E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 2,109.25 2,101.00 -8.25 -0.4% 2,118.00
High 2,113.75 2,104.00 -9.75 -0.5% 2,126.25
Low 2,091.50 2,069.75 -21.75 -1.0% 2,069.75
Close 2,098.50 2,077.50 -21.00 -1.0% 2,077.50
Range 22.25 34.25 12.00 53.9% 56.50
ATR 21.58 22.48 0.91 4.2% 0.00
Volume 1,437,249 1,669,725 232,476 16.2% 6,478,297
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,186.50 2,166.25 2,096.25
R3 2,152.25 2,132.00 2,087.00
R2 2,118.00 2,118.00 2,083.75
R1 2,097.75 2,097.75 2,080.75 2,090.75
PP 2,083.75 2,083.75 2,083.75 2,080.25
S1 2,063.50 2,063.50 2,074.25 2,056.50
S2 2,049.50 2,049.50 2,071.25
S3 2,015.25 2,029.25 2,068.00
S4 1,981.00 1,995.00 2,058.75
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,260.75 2,225.50 2,108.50
R3 2,204.25 2,169.00 2,093.00
R2 2,147.75 2,147.75 2,087.75
R1 2,112.50 2,112.50 2,082.75 2,102.00
PP 2,091.25 2,091.25 2,091.25 2,085.75
S1 2,056.00 2,056.00 2,072.25 2,045.50
S2 2,034.75 2,034.75 2,067.25
S3 1,978.25 1,999.50 2,062.00
S4 1,921.75 1,943.00 2,046.50
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 2,069.75 56.50 2.7% 18.75 0.9% 14% False True 1,295,659
10 2,126.25 2,052.00 74.25 3.6% 18.75 0.9% 34% False False 1,192,606
20 2,126.25 2,034.25 92.00 4.4% 24.00 1.1% 47% False False 1,556,238
40 2,126.25 2,034.25 92.00 4.4% 22.00 1.1% 47% False False 1,173,406
60 2,126.25 2,034.25 92.00 4.4% 21.50 1.0% 47% False False 783,397
80 2,126.25 2,031.25 95.00 4.6% 21.00 1.0% 49% False False 588,279
100 2,126.25 2,024.25 102.00 4.9% 21.75 1.0% 52% False False 470,750
120 2,126.25 2,007.25 119.00 5.7% 20.50 1.0% 59% False False 392,306
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 3.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,249.50
2.618 2,193.75
1.618 2,159.50
1.000 2,138.25
0.618 2,125.25
HIGH 2,104.00
0.618 2,091.00
0.500 2,087.00
0.382 2,082.75
LOW 2,069.75
0.618 2,048.50
1.000 2,035.50
1.618 2,014.25
2.618 1,980.00
4.250 1,924.25
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 2,087.00 2,091.75
PP 2,083.75 2,087.00
S1 2,080.50 2,082.25

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

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