E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 2,074.25 2,101.00 26.75 1.3% 2,073.50
High 2,107.75 2,107.25 -0.50 0.0% 2,080.25
Low 2,060.50 2,085.00 24.50 1.2% 2,038.25
Close 2,100.50 2,090.50 -10.00 -0.5% 2,049.75
Range 47.25 22.25 -25.00 -52.9% 42.00
ATR 24.67 24.50 -0.17 -0.7% 0.00
Volume 644,412 341,006 -303,406 -47.1% 7,638,681
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,161.00 2,148.00 2,102.75
R3 2,138.75 2,125.75 2,096.50
R2 2,116.50 2,116.50 2,094.50
R1 2,103.50 2,103.50 2,092.50 2,099.00
PP 2,094.25 2,094.25 2,094.25 2,092.00
S1 2,081.25 2,081.25 2,088.50 2,076.50
S2 2,072.00 2,072.00 2,086.50
S3 2,049.75 2,059.00 2,084.50
S4 2,027.50 2,036.75 2,078.25
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,182.00 2,158.00 2,072.75
R3 2,140.00 2,116.00 2,061.25
R2 2,098.00 2,098.00 2,057.50
R1 2,074.00 2,074.00 2,053.50 2,065.00
PP 2,056.00 2,056.00 2,056.00 2,051.50
S1 2,032.00 2,032.00 2,046.00 2,023.00
S2 2,014.00 2,014.00 2,042.00
S3 1,972.00 1,990.00 2,038.25
S4 1,930.00 1,948.00 2,026.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,107.75 2,040.00 67.75 3.2% 30.00 1.4% 75% False False 818,913
10 2,107.75 2,038.25 69.50 3.3% 28.00 1.3% 75% False False 1,242,496
20 2,117.75 2,038.25 79.50 3.8% 21.25 1.0% 66% False False 1,219,167
40 2,117.75 1,973.75 144.00 6.9% 25.00 1.2% 81% False False 1,399,352
60 2,117.75 1,970.25 147.50 7.1% 26.25 1.3% 82% False False 1,427,779
80 2,117.75 1,961.50 156.25 7.5% 26.00 1.2% 83% False False 1,284,588
100 2,117.75 1,924.25 193.50 9.3% 24.25 1.2% 86% False False 1,029,017
120 2,117.75 1,805.00 312.75 15.0% 26.25 1.3% 91% False False 858,202
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,201.75
2.618 2,165.50
1.618 2,143.25
1.000 2,129.50
0.618 2,121.00
HIGH 2,107.25
0.618 2,098.75
0.500 2,096.00
0.382 2,093.50
LOW 2,085.00
0.618 2,071.25
1.000 2,062.75
1.618 2,049.00
2.618 2,026.75
4.250 1,990.50
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 2,096.00 2,088.50
PP 2,094.25 2,086.25
S1 2,092.50 2,084.00

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

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