E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 2,118.00 2,121.25 3.25 0.2% 2,054.75
High 2,126.25 2,125.00 -1.25 -0.1% 2,120.00
Low 2,116.50 2,106.75 -9.75 -0.5% 2,052.00
Close 2,122.00 2,114.50 -7.50 -0.4% 2,118.75
Range 9.75 18.25 8.50 87.2% 68.00
ATR 22.54 22.24 -0.31 -1.4% 0.00
Volume 937,630 1,209,300 271,670 29.0% 5,447,763
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,170.25 2,160.50 2,124.50
R3 2,152.00 2,142.25 2,119.50
R2 2,133.75 2,133.75 2,117.75
R1 2,124.00 2,124.00 2,116.25 2,119.75
PP 2,115.50 2,115.50 2,115.50 2,113.25
S1 2,105.75 2,105.75 2,112.75 2,101.50
S2 2,097.25 2,097.25 2,111.25
S3 2,079.00 2,087.50 2,109.50
S4 2,060.75 2,069.25 2,104.50
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,301.00 2,277.75 2,156.25
R3 2,233.00 2,209.75 2,137.50
R2 2,165.00 2,165.00 2,131.25
R1 2,141.75 2,141.75 2,125.00 2,153.50
PP 2,097.00 2,097.00 2,097.00 2,102.75
S1 2,073.75 2,073.75 2,112.50 2,085.50
S2 2,029.00 2,029.00 2,106.25
S3 1,961.00 2,005.75 2,100.00
S4 1,893.00 1,937.75 2,081.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,126.25 2,095.00 31.25 1.5% 12.75 0.6% 62% False False 1,061,119
10 2,126.25 2,036.25 90.00 4.3% 21.75 1.0% 87% False False 1,354,374
20 2,126.25 2,034.25 92.00 4.4% 23.00 1.1% 87% False False 1,500,590
40 2,126.25 2,034.25 92.00 4.4% 22.00 1.0% 87% False False 1,065,690
60 2,126.25 2,034.25 92.00 4.4% 21.25 1.0% 87% False False 711,293
80 2,126.25 2,027.00 99.25 4.7% 21.25 1.0% 88% False False 534,185
100 2,126.25 2,024.25 102.00 4.8% 21.50 1.0% 88% False False 427,438
120 2,126.25 1,970.50 155.75 7.4% 20.50 1.0% 92% False False 356,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,202.50
2.618 2,172.75
1.618 2,154.50
1.000 2,143.25
0.618 2,136.25
HIGH 2,125.00
0.618 2,118.00
0.500 2,116.00
0.382 2,113.75
LOW 2,106.75
0.618 2,095.50
1.000 2,088.50
1.618 2,077.25
2.618 2,059.00
4.250 2,029.25
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 2,116.00 2,116.50
PP 2,115.50 2,115.75
S1 2,115.00 2,115.25

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

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