E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 2,008.00 2,060.25 52.25 2.6% 1,990.50
High 2,062.75 2,076.25 13.50 0.7% 2,076.25
Low 2,004.50 2,056.50 52.00 2.6% 1,961.50
Close 2,060.00 2,067.00 7.00 0.3% 2,067.00
Range 58.25 19.75 -38.50 -66.1% 114.75
ATR 28.25 27.65 -0.61 -2.1% 0.00
Volume 2,358,167 1,765,615 -592,552 -25.1% 13,066,783
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,125.75 2,116.25 2,077.75
R3 2,106.00 2,096.50 2,072.50
R2 2,086.25 2,086.25 2,070.50
R1 2,076.75 2,076.75 2,068.75 2,081.50
PP 2,066.50 2,066.50 2,066.50 2,069.00
S1 2,057.00 2,057.00 2,065.25 2,061.75
S2 2,046.75 2,046.75 2,063.50
S3 2,027.00 2,037.25 2,061.50
S4 2,007.25 2,017.50 2,056.25
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,379.25 2,337.75 2,130.00
R3 2,264.50 2,223.00 2,098.50
R2 2,149.75 2,149.75 2,088.00
R1 2,108.25 2,108.25 2,077.50 2,129.00
PP 2,035.00 2,035.00 2,035.00 2,045.25
S1 1,993.50 1,993.50 2,056.50 2,014.25
S2 1,920.25 1,920.25 2,046.00
S3 1,805.50 1,878.75 2,035.50
S4 1,690.75 1,764.00 2,004.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,076.25 1,961.50 114.75 5.6% 42.00 2.0% 92% True False 2,613,356
10 2,076.25 1,961.50 114.75 5.6% 36.75 1.8% 92% True False 1,692,308
20 2,076.25 1,961.50 114.75 5.6% 25.00 1.2% 92% True False 855,016
40 2,076.25 1,924.25 152.00 7.4% 21.25 1.0% 94% True False 430,876
60 2,076.25 1,805.00 271.25 13.1% 26.00 1.3% 97% True False 288,626
80 2,076.25 1,805.00 271.25 13.1% 23.50 1.1% 97% True False 216,600
100 2,076.25 1,805.00 271.25 13.1% 21.75 1.1% 97% True False 173,287
120 2,076.25 1,805.00 271.25 13.1% 20.00 1.0% 97% True False 144,413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.85
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,160.25
2.618 2,128.00
1.618 2,108.25
1.000 2,096.00
0.618 2,088.50
HIGH 2,076.25
0.618 2,068.75
0.500 2,066.50
0.382 2,064.00
LOW 2,056.50
0.618 2,044.25
1.000 2,036.75
1.618 2,024.50
2.618 2,004.75
4.250 1,972.50
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 2,066.75 2,051.75
PP 2,066.50 2,036.50
S1 2,066.50 2,021.00

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

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