E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 2,044.25 2,059.50 15.25 0.7% 2,054.75
High 2,061.00 2,068.50 7.50 0.4% 2,068.00
Low 2,044.00 2,056.00 12.00 0.6% 2,053.75
Close 2,058.75 2,065.50 6.75 0.3% 2,059.25
Range 17.00 12.50 -4.50 -26.5% 14.25
ATR 17.45 17.10 -0.35 -2.0% 0.00
Volume 15,339 28,317 12,978 84.6% 43,736
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,100.75 2,095.75 2,072.50
R3 2,088.25 2,083.25 2,069.00
R2 2,075.75 2,075.75 2,067.75
R1 2,070.75 2,070.75 2,066.75 2,073.25
PP 2,063.25 2,063.25 2,063.25 2,064.50
S1 2,058.25 2,058.25 2,064.25 2,060.75
S2 2,050.75 2,050.75 2,063.25
S3 2,038.25 2,045.75 2,062.00
S4 2,025.75 2,033.25 2,058.50
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 2,068.50 2,041.25 27.25 1.3% 13.00 0.6% 89% True False 14,057
10 2,068.50 2,027.75 40.75 2.0% 13.75 0.7% 93% True False 14,549
20 2,068.50 1,996.00 72.50 3.5% 13.50 0.7% 96% True False 10,244
40 2,068.50 1,805.00 263.50 12.8% 24.25 1.2% 99% True False 7,777
60 2,068.50 1,805.00 263.50 12.8% 23.00 1.1% 99% True False 5,667
80 2,068.50 1,805.00 263.50 12.8% 20.25 1.0% 99% True False 4,274
100 2,068.50 1,805.00 263.50 12.8% 19.25 0.9% 99% True False 3,428
120 2,068.50 1,805.00 263.50 12.8% 17.75 0.9% 99% True False 2,862
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,121.50
2.618 2,101.25
1.618 2,088.75
1.000 2,081.00
0.618 2,076.25
HIGH 2,068.50
0.618 2,063.75
0.500 2,062.25
0.382 2,060.75
LOW 2,056.00
0.618 2,048.25
1.000 2,043.50
1.618 2,035.75
2.618 2,023.25
4.250 2,003.00
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 2,064.50 2,062.00
PP 2,063.25 2,058.50
S1 2,062.25 2,055.00

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

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