,986.50 1,989.00
S1 1,977.00 1,977.00 1,988.50 1,981.75
S2 1,963.50 1,963.50 1,986.25
S3 1,940.50 1,954.00 1,984.25
S4 1,917.50 1,931.00 1,977.75
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% 14.75 0.7% 76% False True 146
10 1,996.00 1,969.75 26.25 1.3% 10.75 0.5% 79% False False 92
20 1,996.00 1,877.00 119.00 6.0% 12.75 0.6% 95% False False 65
40 1,996.00 1,877.00 119.00 6.0% 13.50 0.7% 95% False False 54
60 1,996.00 1,877.00 119.00 6.0% 12.25 0.6% 95% False False 46
80 1,996.00 1,842.25 153.75 7.7% 10.50 0.5% 96% False False 35
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 3.53
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,070.00
2.618 2,040.00
1.618 2,021.50
1.000 2,010.00
0.618 2,003.00
HIGH 1,991.50
0.618 1,984.50
0.500 1,982.25
0.382 1,980.00
LOW 1,973.00
0.618 1,961.50
1.000 1,954.50
1.618 1,943.00
2.618 1,924.50
4.250 1,894.50
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1,987.75 1,988.50
PP 1,985.00 1,986.50
S1 1,982.25 1,984.50

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

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