E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 2,106.25 2,113.75 7.50 0.4% 2,091.25
High 2,115.75 2,117.75 2.00 0.1% 2,108.75
Low 2,102.75 2,107.25 4.50 0.2% 2,080.75
Close 2,113.75 2,110.25 -3.50 -0.2% 2,107.00
Range 13.00 10.50 -2.50 -19.2% 28.00
ATR 24.47 23.47 -1.00 -4.1% 0.00
Volume 1,080,747 974,711 -106,036 -9.8% 5,112,120
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 2,143.25 2,137.25 2,116.00
R3 2,132.75 2,126.75 2,113.25
R2 2,122.25 2,122.25 2,112.25
R1 2,116.25 2,116.25 2,111.25 2,114.00
PP 2,111.75 2,111.75 2,111.75 2,110.50
S1 2,105.75 2,105.75 2,109.25 2,103.50
S2 2,101.25 2,101.25 2,108.25
S3 2,090.75 2,095.25 2,107.25
S4 2,080.25 2,084.75 2,104.50
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 2,182.75 2,173.00 2,122.50
R3 2,154.75 2,145.00 2,114.75
R2 2,126.75 2,126.75 2,112.25
R1 2,117.00 2,117.00 2,109.50 2,122.00
PP 2,098.75 2,098.75 2,098.75 2,101.25
S1 2,089.00 2,089.00 2,104.50 2,094.00
S2 2,070.75 2,070.75 2,101.75
S3 2,042.75 2,061.00 2,099.25
S4 2,014.75 2,033.00 2,091.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,117.75 2,082.25 35.50 1.7% 14.25 0.7% 79% True False 1,138,855
10 2,117.75 2,053.25 64.50 3.1% 16.50 0.8% 88% True False 1,197,157
20 2,117.75 1,973.75 144.00 6.8% 25.25 1.2% 95% True False 1,486,610
40 2,117.75 1,970.25 147.50 7.0% 29.25 1.4% 95% True False 1,591,326
60 2,117.75 1,961.50 156.25 7.4% 27.75 1.3% 95% True False 1,381,405
80 2,117.75 1,952.00 165.75 7.9% 24.50 1.2% 95% True False 1,038,101
100 2,117.75 1,805.00 312.75 14.8% 26.75 1.3% 98% True False 831,442
120 2,117.75 1,805.00 312.75 14.8% 25.50 1.2% 98% True False 693,010
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,162.50
2.618 2,145.25
1.618 2,134.75
1.000 2,128.25
0.618 2,124.25
HIGH 2,117.75
0.618 2,113.75
0.500 2,112.50
0.382 2,111.25
LOW 2,107.25
0.618 2,100.75
1.000 2,096.75
1.618 2,090.25
2.618 2,079.75
4.250 2,062.50
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 2,112.50 2,109.75
PP 2,111.75 2,109.25
S1 2,111.00 2,108.75

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

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