E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 2,068.50 2,077.75 9.25 0.4% 2,052.75
High 2,080.25 2,087.00 6.75 0.3% 2,081.75
Low 2,064.50 2,066.75 2.25 0.1% 2,033.50
Close 2,076.00 2,085.75 9.75 0.5% 2,059.50
Range 15.75 20.25 4.50 28.6% 48.25
ATR 24.24 23.95 -0.28 -1.2% 0.00
Volume 1,217,049 1,211,778 -5,271 -0.4% 5,696,502
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,140.50 2,133.50 2,097.00
R3 2,120.25 2,113.25 2,091.25
R2 2,100.00 2,100.00 2,089.50
R1 2,093.00 2,093.00 2,087.50 2,096.50
PP 2,079.75 2,079.75 2,079.75 2,081.50
S1 2,072.75 2,072.75 2,084.00 2,076.25
S2 2,059.50 2,059.50 2,082.00
S3 2,039.25 2,052.50 2,080.25
S4 2,019.00 2,032.25 2,074.50
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 2,087.00 2,038.75 48.25 2.3% 23.00 1.1% 97% True False 1,094,131
10 2,087.00 2,033.25 53.75 2.6% 24.00 1.1% 98% True False 1,312,332
20 2,107.00 2,030.75 76.25 3.7% 25.75 1.2% 72% False False 1,401,688
40 2,109.75 2,030.50 79.25 3.8% 21.50 1.0% 70% False False 719,263
60 2,109.75 1,963.50 146.25 7.0% 26.00 1.2% 84% False False 480,599
80 2,109.75 1,954.25 155.50 7.5% 26.50 1.3% 85% False False 360,856
100 2,109.75 1,954.25 155.50 7.5% 24.00 1.2% 85% False False 288,745
120 2,109.75 1,809.50 300.25 14.4% 23.75 1.1% 92% False False 240,656
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,173.00
2.618 2,140.00
1.618 2,119.75
1.000 2,107.25
0.618 2,099.50
HIGH 2,087.00
0.618 2,079.25
0.500 2,077.00
0.382 2,074.50
LOW 2,066.75
0.618 2,054.25
1.000 2,046.50
1.618 2,034.00
2.618 2,013.75
4.250 1,980.75
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 2,082.75 2,082.50
PP 2,079.75 2,079.00
S1 2,077.00 2,075.75

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

View Archives - Comment on this page... - Back to Index of Symbols