E-mini S&P 500 Future March 2015


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Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 2,050.75 2,019.75 -31.00 -1.5% 2,056.75
High 2,053.00 2,049.50 -3.50 -0.2% 2,071.75
Low 2,016.50 2,017.00 0.50 0.0% 2,041.25
Close 2,019.50 2,024.00 4.50 0.2% 2,069.00
Range 36.50 32.50 -4.00 -11.0% 30.50
ATR 19.22 20.16 0.95 4.9% 0.00
Volume 307,700 873,589 565,889 183.9% 119,567
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,127.75 2,108.25 2,042.00
R3 2,095.25 2,075.75 2,033.00
R2 2,062.75 2,062.75 2,030.00
R1 2,043.25 2,043.25 2,027.00 2,053.00
PP 2,030.25 2,030.25 2,030.25 2,035.00
S1 2,010.75 2,010.75 2,021.00 2,020.50
S2 1,997.75 1,997.75 2,018.00
S3 1,965.25 1,978.25 2,015.00
S4 1,932.75 1,945.75 2,006.00
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,152.25 2,141.00 2,085.75
R3 2,121.75 2,110.50 2,077.50
R2 2,091.25 2,091.25 2,074.50
R1 2,080.00 2,080.00 2,071.75 2,085.50
PP 2,060.75 2,060.75 2,060.75 2,063.50
S1 2,049.50 2,049.50 2,066.25 2,055.00
S2 2,030.25 2,030.25 2,063.50
S3 1,999.75 2,019.00 2,060.50
S4 1,969.25 1,988.50 2,052.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.75 2,016.50 55.25 2.7% 26.25 1.3% 14% False False 284,957
10 2,071.75 2,016.50 55.25 2.7% 20.25 1.0% 14% False False 151,973
20 2,071.75 2,016.50 55.25 2.7% 17.00 0.8% 14% False False 82,060
40 2,071.75 1,808.25 263.50 13.0% 21.00 1.0% 82% False False 43,504
60 2,071.75 1,805.00 266.75 13.2% 24.00 1.2% 82% False False 29,882
80 2,071.75 1,805.00 266.75 13.2% 21.00 1.0% 82% False False 22,468
100 2,071.75 1,805.00 266.75 13.2% 20.00 1.0% 82% False False 17,984
120 2,071.75 1,805.00 266.75 13.2% 18.50 0.9% 82% False False 14,991
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 1.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,187.50
2.618 2,134.50
1.618 2,102.00
1.000 2,082.00
0.618 2,069.50
HIGH 2,049.50
0.618 2,037.00
0.500 2,033.25
0.382 2,029.50
LOW 2,017.00
0.618 1,997.00
1.000 1,984.50
1.618 1,964.50
2.618 1,932.00
4.250 1,879.00
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 2,033.25 2,035.75
PP 2,030.25 2,031.75
S1 2,027.00 2,028.00

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

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