E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	2,087.00	2,091.75	4.75	0.2%	2,039.50
High	2,092.75	2,105.50	12.75	0.6%	2,096.25
Low	2,075.75	2,087.25	11.50	0.6%	2,038.75
Close	2,091.00	2,099.75	8.75	0.4%	2,095.50
Range	17.00	18.25	1.25	7.4%	57.50
ATR	22.27	21.98	-0.29	-1.3%	0.00
Volume	1,267,366	1,045,308	-222,058	-17.5%	5,306,277

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,152.25	2,144.25	2,109.75
R3	2,134.00	2,126.00	2,104.75
R2	2,115.75	2,115.75	2,103.00
R1	2,107.75	2,107.75	2,101.50	2,111.75
PP	2,097.50	2,097.50	2,097.50	2,099.50
S1	2,089.50	2,089.50	2,098.00	2,093.50
S2	2,079.25	2,079.25	2,096.50
S3	2,061.00	2,071.25	2,094.75
S4	2,042.75	2,053.00	2,089.75

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	2,105.50	2,066.75	38.75	1.8%	17.00	0.8%	85%	True	False	1,097,049
10	2,105.50	2,033.50	72.00	3.4%	20.75	1.0%	92%	True	False	1,156,300
20	2,107.00	2,033.25	73.75	3.5%	23.50	1.1%	90%	False	False	1,312,666
40	2,109.75	2,030.50	79.25	3.8%	21.25	1.0%	87%	False	False	825,827
60	2,109.75	1,966.00	143.75	6.8%	24.00	1.1%	93%	False	False	551,569
80	2,109.75	1,963.50	146.25	7.0%	25.25	1.2%	93%	False	False	414,248
100	2,109.75	1,954.25	155.50	7.4%	24.25	1.2%	94%	False	False	331,465
120	2,109.75	1,906.00	203.75	9.7%	23.00	1.1%	95%	False	False	276,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,183.00
2.618	2,153.25
1.618	2,135.00
1.000	2,123.75
0.618	2,116.75
HIGH	2,105.50
0.618	2,098.50
0.500	2,096.50
0.382	2,094.25
LOW	2,087.25
0.618	2,076.00
1.000	2,069.00
1.618	2,057.75
2.618	2,039.50
4.250	2,009.75

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	2,098.50	2,096.75
PP	2,097.50	2,093.75
S1	2,096.50	2,090.50

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