E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 1,995.25 1,997.25 2.00 0.1% 1,932.25
High 2,005.75 2,006.00 0.25 0.0% 2,005.75
Low 1,991.00 1,994.00 3.00 0.2% 1,929.00
Close 1,999.25 2,003.00 3.75 0.2% 1,999.25
Range 14.75 12.00 -2.75 -18.6% 76.75
ATR 37.06 35.27 -1.79 -4.8% 0.00
Volume 4,315 7,909 3,594 83.3% 31,425
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,037.00 2,032.00 2,009.50
R3 2,025.00 2,020.00 2,006.25
R2 2,013.00 2,013.00 2,005.25
R1 2,008.00 2,008.00 2,004.00 2,010.50
PP 2,001.00 2,001.00 2,001.00 2,002.25
S1 1,996.00 1,996.00 2,002.00 1,998.50
S2 1,989.00 1,989.00 2,000.75
S3 1,977.00 1,984.00 1,999.75
S4 1,965.00 1,972.00 1,996.50
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,208.25 2,180.50 2,041.50
R3 2,131.50 2,103.75 2,020.25
R2 2,054.75 2,054.75 2,013.25
R1 2,027.00 2,027.00 2,006.25 2,041.00
PP 1,978.00 1,978.00 1,978.00 1,985.00
S1 1,950.25 1,950.25 1,992.25 1,964.00
S2 1,901.25 1,901.25 1,985.25
S3 1,824.50 1,873.50 1,978.25
S4 1,747.75 1,796.75 1,957.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,006.00 1,952.50 53.50 2.7% 22.75 1.1% 94% True False 7,199
10 2,006.00 1,853.00 153.00 7.6% 32.25 1.6% 98% True False 6,989
20 2,006.00 1,853.00 153.00 7.6% 35.75 1.8% 98% True False 5,001
40 2,089.50 1,819.25 270.25 13.5% 41.50 2.1% 68% False False 2,830
60 2,111.25 1,819.25 292.00 14.6% 34.50 1.7% 63% False False 1,956
80 2,111.25 1,819.25 292.00 14.6% 30.75 1.5% 63% False False 1,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.33
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 2,057.00
2.618 2,037.50
1.618 2,025.50
1.000 2,018.00
0.618 2,013.50
HIGH 2,006.00
0.618 2,001.50
0.500 2,000.00
0.382 1,998.50
LOW 1,994.00
0.618 1,986.50
1.000 1,982.00
1.618 1,974.50
2.618 1,962.50
4.250 1,943.00
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 2,002.00 1,996.75
PP 2,001.00 1,990.50
S1 2,000.00 1,984.50

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

View Archives - Comment on this page... - Back to Index of Symbols