E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	2,084.00	2,088.50	4.50	0.2%	2,044.50
High	2,091.00	2,090.25	-0.75	0.0%	2,087.00
Low	2,073.25	2,081.25	8.00	0.4%	2,029.00
Close	2,088.25	2,087.75	-0.50	0.0%	2,085.75
Range	17.75	9.00	-8.75	-49.3%	58.00
ATR	28.35	26.96	-1.38	-4.9%	0.00
Volume	2,238	3,615	1,377	61.5%	11,767

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,113.50	2,109.50	2,092.75
R3	2,104.50	2,100.50	2,090.25
R2	2,095.50	2,095.50	2,089.50
R1	2,091.50	2,091.50	2,088.50	2,089.00
PP	2,086.50	2,086.50	2,086.50	2,085.00
S1	2,082.50	2,082.50	2,087.00	2,080.00
S2	2,077.50	2,077.50	2,086.00
S3	2,068.50	2,073.50	2,085.25
S4	2,059.50	2,064.50	2,082.75

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,241.25	2,221.50	2,117.75
R3	2,183.25	2,163.50	2,101.75
R2	2,125.25	2,125.25	2,096.50
R1	2,105.50	2,105.50	2,091.00	2,115.50
PP	2,067.25	2,067.25	2,067.25	2,072.25
S1	2,047.50	2,047.50	2,080.50	2,057.50
S2	2,009.25	2,009.25	2,075.00
S3	1,951.25	1,989.50	2,069.75
S4	1,893.25	1,931.50	2,053.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,091.00	2,045.50	45.50	2.2%	18.50	0.9%	93%	False	False	2,903
10	2,091.00	2,013.75	77.25	3.7%	21.75	1.0%	96%	False	False	2,804
20	2,091.00	1,966.00	125.00	6.0%	28.75	1.4%	97%	False	False	3,008
40	2,091.00	1,963.50	127.50	6.1%	28.00	1.3%	97%	False	False	2,725
60	2,091.00	1,954.25	136.75	6.6%	26.25	1.3%	98%	False	False	1,948
80	2,091.00	1,910.50	180.50	8.6%	23.75	1.1%	98%	False	False	1,521
100	2,091.00	1,806.50	284.50	13.6%	25.00	1.2%	99%	False	False	1,242
120	2,091.00	1,806.50	284.50	13.6%	22.50	1.1%	99%	False	False	1,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.15
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2,128.50
2.618	2,113.75
1.618	2,104.75
1.000	2,099.25
0.618	2,095.75
HIGH	2,090.25
0.618	2,086.75
0.500	2,085.75
0.382	2,084.75
LOW	2,081.25
0.618	2,075.75
1.000	2,072.25
1.618	2,066.75
2.618	2,057.75
4.250	2,043.00

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	2,087.00	2,086.00
PP	2,086.50	2,084.00
S1	2,085.75	2,082.00

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