E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 1,917.75 1,938.50 20.75 1.1% 1,877.25
High 1,948.00 1,953.00 5.00 0.3% 1,953.00
Low 1,914.75 1,924.25 9.50 0.5% 1,865.00
Close 1,938.25 1,951.75 13.50 0.7% 1,951.75
Range 33.25 28.75 -4.50 -13.5% 88.00
ATR 32.86 32.57 -0.29 -0.9% 0.00
Volume 5,615 4,467 -1,148 -20.4% 25,026
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,029.25 2,019.25 1,967.50
R3 2,000.50 1,990.50 1,959.75
R2 1,971.75 1,971.75 1,957.00
R1 1,961.75 1,961.75 1,954.50 1,966.75
PP 1,943.00 1,943.00 1,943.00 1,945.50
S1 1,933.00 1,933.00 1,949.00 1,938.00
S2 1,914.25 1,914.25 1,946.50
S3 1,885.50 1,904.25 1,943.75
S4 1,856.75 1,875.50 1,936.00
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,187.25 2,157.50 2,000.25
R3 2,099.25 2,069.50 1,976.00
R2 2,011.25 2,011.25 1,968.00
R1 1,981.50 1,981.50 1,959.75 1,996.50
PP 1,923.25 1,923.25 1,923.25 1,930.75
S1 1,893.50 1,893.50 1,943.75 1,908.50
S2 1,835.25 1,835.25 1,935.50
S3 1,747.25 1,805.50 1,927.50
S4 1,659.25 1,717.50 1,903.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,953.00 1,865.00 88.00 4.5% 33.75 1.7% 99% True False 5,005
10 1,953.00 1,805.00 148.00 7.6% 40.25 2.1% 99% True False 5,527
20 1,970.00 1,805.00 165.00 8.5% 35.75 1.8% 89% False False 4,264
40 2,006.50 1,805.00 201.50 10.3% 26.25 1.3% 73% False False 2,435
60 2,006.50 1,805.00 201.50 10.3% 22.00 1.1% 73% False False 1,636
80 2,006.50 1,805.00 201.50 10.3% 19.75 1.0% 73% False False 1,237
100 2,006.50 1,805.00 201.50 10.3% 17.25 0.9% 73% False False 994
120 2,006.50 1,805.00 201.50 10.3% 15.25 0.8% 73% False False 829
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 9.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,075.25
2.618 2,028.25
1.618 1,999.50
1.000 1,981.75
0.618 1,970.75
HIGH 1,953.00
0.618 1,942.00
0.500 1,938.50
0.382 1,935.25
LOW 1,924.25
0.618 1,906.50
1.000 1,895.50
1.618 1,877.75
2.618 1,849.00
4.250 1,802.00
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 1,947.50 1,945.50
PP 1,943.00 1,939.00
S1 1,938.50 1,932.50

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

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