E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 2,045.75 2,019.00 -26.75 -1.3% 2,086.00
High 2,048.25 2,023.50 -24.75 -1.2% 2,088.75
Low 2,009.50 1,984.25 -25.25 -1.3% 2,038.75
Close 2,016.00 1,994.50 -21.50 -1.1% 2,046.25
Range 38.75 39.25 0.50 1.3% 50.00
ATR 24.21 25.29 1.07 4.4% 0.00
Volume 2,033,774 2,345,361 311,587 15.3% 3,548,944
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,118.50 2,095.75 2,016.00
R3 2,079.25 2,056.50 2,005.25
R2 2,040.00 2,040.00 2,001.75
R1 2,017.25 2,017.25 1,998.00 2,009.00
PP 2,000.75 2,000.75 2,000.75 1,996.50
S1 1,978.00 1,978.00 1,991.00 1,969.75
S2 1,961.50 1,961.50 1,987.25
S3 1,922.25 1,938.75 1,983.75
S4 1,883.00 1,899.50 1,973.00
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,208.00 2,177.00 2,073.75
R3 2,158.00 2,127.00 2,060.00
R2 2,108.00 2,108.00 2,055.50
R1 2,077.00 2,077.00 2,050.75 2,067.50
PP 2,058.00 2,058.00 2,058.00 2,053.00
S1 2,027.00 2,027.00 2,041.75 2,017.50
S2 2,008.00 2,008.00 2,037.00
S3 1,958.00 1,977.00 2,032.50
S4 1,908.00 1,927.00 2,018.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.50 1,984.25 104.25 5.2% 30.75 1.5% 10% False True 1,458,346
10 2,088.75 1,984.25 104.50 5.2% 20.75 1.0% 10% False True 1,010,878
20 2,088.75 1,961.50 127.25 6.4% 28.75 1.4% 26% False False 1,351,593
40 2,088.75 1,961.50 127.25 6.4% 21.00 1.1% 26% False False 682,374
60 2,088.75 1,805.00 283.75 14.2% 24.50 1.2% 67% False False 456,646
80 2,088.75 1,805.00 283.75 14.2% 24.50 1.2% 67% False False 342,926
100 2,088.75 1,805.00 283.75 14.2% 21.75 1.1% 67% False False 274,372
120 2,088.75 1,805.00 283.75 14.2% 21.00 1.1% 67% False False 228,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.40
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,190.25
2.618 2,126.25
1.618 2,087.00
1.000 2,062.75
0.618 2,047.75
HIGH 2,023.50
0.618 2,008.50
0.500 2,004.00
0.382 1,999.25
LOW 1,984.25
0.618 1,960.00
1.000 1,945.00
1.618 1,920.75
2.618 1,881.50
4.250 1,817.50
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 2,004.00 2,025.75
PP 2,000.75 2,015.25
S1 1,997.50 2,005.00

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

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