E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 2,095.25 2,087.00 -8.25 -0.4% 2,039.50
High 2,101.25 2,092.75 -8.50 -0.4% 2,096.25
Low 2,085.25 2,075.75 -9.50 -0.5% 2,038.75
Close 2,086.50 2,091.00 4.50 0.2% 2,095.50
Range 16.00 17.00 1.00 6.3% 57.50
ATR 22.67 22.27 -0.41 -1.8% 0.00
Volume 1,080,267 1,267,366 187,099 17.3% 5,306,277
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,137.50 2,131.25 2,100.25
R3 2,120.50 2,114.25 2,095.75
R2 2,103.50 2,103.50 2,094.00
R1 2,097.25 2,097.25 2,092.50 2,100.50
PP 2,086.50 2,086.50 2,086.50 2,088.00
S1 2,080.25 2,080.25 2,089.50 2,083.50
S2 2,069.50 2,069.50 2,088.00
S3 2,052.50 2,063.25 2,086.25
S4 2,035.50 2,046.25 2,081.75
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 2,101.25 2,064.50 36.75 1.8% 16.50 0.8% 72% False False 1,131,397
10 2,101.25 2,033.50 67.75 3.2% 21.00 1.0% 85% False False 1,211,404
20 2,107.00 2,033.25 73.75 3.5% 23.50 1.1% 78% False False 1,349,990
40 2,109.75 2,030.50 79.25 3.8% 21.00 1.0% 76% False False 799,751
60 2,109.75 1,963.50 146.25 7.0% 24.50 1.2% 87% False False 534,267
80 2,109.75 1,959.00 150.75 7.2% 25.50 1.2% 88% False False 401,192
100 2,109.75 1,954.25 155.50 7.4% 24.25 1.2% 88% False False 321,013
120 2,109.75 1,876.00 233.75 11.2% 23.25 1.1% 92% False False 267,550
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 4.85
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,165.00
2.618 2,137.25
1.618 2,120.25
1.000 2,109.75
0.618 2,103.25
HIGH 2,092.75
0.618 2,086.25
0.500 2,084.25
0.382 2,082.25
LOW 2,075.75
0.618 2,065.25
1.000 2,058.75
1.618 2,048.25
2.618 2,031.25
4.250 2,003.50
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 2,088.75 2,090.25
PP 2,086.50 2,089.25
S1 2,084.25 2,088.50

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

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