E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 2,071.50 2,068.50 -3.00 -0.1% 2,052.75
High 2,082.75 2,080.25 -2.50 -0.1% 2,081.75
Low 2,066.00 2,064.50 -1.50 -0.1% 2,033.50
Close 2,067.75 2,076.00 8.25 0.4% 2,059.50
Range 16.75 15.75 -1.00 -6.0% 48.25
ATR 24.89 24.24 -0.65 -2.6% 0.00
Volume 1,048,474 1,217,049 168,575 16.1% 5,696,502
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,120.75 2,114.25 2,084.75
R3 2,105.00 2,098.50 2,080.25
R2 2,089.25 2,089.25 2,079.00
R1 2,082.75 2,082.75 2,077.50 2,086.00
PP 2,073.50 2,073.50 2,073.50 2,075.25
S1 2,067.00 2,067.00 2,074.50 2,070.25
S2 2,057.75 2,057.75 2,073.00
S3 2,042.00 2,051.25 2,071.75
S4 2,026.25 2,035.50 2,067.25
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,203.00 2,179.50 2,086.00
R3 2,154.75 2,131.25 2,072.75
R2 2,106.50 2,106.50 2,068.25
R1 2,083.00 2,083.00 2,064.00 2,094.75
PP 2,058.25 2,058.25 2,058.25 2,064.00
S1 2,034.75 2,034.75 2,055.00 2,046.50
S2 2,010.00 2,010.00 2,050.75
S3 1,961.75 1,986.50 2,046.25
S4 1,913.50 1,938.25 2,033.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,082.75 2,033.50 49.25 2.4% 24.25 1.2% 86% False False 1,215,551
10 2,089.25 2,033.25 56.00 2.7% 25.50 1.2% 76% False False 1,368,899
20 2,107.00 2,030.50 76.50 3.7% 25.50 1.2% 59% False False 1,357,701
40 2,109.75 2,030.50 79.25 3.8% 21.75 1.0% 57% False False 688,999
60 2,109.75 1,963.50 146.25 7.0% 26.25 1.3% 77% False False 460,440
80 2,109.75 1,954.25 155.50 7.5% 26.50 1.3% 78% False False 345,711
100 2,109.75 1,954.25 155.50 7.5% 24.00 1.2% 78% False False 276,629
120 2,109.75 1,806.50 303.25 14.6% 24.00 1.2% 89% False False 230,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.45
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,147.25
2.618 2,121.50
1.618 2,105.75
1.000 2,096.00
0.618 2,090.00
HIGH 2,080.25
0.618 2,074.25
0.500 2,072.50
0.382 2,070.50
LOW 2,064.50
0.618 2,054.75
1.000 2,048.75
1.618 2,039.00
2.618 2,023.25
4.250 1,997.50
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 2,074.75 2,071.00
PP 2,073.50 2,065.75
S1 2,072.50 2,060.75

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

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