E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	2,016.25	2,009.50	-6.75	-0.3%	2,037.00
High	2,044.25	2,012.25	-32.00	-1.6%	2,054.75
Low	1,995.25	1,974.50	-20.75	-1.0%	1,977.50
Close	2,008.75	2,000.00	-8.75	-0.4%	2,028.00
Range	49.00	37.75	-11.25	-23.0%	77.25
ATR	27.81	28.52	0.71	2.6%	0.00
Volume	1,572	2,199	627	39.9%	11,269

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,108.75	2,092.25	2,020.75
R3	2,071.00	2,054.50	2,010.50
R2	2,033.25	2,033.25	2,007.00
R1	2,016.75	2,016.75	2,003.50	2,006.00
PP	1,995.50	1,995.50	1,995.50	1,990.25
S1	1,979.00	1,979.00	1,996.50	1,968.50
S2	1,957.75	1,957.75	1,993.00
S3	1,920.00	1,941.25	1,989.50
S4	1,882.25	1,903.50	1,979.25

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,251.75	2,217.25	2,070.50
R3	2,174.50	2,140.00	2,049.25
R2	2,097.25	2,097.25	2,042.25
R1	2,062.75	2,062.75	2,035.00	2,041.50
PP	2,020.00	2,020.00	2,020.00	2,009.50
S1	1,985.50	1,985.50	2,021.00	1,964.00
S2	1,942.75	1,942.75	2,013.75
S3	1,865.50	1,908.25	2,006.75
S4	1,788.25	1,831.00	1,985.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,054.75	1,974.50	80.25	4.0%	37.75	1.9%	32%	False	True	2,029
10	2,075.25	1,974.50	100.75	5.0%	35.00	1.8%	25%	False	True	2,038
20	2,081.25	1,954.25	127.00	6.4%	29.00	1.4%	36%	False	False	1,785
40	2,081.25	1,954.25	127.00	6.4%	23.00	1.1%	36%	False	False	1,038
60	2,081.25	1,859.00	222.25	11.1%	21.75	1.1%	63%	False	False	762
80	2,081.25	1,806.50	274.75	13.7%	23.00	1.2%	70%	False	False	602
100	2,081.25	1,806.50	274.75	13.7%	20.00	1.0%	70%	False	False	485

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,172.75
2.618	2,111.00
1.618	2,073.25
1.000	2,050.00
0.618	2,035.50
HIGH	2,012.25
0.618	1,997.75
0.500	1,993.50
0.382	1,989.00
LOW	1,974.50
0.618	1,951.25
1.000	1,936.75
1.618	1,913.50
2.618	1,875.75
4.250	1,814.00

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	1,997.75	2,009.50
PP	1,995.50	2,006.25
S1	1,993.50	2,003.00

Download as Excel Spreadsheet

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

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