E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 2,102.50 2,104.00 1.50 0.1% 2,037.25
High 2,107.75 2,118.50 10.75 0.5% 2,078.00
Low 2,095.00 2,102.75 7.75 0.4% 2,034.25
Close 2,104.25 2,117.00 12.75 0.6% 2,069.00
Range 12.75 15.75 3.00 23.5% 43.75
ATR 25.48 24.78 -0.69 -2.7% 0.00
Volume 1,147,598 1,107,382 -40,216 -3.5% 10,453,776
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,160.00 2,154.25 2,125.75
R3 2,144.25 2,138.50 2,121.25
R2 2,128.50 2,128.50 2,120.00
R1 2,122.75 2,122.75 2,118.50 2,125.50
PP 2,112.75 2,112.75 2,112.75 2,114.25
S1 2,107.00 2,107.00 2,115.50 2,110.00
S2 2,097.00 2,097.00 2,114.00
S3 2,081.25 2,091.25 2,112.75
S4 2,065.50 2,075.50 2,108.25
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,191.75 2,174.00 2,093.00
R3 2,148.00 2,130.25 2,081.00
R2 2,104.25 2,104.25 2,077.00
R1 2,086.50 2,086.50 2,073.00 2,095.50
PP 2,060.50 2,060.50 2,060.50 2,064.75
S1 2,042.75 2,042.75 2,065.00 2,051.50
S2 2,016.75 2,016.75 2,061.00
S3 1,973.00 1,999.00 2,057.00
S4 1,929.25 1,955.25 2,045.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,118.50 2,044.75 73.75 3.5% 23.25 1.1% 98% True False 1,223,587
10 2,118.50 2,034.25 84.25 4.0% 28.00 1.3% 98% True False 1,625,017
20 2,122.00 2,034.25 87.75 4.1% 25.00 1.2% 94% False False 1,559,914
40 2,125.00 2,034.25 90.75 4.3% 22.00 1.0% 91% False False 989,712
60 2,126.25 2,034.25 92.00 4.3% 21.75 1.0% 90% False False 660,694
80 2,126.25 2,026.00 100.25 4.7% 21.75 1.0% 91% False False 496,108
100 2,126.25 2,024.25 102.00 4.8% 21.50 1.0% 91% False False 396,932
120 2,126.25 1,968.00 158.25 7.5% 21.25 1.0% 94% False False 330,790
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 3.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,185.50
2.618 2,159.75
1.618 2,144.00
1.000 2,134.25
0.618 2,128.25
HIGH 2,118.50
0.618 2,112.50
0.500 2,110.50
0.382 2,108.75
LOW 2,102.75
0.618 2,093.00
1.000 2,087.00
1.618 2,077.25
2.618 2,061.50
4.250 2,035.75
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 2,115.00 2,112.75
PP 2,112.75 2,108.75
S1 2,110.50 2,104.50

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

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