E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 2,088.75 2,077.50 -11.25 -0.5% 2,034.50
High 2,093.25 2,081.50 -11.75 -0.6% 2,099.00
Low 2,076.00 2,045.00 -31.00 -1.5% 2,031.00
Close 2,077.50 2,046.25 -31.25 -1.5% 2,092.00
Range 17.25 36.50 19.25 111.6% 68.00
ATR 21.00 22.11 1.11 5.3% 0.00
Volume 400 1,769 1,369 342.3% 2,139
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,167.00 2,143.25 2,066.25
R3 2,130.50 2,106.75 2,056.25
R2 2,094.00 2,094.00 2,053.00
R1 2,070.25 2,070.25 2,049.50 2,064.00
PP 2,057.50 2,057.50 2,057.50 2,054.50
S1 2,033.75 2,033.75 2,043.00 2,027.50
S2 2,021.00 2,021.00 2,039.50
S3 1,984.50 1,997.25 2,036.25
S4 1,948.00 1,960.75 2,026.25
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 2,278.00 2,253.00 2,129.50
R3 2,210.00 2,185.00 2,110.75
R2 2,142.00 2,142.00 2,104.50
R1 2,117.00 2,117.00 2,098.25 2,129.50
PP 2,074.00 2,074.00 2,074.00 2,080.25
S1 2,049.00 2,049.00 2,085.75 2,061.50
S2 2,006.00 2,006.00 2,079.50
S3 1,938.00 1,981.00 2,073.25
S4 1,870.00 1,913.00 2,054.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,099.25 2,045.00 54.25 2.7% 23.00 1.1% 2% False True 716
10 2,099.25 2,024.25 75.00 3.7% 26.50 1.3% 29% False False 492
20 2,099.50 2,024.25 75.25 3.7% 21.25 1.0% 29% False False 316
40 2,104.00 1,968.00 136.00 6.6% 20.00 1.0% 58% False False 199
60 2,104.00 1,958.50 145.50 7.1% 21.75 1.1% 60% False False 162
80 2,104.00 1,951.00 153.00 7.5% 20.00 1.0% 62% False False 138
100 2,104.00 1,936.00 168.00 8.2% 17.00 0.8% 66% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,236.50
2.618 2,177.00
1.618 2,140.50
1.000 2,118.00
0.618 2,104.00
HIGH 2,081.50
0.618 2,067.50
0.500 2,063.25
0.382 2,059.00
LOW 2,045.00
0.618 2,022.50
1.000 2,008.50
1.618 1,986.00
2.618 1,949.50
4.250 1,890.00
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 2,063.25 2,072.00
PP 2,057.50 2,063.50
S1 2,052.00 2,055.00

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

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