E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 2,029.25 2,031.25 2.00 0.1% 2,018.00
High 2,033.25 2,046.50 13.25 0.7% 2,036.00
Low 2,018.00 2,028.50 10.50 0.5% 2,013.50
Close 2,032.25 2,041.25 9.00 0.4% 2,030.50
Range 15.25 18.00 2.75 18.0% 22.50
ATR 20.77 20.57 -0.20 -1.0% 0.00
Volume 9,094 11,254 2,160 23.8% 31,855
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,092.75 2,085.00 2,051.25
R3 2,074.75 2,067.00 2,046.25
R2 2,056.75 2,056.75 2,044.50
R1 2,049.00 2,049.00 2,043.00 2,053.00
PP 2,038.75 2,038.75 2,038.75 2,040.75
S1 2,031.00 2,031.00 2,039.50 2,035.00
S2 2,020.75 2,020.75 2,038.00
S3 2,002.75 2,013.00 2,036.25
S4 1,984.75 1,995.00 2,031.25
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,094.25 2,084.75 2,043.00
R3 2,071.75 2,062.25 2,036.75
R2 2,049.25 2,049.25 2,034.50
R1 2,039.75 2,039.75 2,032.50 2,044.50
PP 2,026.75 2,026.75 2,026.75 2,029.00
S1 2,017.25 2,017.25 2,028.50 2,022.00
S2 2,004.25 2,004.25 2,026.50
S3 1,981.75 1,994.75 2,024.25
S4 1,959.25 1,972.25 2,018.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,046.50 2,018.00 28.50 1.4% 13.25 0.7% 82% True False 8,967
10 2,046.50 1,996.00 50.50 2.5% 13.50 0.7% 90% True False 5,940
20 2,046.50 1,912.25 134.25 6.6% 19.00 0.9% 96% True False 5,707
40 2,046.50 1,805.00 241.50 11.8% 27.25 1.3% 98% True False 4,710
60 2,046.50 1,805.00 241.50 11.8% 22.75 1.1% 98% True False 3,268
80 2,046.50 1,805.00 241.50 11.8% 21.00 1.0% 98% True False 2,463
100 2,046.50 1,805.00 241.50 11.8% 19.00 0.9% 98% True False 1,976
120 2,046.50 1,805.00 241.50 11.8% 17.00 0.8% 98% True False 1,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.55
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,123.00
2.618 2,093.50
1.618 2,075.50
1.000 2,064.50
0.618 2,057.50
HIGH 2,046.50
0.618 2,039.50
0.500 2,037.50
0.382 2,035.50
LOW 2,028.50
0.618 2,017.50
1.000 2,010.50
1.618 1,999.50
2.618 1,981.50
4.250 1,952.00
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 2,040.00 2,038.25
PP 2,038.75 2,035.25
S1 2,037.50 2,032.25

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

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