E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 1,953.00 1,950.50 -2.50 -0.1% 1,877.25
High 1,957.50 1,972.50 15.00 0.8% 1,953.00
Low 1,936.75 1,949.25 12.50 0.6% 1,865.00
Close 1,949.25 1,972.25 23.00 1.2% 1,951.75
Range 20.75 23.25 2.50 12.0% 88.00
ATR 31.72 31.12 -0.61 -1.9% 0.00
Volume 3,402 7,048 3,646 107.2% 25,026
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,034.50 2,026.50 1,985.00
R3 2,011.25 2,003.25 1,978.75
R2 1,988.00 1,988.00 1,976.50
R1 1,980.00 1,980.00 1,974.50 1,984.00
PP 1,964.75 1,964.75 1,964.75 1,966.50
S1 1,956.75 1,956.75 1,970.00 1,960.75
S2 1,941.50 1,941.50 1,968.00
S3 1,918.25 1,933.50 1,965.75
S4 1,895.00 1,910.25 1,959.50
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 1,972.50 1,912.25 60.25 3.1% 26.00 1.3% 100% True False 5,204
10 1,972.50 1,805.00 167.50 8.5% 37.50 1.9% 100% True False 5,663
20 1,972.50 1,805.00 167.50 8.5% 36.00 1.8% 100% True False 4,607
40 2,006.50 1,805.00 201.50 10.2% 27.00 1.4% 83% False False 2,695
60 2,006.50 1,805.00 201.50 10.2% 22.00 1.1% 83% False False 1,809
80 2,006.50 1,805.00 201.50 10.2% 20.00 1.0% 83% False False 1,367
100 2,006.50 1,805.00 201.50 10.2% 17.50 0.9% 83% False False 1,099
120 2,006.50 1,805.00 201.50 10.2% 15.50 0.8% 83% False False 916
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 8.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,071.25
2.618 2,033.25
1.618 2,010.00
1.000 1,995.75
0.618 1,986.75
HIGH 1,972.50
0.618 1,963.50
0.500 1,961.00
0.382 1,958.25
LOW 1,949.25
0.618 1,935.00
1.000 1,926.00
1.618 1,911.75
2.618 1,888.50
4.250 1,850.50
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 1,968.50 1,964.25
PP 1,964.75 1,956.25
S1 1,961.00 1,948.50

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

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