E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 2,065.00 2,073.00 8.00 0.4% 1,990.50
High 2,076.00 2,084.50 8.50 0.4% 2,076.25
Low 2,064.00 2,071.50 7.50 0.4% 1,961.50
Close 2,072.50 2,079.00 6.50 0.3% 2,067.00
Range 12.00 13.00 1.00 8.3% 114.75
ATR 26.53 25.56 -0.97 -3.6% 0.00
Volume 858,554 777,814 -80,740 -9.4% 13,066,783
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,117.25 2,111.25 2,086.25
R3 2,104.25 2,098.25 2,082.50
R2 2,091.25 2,091.25 2,081.50
R1 2,085.25 2,085.25 2,080.25 2,088.25
PP 2,078.25 2,078.25 2,078.25 2,080.00
S1 2,072.25 2,072.25 2,077.75 2,075.25
S2 2,065.25 2,065.25 2,076.50
S3 2,052.25 2,059.25 2,075.50
S4 2,039.25 2,046.25 2,071.75
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,379.25 2,337.75 2,130.00
R3 2,264.50 2,223.00 2,098.50
R2 2,149.75 2,149.75 2,088.00
R1 2,108.25 2,108.25 2,077.50 2,129.00
PP 2,035.00 2,035.00 2,035.00 2,045.25
S1 1,993.50 1,993.50 2,056.50 2,014.25
S2 1,920.25 1,920.25 2,046.00
S3 1,805.50 1,878.75 2,035.50
S4 1,690.75 1,764.00 2,004.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,084.50 1,966.00 118.50 5.7% 29.50 1.4% 95% True False 1,705,152
10 2,084.50 1,961.50 123.00 5.9% 34.00 1.6% 96% True False 1,834,849
20 2,084.50 1,961.50 123.00 5.9% 24.75 1.2% 96% True False 935,103
40 2,084.50 1,949.25 135.25 6.5% 20.75 1.0% 96% True False 471,588
60 2,084.50 1,805.00 279.50 13.4% 25.75 1.2% 98% True False 315,843
80 2,084.50 1,805.00 279.50 13.4% 23.75 1.1% 98% True False 237,054
100 2,084.50 1,805.00 279.50 13.4% 21.50 1.0% 98% True False 189,650
120 2,084.50 1,805.00 279.50 13.4% 20.25 1.0% 98% True False 158,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,139.75
2.618 2,118.50
1.618 2,105.50
1.000 2,097.50
0.618 2,092.50
HIGH 2,084.50
0.618 2,079.50
0.500 2,078.00
0.382 2,076.50
LOW 2,071.50
0.618 2,063.50
1.000 2,058.50
1.618 2,050.50
2.618 2,037.50
4.250 2,016.25
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 2,078.75 2,076.25
PP 2,078.25 2,073.25
S1 2,078.00 2,070.50

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

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