E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 2,080.00 2,080.75 0.75 0.0% 2,107.00
High 2,084.75 2,108.00 23.25 1.1% 2,120.75
Low 2,068.75 2,080.00 11.25 0.5% 2,083.50
Close 2,080.00 2,107.00 27.00 1.3% 2,092.25
Range 16.00 28.00 12.00 75.0% 37.25
ATR 19.46 20.07 0.61 3.1% 0.00
Volume 1,449,695 1,665,519 215,824 14.9% 7,274,568
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 2,182.25 2,172.75 2,122.50
R3 2,154.25 2,144.75 2,114.75
R2 2,126.25 2,126.25 2,112.25
R1 2,116.75 2,116.75 2,109.50 2,121.50
PP 2,098.25 2,098.25 2,098.25 2,100.75
S1 2,088.75 2,088.75 2,104.50 2,093.50
S2 2,070.25 2,070.25 2,101.75
S3 2,042.25 2,060.75 2,099.25
S4 2,014.25 2,032.75 2,091.50
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 2,210.50 2,188.75 2,112.75
R3 2,173.25 2,151.50 2,102.50
R2 2,136.00 2,136.00 2,099.00
R1 2,114.25 2,114.25 2,095.75 2,106.50
PP 2,098.75 2,098.75 2,098.75 2,095.00
S1 2,077.00 2,077.00 2,088.75 2,069.25
S2 2,061.50 2,061.50 2,085.50
S3 2,024.25 2,039.75 2,082.00
S4 1,987.00 2,002.50 2,071.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,116.50 2,068.75 47.75 2.3% 21.00 1.0% 80% False False 1,516,815
10 2,122.75 2,068.75 54.00 2.6% 19.25 0.9% 71% False False 1,445,523
20 2,134.00 2,068.75 65.25 3.1% 18.25 0.9% 59% False False 1,264,770
40 2,134.00 2,057.00 77.00 3.7% 20.75 1.0% 65% False False 1,305,742
60 2,134.00 2,033.25 100.75 4.8% 21.75 1.0% 73% False False 1,320,491
80 2,134.00 2,030.50 103.50 4.9% 21.00 1.0% 74% False False 1,052,746
100 2,134.00 1,963.50 170.50 8.1% 23.00 1.1% 84% False False 842,857
120 2,134.00 1,959.00 175.00 8.3% 24.00 1.1% 85% False False 702,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,227.00
2.618 2,181.25
1.618 2,153.25
1.000 2,136.00
0.618 2,125.25
HIGH 2,108.00
0.618 2,097.25
0.500 2,094.00
0.382 2,090.75
LOW 2,080.00
0.618 2,062.75
1.000 2,052.00
1.618 2,034.75
2.618 2,006.75
4.250 1,961.00
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 2,102.75 2,100.75
PP 2,098.25 2,094.50
S1 2,094.00 2,088.50

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

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