E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 2,009.50 2,002.00 -7.50 -0.4% 2,037.00
High 2,012.25 2,019.75 7.50 0.4% 2,054.75
Low 1,974.50 1,971.75 -2.75 -0.1% 1,977.50
Close 2,000.00 1,981.75 -18.25 -0.9% 2,028.00
Range 37.75 48.00 10.25 27.2% 77.25
ATR 28.52 29.91 1.39 4.9% 0.00
Volume 2,199 4,317 2,118 96.3% 11,269
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,135.00 2,106.50 2,008.25
R3 2,087.00 2,058.50 1,995.00
R2 2,039.00 2,039.00 1,990.50
R1 2,010.50 2,010.50 1,986.25 2,000.75
PP 1,991.00 1,991.00 1,991.00 1,986.25
S1 1,962.50 1,962.50 1,977.25 1,952.75
S2 1,943.00 1,943.00 1,973.00
S3 1,895.00 1,914.50 1,968.50
S4 1,847.00 1,866.50 1,955.25
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 1,971.75 83.00 4.2% 39.75 2.0% 12% False True 2,599
10 2,060.00 1,971.75 88.25 4.5% 36.75 1.9% 11% False True 2,382
20 2,081.25 1,959.00 122.25 6.2% 29.00 1.5% 19% False False 1,968
40 2,081.25 1,954.25 127.00 6.4% 23.75 1.2% 22% False False 1,132
60 2,081.25 1,876.00 205.25 10.4% 22.00 1.1% 52% False False 833
80 2,081.25 1,806.50 274.75 13.9% 23.50 1.2% 64% False False 655
100 2,081.25 1,806.50 274.75 13.9% 20.50 1.0% 64% False False 528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,223.75
2.618 2,145.50
1.618 2,097.50
1.000 2,067.75
0.618 2,049.50
HIGH 2,019.75
0.618 2,001.50
0.500 1,995.75
0.382 1,990.00
LOW 1,971.75
0.618 1,942.00
1.000 1,923.75
1.618 1,894.00
2.618 1,846.00
4.250 1,767.75
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 1,995.75 2,008.00
PP 1,991.00 1,999.25
S1 1,986.50 1,990.50

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

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