E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 2,097.75 2,094.00 -3.75 -0.2% 2,043.25
High 2,107.00 2,101.00 -6.00 -0.3% 2,106.75
Low 2,093.25 2,083.00 -10.25 -0.5% 2,037.25
Close 2,094.75 2,085.00 -9.75 -0.5% 2,099.25
Range 13.75 18.00 4.25 30.9% 69.50
ATR 23.83 23.41 -0.42 -1.7% 0.00
Volume 957,576 1,193,863 236,287 24.7% 8,418,082
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,143.75 2,132.25 2,095.00
R3 2,125.75 2,114.25 2,090.00
R2 2,107.75 2,107.75 2,088.25
R1 2,096.25 2,096.25 2,086.75 2,093.00
PP 2,089.75 2,089.75 2,089.75 2,088.00
S1 2,078.25 2,078.25 2,083.25 2,075.00
S2 2,071.75 2,071.75 2,081.75
S3 2,053.75 2,060.25 2,080.00
S4 2,035.75 2,042.25 2,075.00
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,289.50 2,264.00 2,137.50
R3 2,220.00 2,194.50 2,118.25
R2 2,150.50 2,150.50 2,112.00
R1 2,125.00 2,125.00 2,105.50 2,137.75
PP 2,081.00 2,081.00 2,081.00 2,087.50
S1 2,055.50 2,055.50 2,093.00 2,068.25
S2 2,011.50 2,011.50 2,086.50
S3 1,942.00 1,986.00 2,080.25
S4 1,872.50 1,916.50 2,061.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,107.00 2,052.25 54.75 2.6% 26.25 1.3% 60% False False 1,415,816
10 2,107.00 2,030.50 76.50 3.7% 25.25 1.2% 71% False False 1,346,502
20 2,109.75 2,030.50 79.25 3.8% 22.00 1.1% 69% False False 691,262
40 2,109.75 1,966.00 143.75 6.9% 24.00 1.2% 83% False False 347,579
60 2,109.75 1,963.50 146.25 7.0% 26.25 1.3% 83% False False 232,622
80 2,109.75 1,954.25 155.50 7.5% 25.25 1.2% 84% False False 174,634
100 2,109.75 1,946.25 163.50 7.8% 23.00 1.1% 85% False False 139,765
120 2,109.75 1,806.50 303.25 14.5% 24.50 1.2% 92% False False 116,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,177.50
2.618 2,148.00
1.618 2,130.00
1.000 2,119.00
0.618 2,112.00
HIGH 2,101.00
0.618 2,094.00
0.500 2,092.00
0.382 2,090.00
LOW 2,083.00
0.618 2,072.00
1.000 2,065.00
1.618 2,054.00
2.618 2,036.00
4.250 2,006.50
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 2,092.00 2,092.50
PP 2,089.75 2,090.00
S1 2,087.25 2,087.50

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

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