E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 2,059.50 2,061.25 1.75 0.1% 2,029.25
High 2,065.75 2,068.00 2.25 0.1% 2,065.00
Low 2,055.75 2,058.25 2.50 0.1% 2,018.00
Close 2,060.50 2,065.00 4.50 0.2% 2,054.50
Range 10.00 9.75 -0.25 -2.5% 47.00
ATR 18.56 17.93 -0.63 -3.4% 0.00
Volume 8,903 6,226 -2,677 -30.1% 65,969
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,093.00 2,088.75 2,070.25
R3 2,083.25 2,079.00 2,067.75
R2 2,073.50 2,073.50 2,066.75
R1 2,069.25 2,069.25 2,066.00 2,071.50
PP 2,063.75 2,063.75 2,063.75 2,064.75
S1 2,059.50 2,059.50 2,064.00 2,061.50
S2 2,054.00 2,054.00 2,063.25
S3 2,044.25 2,049.75 2,062.25
S4 2,034.50 2,040.00 2,059.75
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,186.75 2,167.75 2,080.25
R3 2,139.75 2,120.75 2,067.50
R2 2,092.75 2,092.75 2,063.00
R1 2,073.75 2,073.75 2,058.75 2,083.25
PP 2,045.75 2,045.75 2,045.75 2,050.50
S1 2,026.75 2,026.75 2,050.25 2,036.25
S2 1,998.75 1,998.75 2,046.00
S3 1,951.75 1,979.75 2,041.50
S4 1,904.75 1,932.75 2,028.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,068.00 2,027.75 40.25 1.9% 13.75 0.7% 93% True False 13,063
10 2,068.00 2,018.00 50.00 2.4% 13.75 0.7% 94% True False 12,148
20 2,068.00 1,952.00 116.00 5.6% 15.50 0.7% 97% True False 8,189
40 2,068.00 1,805.00 263.00 12.7% 25.50 1.2% 99% True False 6,497
60 2,068.00 1,805.00 263.00 12.7% 23.25 1.1% 99% True False 4,615
80 2,068.00 1,805.00 263.00 12.7% 20.50 1.0% 99% True False 3,475
100 2,068.00 1,805.00 263.00 12.7% 19.25 0.9% 99% True False 2,789
120 2,068.00 1,805.00 263.00 12.7% 17.25 0.8% 99% True False 2,328
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,109.50
2.618 2,093.50
1.618 2,083.75
1.000 2,077.75
0.618 2,074.00
HIGH 2,068.00
0.618 2,064.25
0.500 2,063.00
0.382 2,062.00
LOW 2,058.25
0.618 2,052.25
1.000 2,048.50
1.618 2,042.50
2.618 2,032.75
4.250 2,016.75
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 2,064.50 2,063.50
PP 2,063.75 2,062.25
S1 2,063.00 2,061.00

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

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