E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 2,116.75 2,112.50 -4.25 -0.2% 2,101.25
High 2,125.00 2,124.50 -0.50 0.0% 2,115.25
Low 2,111.75 2,108.00 -3.75 -0.2% 2,072.00
Close 2,114.75 2,120.50 5.75 0.3% 2,111.25
Range 13.25 16.50 3.25 24.5% 43.25
ATR 20.10 19.84 -0.26 -1.3% 0.00
Volume 3,099 3,675 576 18.6% 10,002
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 2,167.25 2,160.25 2,129.50
R3 2,150.75 2,143.75 2,125.00
R2 2,134.25 2,134.25 2,123.50
R1 2,127.25 2,127.25 2,122.00 2,130.75
PP 2,117.75 2,117.75 2,117.75 2,119.50
S1 2,110.75 2,110.75 2,119.00 2,114.25
S2 2,101.25 2,101.25 2,117.50
S3 2,084.75 2,094.25 2,116.00
S4 2,068.25 2,077.75 2,111.50
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 2,229.25 2,213.50 2,135.00
R3 2,186.00 2,170.25 2,123.25
R2 2,142.75 2,142.75 2,119.25
R1 2,127.00 2,127.00 2,115.25 2,135.00
PP 2,099.50 2,099.50 2,099.50 2,103.50
S1 2,083.75 2,083.75 2,107.25 2,091.50
S2 2,056.25 2,056.25 2,103.25
S3 2,013.00 2,040.50 2,099.25
S4 1,969.75 1,997.25 2,087.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,126.25 2,105.00 21.25 1.0% 13.50 0.6% 73% False False 3,383
10 2,126.25 2,072.00 54.25 2.6% 17.50 0.8% 89% False False 2,761
20 2,126.25 2,050.00 76.25 3.6% 20.25 1.0% 92% False False 2,555
40 2,126.25 2,027.00 99.25 4.7% 20.75 1.0% 94% False False 2,596
60 2,126.25 2,024.25 102.00 4.8% 21.25 1.0% 94% False False 1,858
80 2,126.25 1,968.00 158.25 7.5% 20.00 0.9% 96% False False 1,414
100 2,126.25 1,958.50 167.75 7.9% 21.50 1.0% 97% False False 1,149
120 2,126.25 1,951.00 175.25 8.3% 20.50 1.0% 97% False False 969
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,194.50
2.618 2,167.75
1.618 2,151.25
1.000 2,141.00
0.618 2,134.75
HIGH 2,124.50
0.618 2,118.25
0.500 2,116.25
0.382 2,114.25
LOW 2,108.00
0.618 2,097.75
1.000 2,091.50
1.618 2,081.25
2.618 2,064.75
4.250 2,038.00
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 2,119.00 2,119.50
PP 2,117.75 2,118.25
S1 2,116.25 2,117.00

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

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