E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	2,040.00	2,038.00	-2.00	-0.1%	2,018.00
High	2,043.00	2,047.50	4.50	0.2%	2,036.00
Low	2,030.75	2,027.75	-3.00	-0.1%	2,013.50
Close	2,040.00	2,045.00	5.00	0.2%	2,030.50
Range	12.25	19.75	7.50	61.2%	22.50
ATR	19.97	19.96	-0.02	-0.1%	0.00
Volume	16,113	15,573	-540	-3.4%	31,855

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,099.25	2,092.00	2,055.75
R3	2,079.50	2,072.25	2,050.50
R2	2,059.75	2,059.75	2,048.50
R1	2,052.50	2,052.50	2,046.75	2,056.00
PP	2,040.00	2,040.00	2,040.00	2,042.00
S1	2,032.75	2,032.75	2,043.25	2,036.50
S2	2,020.25	2,020.25	2,041.50
S3	2,000.50	2,013.00	2,039.50
S4	1,980.75	1,993.25	2,034.25

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	2,047.50	2,018.00	29.50	1.4%	14.50	0.7%	92%	True	False	11,408
10	2,047.50	2,013.25	34.25	1.7%	13.25	0.6%	93%	True	False	8,588
20	2,047.50	1,924.25	123.25	6.0%	17.75	0.9%	98%	True	False	6,736
40	2,047.50	1,805.00	242.50	11.9%	26.50	1.3%	99%	True	False	5,432
60	2,047.50	1,805.00	242.50	11.9%	23.00	1.1%	99%	True	False	3,795
80	2,047.50	1,805.00	242.50	11.9%	21.00	1.0%	99%	True	False	2,855
100	2,047.50	1,805.00	242.50	11.9%	19.00	0.9%	99%	True	False	2,293
120	2,047.50	1,805.00	242.50	11.9%	17.25	0.8%	99%	True	False	1,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.13
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,131.50
2.618	2,099.25
1.618	2,079.50
1.000	2,067.25
0.618	2,059.75
HIGH	2,047.50
0.618	2,040.00
0.500	2,037.50
0.382	2,035.25
LOW	2,027.75
0.618	2,015.50
1.000	2,008.00
1.618	1,995.75
2.618	1,976.00
4.250	1,943.75

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	2,042.50	2,042.50
PP	2,040.00	2,040.00
S1	2,037.50	2,037.50

Download as Excel Spreadsheet

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

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