E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 2,032.50 2,025.00 -7.50 -0.4% 2,011.00
High 2,034.00 2,038.00 4.00 0.2% 2,028.00
Low 2,025.00 2,022.50 -2.50 -0.1% 2,006.00
Close 2,032.50 2,037.75 5.25 0.3% 2,023.00
Range 9.00 15.50 6.50 72.2% 22.00
ATR 17.46 17.32 -0.14 -0.8% 0.00
Volume 124 157 33 26.6% 1,198
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,079.25 2,074.00 2,046.25
R3 2,063.75 2,058.50 2,042.00
R2 2,048.25 2,048.25 2,040.50
R1 2,043.00 2,043.00 2,039.25 2,045.50
PP 2,032.75 2,032.75 2,032.75 2,034.00
S1 2,027.50 2,027.50 2,036.25 2,030.00
S2 2,017.25 2,017.25 2,035.00
S3 2,001.75 2,012.00 2,033.50
S4 1,986.25 1,996.50 2,029.25
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,085.00 2,076.00 2,035.00
R3 2,063.00 2,054.00 2,029.00
R2 2,041.00 2,041.00 2,027.00
R1 2,032.00 2,032.00 2,025.00 2,036.50
PP 2,019.00 2,019.00 2,019.00 2,021.25
S1 2,010.00 2,010.00 2,021.00 2,014.50
S2 1,997.00 1,997.00 2,019.00
S3 1,975.00 1,988.00 2,017.00
S4 1,953.00 1,966.00 2,011.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,039.00 2,014.00 25.00 1.2% 11.50 0.6% 95% False False 300
10 2,039.00 2,005.50 33.50 1.6% 11.25 0.6% 96% False False 229
20 2,039.00 1,918.00 121.00 5.9% 15.50 0.8% 99% False False 242
40 2,039.00 1,806.50 232.50 11.4% 22.75 1.1% 99% False False 185
60 2,039.00 1,806.50 232.50 11.4% 18.75 0.9% 99% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.03
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,104.00
2.618 2,078.50
1.618 2,063.00
1.000 2,053.50
0.618 2,047.50
HIGH 2,038.00
0.618 2,032.00
0.500 2,030.25
0.382 2,028.50
LOW 2,022.50
0.618 2,013.00
1.000 2,007.00
1.618 1,997.50
2.618 1,982.00
4.250 1,956.50
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 2,035.25 2,035.50
PP 2,032.75 2,033.00
S1 2,030.25 2,030.75

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

View Archives - Comment on this page... - Back to Index of Symbols