E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 1,995.25 1,992.25 -3.00 -0.2% 1,945.25
High 2,003.25 1,998.00 -5.25 -0.3% 2,000.00
Low 1,993.50 1,982.00 -11.50 -0.6% 1,930.00
Close 1,995.75 1,990.00 -5.75 -0.3% 1,996.00
Range 9.75 16.00 6.25 64.1% 70.00
ATR 25.85 25.15 -0.70 -2.7% 0.00
Volume 62 45 -17 -27.4% 1,615
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,038.00 2,030.00 1,998.75
R3 2,022.00 2,014.00 1,994.50
R2 2,006.00 2,006.00 1,993.00
R1 1,998.00 1,998.00 1,991.50 1,994.00
PP 1,990.00 1,990.00 1,990.00 1,988.00
S1 1,982.00 1,982.00 1,988.50 1,978.00
S2 1,974.00 1,974.00 1,987.00
S3 1,958.00 1,966.00 1,985.50
S4 1,942.00 1,950.00 1,981.25
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,185.25 2,160.75 2,034.50
R3 2,115.25 2,090.75 2,015.25
R2 2,045.25 2,045.25 2,008.75
R1 2,020.75 2,020.75 2,002.50 2,033.00
PP 1,975.25 1,975.25 1,975.25 1,981.50
S1 1,950.75 1,950.75 1,989.50 1,963.00
S2 1,905.25 1,905.25 1,983.25
S3 1,835.25 1,880.75 1,976.75
S4 1,765.25 1,810.75 1,957.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,003.25 1,946.25 57.00 2.9% 20.25 1.0% 77% False False 320
10 2,003.25 1,906.00 97.25 4.9% 22.00 1.1% 86% False False 207
20 2,003.25 1,806.50 196.75 9.9% 30.50 1.5% 93% False False 199
40 2,003.25 1,806.50 196.75 9.9% 23.00 1.2% 93% False False 122
60 2,003.25 1,806.50 196.75 9.9% 17.50 0.9% 93% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,066.00
2.618 2,040.00
1.618 2,024.00
1.000 2,014.00
0.618 2,008.00
HIGH 1,998.00
0.618 1,992.00
0.500 1,990.00
0.382 1,988.00
LOW 1,982.00
0.618 1,972.00
1.000 1,966.00
1.618 1,956.00
2.618 1,940.00
4.250 1,914.00
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 1,990.00 1,989.25
PP 1,990.00 1,988.50
S1 1,990.00 1,987.75

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

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