E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1,884.75 1,859.25 -25.50 -1.4% 1,952.75
High 1,898.00 1,884.75 -13.25 -0.7% 1,963.00
Low 1,856.00 1,857.00 1.00 0.1% 1,885.50
Close 1,857.75 1,867.00 9.25 0.5% 1,886.50
Range 42.00 27.75 -14.25 -33.9% 77.50
ATR 26.70 26.78 0.07 0.3% 0.00
Volume 3,911 5,171 1,260 32.2% 16,871
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,952.75 1,937.75 1,882.25
R3 1,925.00 1,910.00 1,874.75
R2 1,897.25 1,897.25 1,872.00
R1 1,882.25 1,882.25 1,869.50 1,889.75
PP 1,869.50 1,869.50 1,869.50 1,873.50
S1 1,854.50 1,854.50 1,864.50 1,862.00
S2 1,841.75 1,841.75 1,862.00
S3 1,814.00 1,826.75 1,859.25
S4 1,786.25 1,799.00 1,851.75
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,144.25 2,092.75 1,929.00
R3 2,066.75 2,015.25 1,907.75
R2 1,989.25 1,989.25 1,900.75
R1 1,937.75 1,937.75 1,893.50 1,924.75
PP 1,911.75 1,911.75 1,911.75 1,905.00
S1 1,860.25 1,860.25 1,879.50 1,847.25
S2 1,834.25 1,834.25 1,872.25
S3 1,756.75 1,782.75 1,865.25
S4 1,679.25 1,705.25 1,844.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,960.25 1,856.00 104.25 5.6% 41.00 2.2% 11% False False 4,166
10 1,963.00 1,856.00 107.00 5.7% 34.50 1.8% 10% False False 3,550
20 2,006.50 1,856.00 150.50 8.1% 27.25 1.5% 7% False False 2,371
40 2,006.50 1,856.00 150.50 8.1% 19.75 1.1% 7% False False 1,289
60 2,006.50 1,856.00 150.50 8.1% 18.25 1.0% 7% False False 874
80 2,006.50 1,856.00 150.50 8.1% 16.50 0.9% 7% False False 663
100 2,006.50 1,856.00 150.50 8.1% 14.50 0.8% 7% False False 533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.70
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,002.75
2.618 1,957.50
1.618 1,929.75
1.000 1,912.50
0.618 1,902.00
HIGH 1,884.75
0.618 1,874.25
0.500 1,871.00
0.382 1,867.50
LOW 1,857.00
0.618 1,839.75
1.000 1,829.25
1.618 1,812.00
2.618 1,784.25
4.250 1,739.00
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1,871.00 1,889.50
PP 1,869.50 1,882.00
S1 1,868.25 1,874.50

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

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