E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 2,096.25 2,096.00 -0.25 0.0% 2,101.75
High 2,106.50 2,118.25 11.75 0.6% 2,115.00
Low 2,091.50 2,092.00 0.50 0.0% 2,057.00
Close 2,094.50 2,117.50 23.00 1.1% 2,108.50
Range 15.00 26.25 11.25 75.0% 58.00
ATR 23.21 23.43 0.22 0.9% 0.00
Volume 1,341,325 1,104,560 -236,765 -17.7% 7,164,558
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 2,188.00 2,179.00 2,132.00
R3 2,161.75 2,152.75 2,124.75
R2 2,135.50 2,135.50 2,122.25
R1 2,126.50 2,126.50 2,120.00 2,131.00
PP 2,109.25 2,109.25 2,109.25 2,111.50
S1 2,100.25 2,100.25 2,115.00 2,104.75
S2 2,083.00 2,083.00 2,112.75
S3 2,056.75 2,074.00 2,110.25
S4 2,030.50 2,047.75 2,103.00
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 2,267.50 2,246.00 2,140.50
R3 2,209.50 2,188.00 2,124.50
R2 2,151.50 2,151.50 2,119.25
R1 2,130.00 2,130.00 2,113.75 2,140.75
PP 2,093.50 2,093.50 2,093.50 2,099.00
S1 2,072.00 2,072.00 2,103.25 2,082.75
S2 2,035.50 2,035.50 2,097.75
S3 1,977.50 2,014.00 2,092.50
S4 1,919.50 1,956.00 2,076.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,118.25 2,079.25 39.00 1.8% 22.00 1.0% 98% True False 1,291,289
10 2,118.25 2,057.00 61.25 2.9% 24.25 1.1% 99% True False 1,326,364
20 2,119.75 2,057.00 62.75 3.0% 23.75 1.1% 96% False False 1,361,063
40 2,119.75 2,033.25 86.50 4.1% 23.00 1.1% 97% False False 1,314,378
60 2,119.75 2,030.50 89.25 4.2% 22.25 1.0% 97% False False 1,022,739
80 2,119.75 1,966.00 153.75 7.3% 23.75 1.1% 99% False False 767,806
100 2,119.75 1,963.50 156.25 7.4% 24.50 1.2% 99% False False 614,734
120 2,119.75 1,954.25 165.50 7.8% 24.25 1.1% 99% False False 512,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,229.75
2.618 2,187.00
1.618 2,160.75
1.000 2,144.50
0.618 2,134.50
HIGH 2,118.25
0.618 2,108.25
0.500 2,105.00
0.382 2,102.00
LOW 2,092.00
0.618 2,075.75
1.000 2,065.75
1.618 2,049.50
2.618 2,023.25
4.250 1,980.50
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 2,113.50 2,111.25
PP 2,109.25 2,105.00
S1 2,105.00 2,098.75

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

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