E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 1,987.00 2,011.25 24.25 1.2% 2,026.25
High 2,012.25 2,012.00 -0.25 0.0% 2,047.25
Low 1,974.75 1,978.50 3.75 0.2% 1,974.75
Close 2,010.75 1,980.75 -30.00 -1.5% 1,980.75
Range 37.50 33.50 -4.00 -10.7% 72.50
ATR 32.81 32.86 0.05 0.1% 0.00
Volume 3,435 3,171 -264 -7.7% 14,527
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,091.00 2,069.25 1,999.25
R3 2,057.50 2,035.75 1,990.00
R2 2,024.00 2,024.00 1,987.00
R1 2,002.25 2,002.25 1,983.75 1,996.50
PP 1,990.50 1,990.50 1,990.50 1,987.50
S1 1,968.75 1,968.75 1,977.75 1,963.00
S2 1,957.00 1,957.00 1,974.50
S3 1,923.50 1,935.25 1,971.50
S4 1,890.00 1,901.75 1,962.25
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,218.50 2,172.00 2,020.50
R3 2,146.00 2,099.50 2,000.75
R2 2,073.50 2,073.50 1,994.00
R1 2,027.00 2,027.00 1,987.50 2,014.00
PP 2,001.00 2,001.00 2,001.00 1,994.50
S1 1,954.50 1,954.50 1,974.00 1,941.50
S2 1,928.50 1,928.50 1,967.50
S3 1,856.00 1,882.00 1,960.75
S4 1,783.50 1,809.50 1,941.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,047.25 1,974.75 72.50 3.7% 39.00 2.0% 8% False False 2,905
10 2,054.25 1,963.50 90.75 4.6% 35.00 1.8% 19% False False 3,581
20 2,060.00 1,963.50 96.50 4.9% 35.75 1.8% 18% False False 2,981
40 2,081.25 1,954.25 127.00 6.4% 29.75 1.5% 21% False False 1,959
60 2,081.25 1,954.25 127.00 6.4% 23.75 1.2% 21% False False 1,395
80 2,081.25 1,806.50 274.75 13.9% 25.50 1.3% 63% False False 1,096
100 2,081.25 1,806.50 274.75 13.9% 23.50 1.2% 63% False False 885
120 2,081.25 1,806.50 274.75 13.9% 20.50 1.0% 63% False False 739
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,154.50
2.618 2,099.75
1.618 2,066.25
1.000 2,045.50
0.618 2,032.75
HIGH 2,012.00
0.618 1,999.25
0.500 1,995.25
0.382 1,991.25
LOW 1,978.50
0.618 1,957.75
1.000 1,945.00
1.618 1,924.25
2.618 1,890.75
4.250 1,836.00
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 1,995.25 2,006.25
PP 1,990.50 1,997.75
S1 1,985.50 1,989.25

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

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