E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 2,072.00 2,100.75 28.75 1.4% 2,098.75
High 2,101.25 2,101.75 0.50 0.0% 2,107.00
Low 2,071.75 2,070.75 -1.00 0.0% 2,062.00
Close 2,099.75 2,079.75 -20.00 -1.0% 2,073.50
Range 29.50 31.00 1.50 5.1% 45.00
ATR 22.50 23.11 0.61 2.7% 0.00
Volume 1,198,912 1,783,349 584,437 48.7% 7,429,492
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,177.00 2,159.50 2,096.75
R3 2,146.00 2,128.50 2,088.25
R2 2,115.00 2,115.00 2,085.50
R1 2,097.50 2,097.50 2,082.50 2,090.75
PP 2,084.00 2,084.00 2,084.00 2,080.75
S1 2,066.50 2,066.50 2,077.00 2,059.75
S2 2,053.00 2,053.00 2,074.00
S3 2,022.00 2,035.50 2,071.25
S4 1,991.00 2,004.50 2,062.75
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,215.75 2,189.75 2,098.25
R3 2,170.75 2,144.75 2,086.00
R2 2,125.75 2,125.75 2,081.75
R1 2,099.75 2,099.75 2,077.50 2,090.25
PP 2,080.75 2,080.75 2,080.75 2,076.00
S1 2,054.75 2,054.75 2,069.50 2,045.25
S2 2,035.75 2,035.75 2,065.25
S3 1,990.75 2,009.75 2,061.00
S4 1,945.75 1,964.75 2,048.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,107.00 2,062.00 45.00 2.2% 27.00 1.3% 39% False False 1,514,353
10 2,109.25 2,062.00 47.25 2.3% 22.25 1.1% 38% False False 1,469,794
20 2,126.25 2,056.50 69.75 3.4% 20.25 1.0% 33% False False 1,392,125
40 2,126.25 2,034.25 92.00 4.4% 23.25 1.1% 49% False False 1,500,556
60 2,126.25 2,034.25 92.00 4.4% 21.50 1.0% 49% False False 1,086,403
80 2,126.25 2,034.25 92.00 4.4% 21.50 1.0% 49% False False 815,419
100 2,126.25 2,026.00 100.25 4.8% 21.50 1.0% 54% False False 652,771
120 2,126.25 2,024.25 102.00 4.9% 21.00 1.0% 54% False False 544,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,233.50
2.618 2,183.00
1.618 2,152.00
1.000 2,132.75
0.618 2,121.00
HIGH 2,101.75
0.618 2,090.00
0.500 2,086.25
0.382 2,082.50
LOW 2,070.75
0.618 2,051.50
1.000 2,039.75
1.618 2,020.50
2.618 1,989.50
4.250 1,939.00
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 2,086.25 2,082.00
PP 2,084.00 2,081.25
S1 2,082.00 2,080.50

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

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