E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 2,099.25 2,107.50 8.25 0.4% 2,081.00
High 2,114.50 2,114.75 0.25 0.0% 2,114.75
Low 2,087.50 2,103.00 15.50 0.7% 2,078.50
Close 2,107.00 2,111.75 4.75 0.2% 2,111.75
Range 27.00 11.75 -15.25 -56.5% 36.25
ATR 22.70 21.92 -0.78 -3.4% 0.00
Volume 1,362,552 958,312 -404,240 -29.7% 5,681,735
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,145.00 2,140.25 2,118.25
R3 2,133.25 2,128.50 2,115.00
R2 2,121.50 2,121.50 2,114.00
R1 2,116.75 2,116.75 2,112.75 2,119.00
PP 2,109.75 2,109.75 2,109.75 2,111.00
S1 2,105.00 2,105.00 2,110.75 2,107.50
S2 2,098.00 2,098.00 2,109.50
S3 2,086.25 2,093.25 2,108.50
S4 2,074.50 2,081.50 2,105.25
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 2,210.50 2,197.25 2,131.75
R3 2,174.25 2,161.00 2,121.75
R2 2,138.00 2,138.00 2,118.50
R1 2,124.75 2,124.75 2,115.00 2,131.50
PP 2,101.75 2,101.75 2,101.75 2,105.00
S1 2,088.50 2,088.50 2,108.50 2,095.00
S2 2,065.50 2,065.50 2,105.00
S3 2,029.25 2,052.25 2,101.75
S4 1,993.00 2,016.00 2,091.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,114.75 2,078.50 36.25 1.7% 19.75 0.9% 92% True False 1,136,347
10 2,114.75 2,064.50 50.25 2.4% 20.25 1.0% 94% True False 1,201,112
20 2,114.75 2,033.50 81.25 3.8% 21.50 1.0% 96% True False 1,208,637
40 2,114.75 2,030.50 84.25 4.0% 22.75 1.1% 96% True False 1,040,212
60 2,114.75 1,966.00 148.75 7.0% 22.75 1.1% 98% True False 694,838
80 2,114.75 1,963.50 151.25 7.2% 25.50 1.2% 98% True False 521,829
100 2,114.75 1,954.25 160.50 7.6% 25.00 1.2% 98% True False 417,623
120 2,114.75 1,954.25 160.50 7.6% 23.00 1.1% 98% True False 348,068
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 5.28
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 2,164.75
2.618 2,145.50
1.618 2,133.75
1.000 2,126.50
0.618 2,122.00
HIGH 2,114.75
0.618 2,110.25
0.500 2,109.00
0.382 2,107.50
LOW 2,103.00
0.618 2,095.75
1.000 2,091.25
1.618 2,084.00
2.618 2,072.25
4.250 2,053.00
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 2,110.75 2,107.00
PP 2,109.75 2,102.25
S1 2,109.00 2,097.50

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

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