E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 2,061.25 2,066.50 5.25 0.3% 2,054.75
High 2,068.00 2,067.25 -0.75 0.0% 2,068.00
Low 2,058.25 2,056.75 -1.50 -0.1% 2,053.75
Close 2,065.00 2,059.25 -5.75 -0.3% 2,059.25
Range 9.75 10.50 0.75 7.7% 14.25
ATR 17.93 17.40 -0.53 -3.0% 0.00
Volume 6,226 7,925 1,699 27.3% 43,736
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,092.50 2,086.50 2,065.00
R3 2,082.00 2,076.00 2,062.25
R2 2,071.50 2,071.50 2,061.25
R1 2,065.50 2,065.50 2,060.25 2,063.25
PP 2,061.00 2,061.00 2,061.00 2,060.00
S1 2,055.00 2,055.00 2,058.25 2,052.75
S2 2,050.50 2,050.50 2,057.25
S3 2,040.00 2,044.50 2,056.25
S4 2,029.50 2,034.00 2,053.50
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,103.00 2,095.50 2,067.00
R3 2,088.75 2,081.25 2,063.25
R2 2,074.50 2,074.50 2,061.75
R1 2,067.00 2,067.00 2,060.50 2,070.75
PP 2,060.25 2,060.25 2,060.25 2,062.25
S1 2,052.75 2,052.75 2,058.00 2,056.50
S2 2,046.00 2,046.00 2,056.75
S3 2,031.75 2,038.50 2,055.25
S4 2,017.50 2,024.25 2,051.50
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 2,043.25 24.75 1.2% 12.00 0.6% 65% False False 11,534
10 2,068.00 2,018.00 50.00 2.4% 13.25 0.6% 83% False False 11,471
20 2,068.00 1,979.50 88.50 4.3% 14.25 0.7% 90% False False 8,269
40 2,068.00 1,805.00 263.00 12.8% 25.00 1.2% 97% False False 6,604
60 2,068.00 1,805.00 263.00 12.8% 23.00 1.1% 97% False False 4,746
80 2,068.00 1,805.00 263.00 12.8% 20.50 1.0% 97% False False 3,574
100 2,068.00 1,805.00 263.00 12.8% 19.25 0.9% 97% False False 2,868
120 2,068.00 1,805.00 263.00 12.8% 17.50 0.8% 97% False False 2,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,112.00
2.618 2,094.75
1.618 2,084.25
1.000 2,077.75
0.618 2,073.75
HIGH 2,067.25
0.618 2,063.25
0.500 2,062.00
0.382 2,060.75
LOW 2,056.75
0.618 2,050.25
1.000 2,046.25
1.618 2,039.75
2.618 2,029.25
4.250 2,012.00
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 2,062.00 2,062.00
PP 2,061.00 2,061.00
S1 2,060.25 2,060.00

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

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