E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 2,105.75 2,114.75 9.00 0.4% 2,076.50
High 2,122.00 2,120.50 -1.50 -0.1% 2,119.25
Low 2,103.50 2,111.25 7.75 0.4% 2,062.00
Close 2,112.75 2,116.50 3.75 0.2% 2,097.75
Range 18.50 9.25 -9.25 -50.0% 57.25
ATR 21.38 20.51 -0.87 -4.1% 0.00
Volume 1,095,709 837,133 -258,576 -23.6% 8,377,617
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 2,143.75 2,139.50 2,121.50
R3 2,134.50 2,130.25 2,119.00
R2 2,125.25 2,125.25 2,118.25
R1 2,121.00 2,121.00 2,117.25 2,123.00
PP 2,116.00 2,116.00 2,116.00 2,117.25
S1 2,111.75 2,111.75 2,115.75 2,114.00
S2 2,106.75 2,106.75 2,114.75
S3 2,097.50 2,102.50 2,114.00
S4 2,088.25 2,093.25 2,111.50
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 2,264.75 2,238.50 2,129.25
R3 2,207.50 2,181.25 2,113.50
R2 2,150.25 2,150.25 2,108.25
R1 2,124.00 2,124.00 2,103.00 2,137.00
PP 2,093.00 2,093.00 2,093.00 2,099.50
S1 2,066.75 2,066.75 2,092.50 2,080.00
S2 2,035.75 2,035.75 2,087.25
S3 1,978.50 2,009.50 2,082.00
S4 1,921.25 1,952.25 2,066.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,122.00 2,078.75 43.25 2.0% 21.25 1.0% 87% False False 1,330,641
10 2,122.00 2,062.00 60.00 2.8% 21.00 1.0% 91% False False 1,309,564
20 2,122.00 2,061.00 61.00 2.9% 19.75 0.9% 91% False False 672,522
40 2,126.25 2,050.00 76.25 3.6% 20.25 1.0% 87% False False 337,558
60 2,126.25 2,027.00 99.25 4.7% 20.25 1.0% 90% False False 225,973
80 2,126.25 2,024.25 102.00 4.8% 21.25 1.0% 90% False False 169,614
100 2,126.25 1,980.25 146.00 6.9% 19.75 0.9% 93% False False 135,707
120 2,126.25 1,958.50 167.75 7.9% 21.25 1.0% 94% False False 113,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.68
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,159.75
2.618 2,144.75
1.618 2,135.50
1.000 2,129.75
0.618 2,126.25
HIGH 2,120.50
0.618 2,117.00
0.500 2,116.00
0.382 2,114.75
LOW 2,111.25
0.618 2,105.50
1.000 2,102.00
1.618 2,096.25
2.618 2,087.00
4.250 2,072.00
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 2,116.25 2,114.25
PP 2,116.00 2,111.75
S1 2,116.00 2,109.50

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

View Archives - Comment on this page... - Back to Index of Symbols