E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 2,031.25 2,040.00 8.75 0.4% 2,018.00
High 2,046.50 2,043.00 -3.50 -0.2% 2,036.00
Low 2,028.50 2,030.75 2.25 0.1% 2,013.50
Close 2,041.25 2,040.00 -1.25 -0.1% 2,030.50
Range 18.00 12.25 -5.75 -31.9% 22.50
ATR 20.57 19.97 -0.59 -2.9% 0.00
Volume 11,254 16,113 4,859 43.2% 31,855
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,074.75 2,069.50 2,046.75
R3 2,062.50 2,057.25 2,043.25
R2 2,050.25 2,050.25 2,042.25
R1 2,045.00 2,045.00 2,041.00 2,046.00
PP 2,038.00 2,038.00 2,038.00 2,038.50
S1 2,032.75 2,032.75 2,039.00 2,034.00
S2 2,025.75 2,025.75 2,037.75
S3 2,013.50 2,020.50 2,036.75
S4 2,001.25 2,008.25 2,033.25
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% 13.75 0.7% 77% False False 11,233
10 2,046.50 2,003.75 42.75 2.1% 13.00 0.6% 85% False False 7,332
20 2,046.50 1,914.75 131.75 6.5% 18.50 0.9% 95% False False 6,238
40 2,046.50 1,805.00 241.50 11.8% 27.00 1.3% 97% False False 5,070
60 2,046.50 1,805.00 241.50 11.8% 22.75 1.1% 97% False False 3,536
80 2,046.50 1,805.00 241.50 11.8% 21.00 1.0% 97% False False 2,662
100 2,046.50 1,805.00 241.50 11.8% 19.00 0.9% 97% False False 2,137
120 2,046.50 1,805.00 241.50 11.8% 17.00 0.8% 97% False False 1,784
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,095.00
2.618 2,075.00
1.618 2,062.75
1.000 2,055.25
0.618 2,050.50
HIGH 2,043.00
0.618 2,038.25
0.500 2,037.00
0.382 2,035.50
LOW 2,030.75
0.618 2,023.25
1.000 2,018.50
1.618 2,011.00
2.618 1,998.75
4.250 1,978.75
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 2,039.00 2,037.50
PP 2,038.00 2,034.75
S1 2,037.00 2,032.25

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

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