E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 2,078.75 2,078.75 0.00 0.0% 2,065.00
High 2,083.50 2,088.75 5.25 0.3% 2,088.75
Low 2,077.00 2,078.50 1.50 0.1% 2,064.00
Close 2,078.75 2,084.25 5.50 0.3% 2,084.25
Range 6.50 10.25 3.75 57.7% 24.75
ATR 24.20 23.20 -1.00 -4.1% 0.00
Volume 235,054 309,281 74,227 31.6% 2,180,703
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,114.50 2,109.75 2,090.00
R3 2,104.25 2,099.50 2,087.00
R2 2,094.00 2,094.00 2,086.25
R1 2,089.25 2,089.25 2,085.25 2,091.50
PP 2,083.75 2,083.75 2,083.75 2,085.00
S1 2,079.00 2,079.00 2,083.25 2,081.50
S2 2,073.50 2,073.50 2,082.25
S3 2,063.25 2,068.75 2,081.50
S4 2,053.00 2,058.50 2,078.50
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,153.25 2,143.50 2,097.75
R3 2,128.50 2,118.75 2,091.00
R2 2,103.75 2,103.75 2,088.75
R1 2,094.00 2,094.00 2,086.50 2,099.00
PP 2,079.00 2,079.00 2,079.00 2,081.50
S1 2,069.25 2,069.25 2,082.00 2,074.00
S2 2,054.25 2,054.25 2,079.75
S3 2,029.50 2,044.50 2,077.50
S4 2,004.75 2,019.75 2,070.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.75 2,056.50 32.25 1.5% 12.25 0.6% 86% True False 789,263
10 2,088.75 1,961.50 127.25 6.1% 28.75 1.4% 96% True False 1,771,154
20 2,088.75 1,961.50 127.25 6.1% 24.50 1.2% 96% True False 961,563
40 2,088.75 1,952.00 136.75 6.6% 20.00 1.0% 97% True False 484,876
60 2,088.75 1,805.00 283.75 13.6% 25.25 1.2% 98% True False 324,852
80 2,088.75 1,805.00 283.75 13.6% 23.50 1.1% 98% True False 243,852
100 2,088.75 1,805.00 283.75 13.6% 21.25 1.0% 98% True False 195,093
120 2,088.75 1,805.00 283.75 13.6% 20.25 1.0% 98% True False 162,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,132.25
2.618 2,115.50
1.618 2,105.25
1.000 2,099.00
0.618 2,095.00
HIGH 2,088.75
0.618 2,084.75
0.500 2,083.50
0.382 2,082.50
LOW 2,078.50
0.618 2,072.25
1.000 2,068.25
1.618 2,062.00
2.618 2,051.75
4.250 2,035.00
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 2,084.00 2,083.00
PP 2,083.75 2,081.50
S1 2,083.50 2,080.00

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

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