E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 2,096.50 2,099.50 3.00 0.1% 2,104.00
High 2,103.50 2,103.50 0.00 0.0% 2,115.50
Low 2,093.25 2,065.50 -27.75 -1.3% 2,065.50
Close 2,099.75 2,070.75 -29.00 -1.4% 2,070.75
Range 10.25 38.00 27.75 270.7% 50.00
ATR 20.30 21.56 1.26 6.2% 0.00
Volume 1,097,593 1,901,150 803,557 73.2% 6,925,838
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,194.00 2,170.25 2,091.75
R3 2,156.00 2,132.25 2,081.25
R2 2,118.00 2,118.00 2,077.75
R1 2,094.25 2,094.25 2,074.25 2,087.00
PP 2,080.00 2,080.00 2,080.00 2,076.25
S1 2,056.25 2,056.25 2,067.25 2,049.00
S2 2,042.00 2,042.00 2,063.75
S3 2,004.00 2,018.25 2,060.25
S4 1,966.00 1,980.25 2,049.75
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,234.00 2,202.25 2,098.25
R3 2,184.00 2,152.25 2,084.50
R2 2,134.00 2,134.00 2,080.00
R1 2,102.25 2,102.25 2,075.25 2,093.00
PP 2,084.00 2,084.00 2,084.00 2,079.25
S1 2,052.25 2,052.25 2,066.25 2,043.00
S2 2,034.00 2,034.00 2,061.50
S3 1,984.00 2,002.25 2,057.00
S4 1,934.00 1,952.25 2,043.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,115.50 2,065.50 50.00 2.4% 20.25 1.0% 11% False True 1,385,167
10 2,117.75 2,065.50 52.25 2.5% 15.75 0.8% 10% False True 1,221,431
20 2,117.75 2,036.50 81.25 3.9% 17.75 0.9% 42% False False 1,284,516
40 2,117.75 1,970.25 147.50 7.1% 27.50 1.3% 68% False False 1,581,837
60 2,117.75 1,961.50 156.25 7.5% 28.00 1.4% 70% False False 1,533,415
80 2,117.75 1,961.50 156.25 7.5% 24.50 1.2% 70% False False 1,154,089
100 2,117.75 1,805.00 312.75 15.1% 25.75 1.2% 85% False False 924,287
120 2,117.75 1,805.00 312.75 15.1% 25.50 1.2% 85% False False 770,566
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 2.55
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,265.00
2.618 2,203.00
1.618 2,165.00
1.000 2,141.50
0.618 2,127.00
HIGH 2,103.50
0.618 2,089.00
0.500 2,084.50
0.382 2,080.00
LOW 2,065.50
0.618 2,042.00
1.000 2,027.50
1.618 2,004.00
2.618 1,966.00
4.250 1,904.00
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 2,084.50 2,085.00
PP 2,080.00 2,080.25
S1 2,075.25 2,075.50

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

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