E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 2,005.25 2,012.00 6.75 0.3% 1,941.00
High 2,014.00 2,014.75 0.75 0.0% 2,014.00
Low 2,001.75 1,991.25 -10.50 -0.5% 1,937.25
Close 2,011.00 1,994.00 -17.00 -0.8% 2,007.50
Range 12.25 23.50 11.25 91.8% 76.75
ATR 35.75 34.88 -0.88 -2.4% 0.00
Volume 804,576 1,518,662 714,086 88.8% 8,401,206
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,070.50 2,055.75 2,007.00
R3 2,047.00 2,032.25 2,000.50
R2 2,023.50 2,023.50 1,998.25
R1 2,008.75 2,008.75 1,996.25 2,004.50
PP 2,000.00 2,000.00 2,000.00 1,997.75
S1 1,985.25 1,985.25 1,991.75 1,981.00
S2 1,976.50 1,976.50 1,989.75
S3 1,953.00 1,961.75 1,987.50
S4 1,929.50 1,938.25 1,981.00
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,216.50 2,188.75 2,049.75
R3 2,139.75 2,112.00 2,028.50
R2 2,063.00 2,063.00 2,021.50
R1 2,035.25 2,035.25 2,014.50 2,049.00
PP 1,986.25 1,986.25 1,986.25 1,993.25
S1 1,958.50 1,958.50 2,000.50 1,972.50
S2 1,909.50 1,909.50 1,993.50
S3 1,832.75 1,881.75 1,986.50
S4 1,756.00 1,805.00 1,965.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,014.75 1,960.50 54.25 2.7% 24.00 1.2% 62% True False 1,488,527
10 2,014.75 1,871.25 143.50 7.2% 32.00 1.6% 86% True False 1,745,963
20 2,014.75 1,861.00 153.75 7.7% 35.50 1.8% 87% True False 1,890,302
40 2,095.50 1,823.00 272.50 13.7% 42.75 2.1% 63% False False 1,116,837
60 2,117.00 1,823.00 294.00 14.7% 36.00 1.8% 58% False False 745,953
80 2,118.50 1,823.00 295.50 14.8% 32.50 1.6% 58% False False 560,117
100 2,118.50 1,823.00 295.50 14.8% 29.75 1.5% 58% False False 448,301
120 2,118.50 1,823.00 295.50 14.8% 27.75 1.4% 58% False False 373,637
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,114.50
2.618 2,076.25
1.618 2,052.75
1.000 2,038.25
0.618 2,029.25
HIGH 2,014.75
0.618 2,005.75
0.500 2,003.00
0.382 2,000.25
LOW 1,991.25
0.618 1,976.75
1.000 1,967.75
1.618 1,953.25
2.618 1,929.75
4.250 1,891.50
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 2,003.00 2,003.00
PP 2,000.00 2,000.00
S1 1,997.00 1,997.00

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

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