E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 2,099.50 2,108.00 8.50 0.4% 2,116.75
High 2,113.25 2,108.25 -5.00 -0.2% 2,119.00
Low 2,099.25 2,083.50 -15.75 -0.8% 2,088.50
Close 2,108.25 2,091.25 -17.00 -0.8% 2,098.50
Range 14.00 24.75 10.75 76.8% 30.50
ATR 19.11 19.51 0.40 2.1% 0.00
Volume 31,161 27,699 -3,462 -11.1% 31,723
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 2,168.50 2,154.75 2,104.75
R3 2,143.75 2,130.00 2,098.00
R2 2,119.00 2,119.00 2,095.75
R1 2,105.25 2,105.25 2,093.50 2,099.75
PP 2,094.25 2,094.25 2,094.25 2,091.50
S1 2,080.50 2,080.50 2,089.00 2,075.00
S2 2,069.50 2,069.50 2,086.75
S3 2,044.75 2,055.75 2,084.50
S4 2,020.00 2,031.00 2,077.75
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 2,193.50 2,176.50 2,115.25
R3 2,163.00 2,146.00 2,107.00
R2 2,132.50 2,132.50 2,104.00
R1 2,115.50 2,115.50 2,101.25 2,108.75
PP 2,102.00 2,102.00 2,102.00 2,098.50
S1 2,085.00 2,085.00 2,095.75 2,078.25
S2 2,071.50 2,071.50 2,093.00
S3 2,041.00 2,054.50 2,090.00
S4 2,010.50 2,024.00 2,081.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,115.00 2,083.50 31.50 1.5% 19.50 0.9% 25% False True 20,341
10 2,124.50 2,083.50 41.00 2.0% 18.75 0.9% 19% False True 13,286
20 2,126.25 2,050.00 76.25 3.6% 18.75 0.9% 54% False False 7,978
40 2,126.25 2,050.00 76.25 3.6% 19.75 0.9% 54% False False 5,298
60 2,126.25 2,024.25 102.00 4.9% 21.50 1.0% 66% False False 3,988
80 2,126.25 2,024.25 102.00 4.9% 19.50 0.9% 66% False False 3,025
100 2,126.25 1,958.50 167.75 8.0% 21.25 1.0% 79% False False 2,430
120 2,126.25 1,951.00 175.25 8.4% 21.00 1.0% 80% False False 2,036
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 2.75
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,213.50
2.618 2,173.00
1.618 2,148.25
1.000 2,133.00
0.618 2,123.50
HIGH 2,108.25
0.618 2,098.75
0.500 2,096.00
0.382 2,093.00
LOW 2,083.50
0.618 2,068.25
1.000 2,058.75
1.618 2,043.50
2.618 2,018.75
4.250 1,978.25
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 2,096.00 2,098.50
PP 2,094.25 2,096.00
S1 2,092.75 2,093.50

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

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