E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 2,075.00 2,078.75 3.75 0.2% 2,059.00
High 2,081.00 2,081.25 0.25 0.0% 2,081.00
Low 2,075.00 2,069.75 -5.25 -0.3% 2,058.75
Close 2,077.25 2,079.00 1.75 0.1% 2,077.25
Range 6.00 11.50 5.50 91.7% 22.25
ATR 21.43 20.72 -0.71 -3.3% 0.00
Volume 1,405 2,066 661 47.0% 7,258
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,111.25 2,106.50 2,085.25
R3 2,099.75 2,095.00 2,082.25
R2 2,088.25 2,088.25 2,081.00
R1 2,083.50 2,083.50 2,080.00 2,086.00
PP 2,076.75 2,076.75 2,076.75 2,077.75
S1 2,072.00 2,072.00 2,078.00 2,074.50
S2 2,065.25 2,065.25 2,077.00
S3 2,053.75 2,060.50 2,075.75
S4 2,042.25 2,049.00 2,072.75
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,139.00 2,130.50 2,089.50
R3 2,116.75 2,108.25 2,083.25
R2 2,094.50 2,094.50 2,081.25
R1 2,086.00 2,086.00 2,079.25 2,090.25
PP 2,072.25 2,072.25 2,072.25 2,074.50
S1 2,063.75 2,063.75 2,075.25 2,068.00
S2 2,050.00 2,050.00 2,073.25
S3 2,027.75 2,041.50 2,071.25
S4 2,005.50 2,019.25 2,065.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,081.25 2,058.75 22.50 1.1% 9.00 0.4% 90% True False 1,864
10 2,081.25 1,954.25 127.00 6.1% 25.00 1.2% 98% True False 1,373
20 2,081.25 1,954.25 127.00 6.1% 22.75 1.1% 98% True False 803
40 2,081.25 1,954.25 127.00 6.1% 17.50 0.8% 98% True False 546
60 2,081.25 1,806.50 274.75 13.2% 22.00 1.1% 99% True False 421
80 2,081.25 1,806.50 274.75 13.2% 20.00 1.0% 99% True False 324
100 2,081.25 1,806.50 274.75 13.2% 17.25 0.8% 99% True False 260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,130.00
2.618 2,111.25
1.618 2,099.75
1.000 2,092.75
0.618 2,088.25
HIGH 2,081.25
0.618 2,076.75
0.500 2,075.50
0.382 2,074.25
LOW 2,069.75
0.618 2,062.75
1.000 2,058.25
1.618 2,051.25
2.618 2,039.75
4.250 2,021.00
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 2,077.75 2,077.75
PP 2,076.75 2,076.75
S1 2,075.50 2,075.50

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

View Archives - Comment on this page... - Back to Index of Symbols