E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 2,110.50 2,109.50 -1.00 0.0% 2,107.25
High 2,114.75 2,111.00 -3.75 -0.2% 2,117.75
Low 2,101.50 2,100.75 -0.75 0.0% 2,099.75
Close 2,110.00 2,102.75 -7.25 -0.3% 2,102.75
Range 13.25 10.25 -3.00 -22.6% 18.00
ATR 22.74 21.85 -0.89 -3.9% 0.00
Volume 1,176,136 1,207,187 31,051 2.6% 5,288,476
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 2,135.50 2,129.50 2,108.50
R3 2,125.25 2,119.25 2,105.50
R2 2,115.00 2,115.00 2,104.75
R1 2,109.00 2,109.00 2,103.75 2,107.00
PP 2,104.75 2,104.75 2,104.75 2,103.75
S1 2,098.75 2,098.75 2,101.75 2,096.50
S2 2,094.50 2,094.50 2,100.75
S3 2,084.25 2,088.50 2,100.00
S4 2,074.00 2,078.25 2,097.00
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 2,160.75 2,149.75 2,112.75
R3 2,142.75 2,131.75 2,107.75
R2 2,124.75 2,124.75 2,106.00
R1 2,113.75 2,113.75 2,104.50 2,110.25
PP 2,106.75 2,106.75 2,106.75 2,105.00
S1 2,095.75 2,095.75 2,101.00 2,092.25
S2 2,088.75 2,088.75 2,099.50
S3 2,070.75 2,077.75 2,097.75
S4 2,052.75 2,059.75 2,092.75
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 2,099.75 18.00 0.9% 11.00 0.5% 17% False False 1,057,695
10 2,117.75 2,080.75 37.00 1.8% 13.50 0.6% 59% False False 1,162,552
20 2,117.75 1,973.75 144.00 6.8% 21.75 1.0% 90% False False 1,395,180
40 2,117.75 1,970.25 147.50 7.0% 29.25 1.4% 90% False False 1,617,050
60 2,117.75 1,961.50 156.25 7.4% 27.75 1.3% 90% False False 1,420,787
80 2,117.75 1,961.50 156.25 7.4% 24.25 1.1% 90% False False 1,067,737
100 2,117.75 1,805.00 312.75 14.9% 26.50 1.3% 95% False False 855,198
120 2,117.75 1,805.00 312.75 14.9% 25.25 1.2% 95% False False 712,869
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,154.50
2.618 2,137.75
1.618 2,127.50
1.000 2,121.25
0.618 2,117.25
HIGH 2,111.00
0.618 2,107.00
0.500 2,106.00
0.382 2,104.75
LOW 2,100.75
0.618 2,094.50
1.000 2,090.50
1.618 2,084.25
2.618 2,074.00
4.250 2,057.25
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 2,106.00 2,109.25
PP 2,104.75 2,107.00
S1 2,103.75 2,105.00

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

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