E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 2,054.75 2,094.00 39.25 1.9% 2,037.25
High 2,094.75 2,105.50 10.75 0.5% 2,078.00
Low 2,052.00 2,090.50 38.50 1.9% 2,034.25
Close 2,094.50 2,102.00 7.50 0.4% 2,069.00
Range 42.75 15.00 -27.75 -64.9% 43.75
ATR 27.34 26.45 -0.88 -3.2% 0.00
Volume 1,333,579 955,518 -378,061 -28.3% 10,453,776
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,144.25 2,138.25 2,110.25
R3 2,129.25 2,123.25 2,106.00
R2 2,114.25 2,114.25 2,104.75
R1 2,108.25 2,108.25 2,103.50 2,111.25
PP 2,099.25 2,099.25 2,099.25 2,101.00
S1 2,093.25 2,093.25 2,100.50 2,096.25
S2 2,084.25 2,084.25 2,099.25
S3 2,069.25 2,078.25 2,098.00
S4 2,054.25 2,063.25 2,093.75
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,191.75 2,174.00 2,093.00
R3 2,148.00 2,130.25 2,081.00
R2 2,104.25 2,104.25 2,077.00
R1 2,086.50 2,086.50 2,073.00 2,095.50
PP 2,060.50 2,060.50 2,060.50 2,064.75
S1 2,042.75 2,042.75 2,065.00 2,051.50
S2 2,016.75 2,016.75 2,061.00
S3 1,973.00 1,999.00 2,057.00
S4 1,929.25 1,955.25 2,045.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,105.50 2,036.25 69.25 3.3% 31.00 1.5% 95% True False 1,647,630
10 2,105.50 2,034.25 71.25 3.4% 29.75 1.4% 95% True False 1,787,357
20 2,122.00 2,034.25 87.75 4.2% 26.00 1.2% 77% False False 1,608,987
40 2,126.25 2,034.25 92.00 4.4% 22.00 1.0% 74% False False 933,543
60 2,126.25 2,034.25 92.00 4.4% 21.75 1.0% 74% False False 623,184
80 2,126.25 2,026.00 100.25 4.8% 21.75 1.0% 76% False False 467,933
100 2,126.25 2,024.25 102.00 4.9% 21.25 1.0% 76% False False 374,383
120 2,126.25 1,968.00 158.25 7.5% 21.25 1.0% 85% False False 312,000
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 3.65
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,169.25
2.618 2,144.75
1.618 2,129.75
1.000 2,120.50
0.618 2,114.75
HIGH 2,105.50
0.618 2,099.75
0.500 2,098.00
0.382 2,096.25
LOW 2,090.50
0.618 2,081.25
1.000 2,075.50
1.618 2,066.25
2.618 2,051.25
4.250 2,026.75
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 2,100.75 2,093.00
PP 2,099.25 2,084.00
S1 2,098.00 2,075.00

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

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