E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	2,077.75	2,086.00	8.25	0.4%	2,039.50
High	2,087.00	2,096.25	9.25	0.4%	2,096.25
Low	2,066.75	2,083.00	16.25	0.8%	2,038.75
Close	2,085.75	2,095.50	9.75	0.5%	2,095.50
Range	20.25	13.25	-7.00	-34.6%	57.50
ATR	23.95	23.19	-0.76	-3.2%	0.00
Volume	1,211,778	880,529	-331,249	-27.3%	5,306,277

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,131.25	2,126.75	2,102.75
R3	2,118.00	2,113.50	2,099.25
R2	2,104.75	2,104.75	2,098.00
R1	2,100.25	2,100.25	2,096.75	2,102.50
PP	2,091.50	2,091.50	2,091.50	2,092.75
S1	2,087.00	2,087.00	2,094.25	2,089.25
S2	2,078.25	2,078.25	2,093.00
S3	2,065.00	2,073.75	2,091.75
S4	2,051.75	2,060.50	2,088.25

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,249.25	2,230.00	2,127.00
R3	2,191.75	2,172.50	2,111.25
R2	2,134.25	2,134.25	2,106.00
R1	2,115.00	2,115.00	2,100.75	2,124.50
PP	2,076.75	2,076.75	2,076.75	2,081.75
S1	2,057.50	2,057.50	2,090.25	2,067.00
S2	2,019.25	2,019.25	2,085.00
S3	1,961.75	2,000.00	2,079.75
S4	1,904.25	1,942.50	2,064.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,096.25	2,038.75	57.50	2.7%	21.50	1.0%	99%	True	False	1,061,255
10	2,096.25	2,033.50	62.75	3.0%	22.75	1.1%	99%	True	False	1,216,163
20	2,107.00	2,032.50	74.50	3.6%	25.00	1.2%	85%	False	False	1,404,027
40	2,109.75	2,030.50	79.25	3.8%	21.25	1.0%	82%	False	False	741,168
60	2,109.75	1,963.50	146.25	7.0%	25.25	1.2%	90%	False	False	495,248
80	2,109.75	1,954.25	155.50	7.4%	26.25	1.3%	91%	False	False	371,861
100	2,109.75	1,954.25	155.50	7.4%	24.00	1.1%	91%	False	False	297,548
120	2,109.75	1,845.00	264.75	12.6%	23.50	1.1%	95%	False	False	247,987

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.00
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	2,152.50
2.618	2,131.00
1.618	2,117.75
1.000	2,109.50
0.618	2,104.50
HIGH	2,096.25
0.618	2,091.25
0.500	2,089.50
0.382	2,088.00
LOW	2,083.00
0.618	2,074.75
1.000	2,069.75
1.618	2,061.50
2.618	2,048.25
4.250	2,026.75

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	2,093.50	2,090.50
PP	2,091.50	2,085.50
S1	2,089.50	2,080.50

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