E-mini S&P 500 Future September 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	1,963.75	1,953.25	-10.50	-0.5%	1,916.75
High	1,974.25	1,983.00	8.75	0.4%	1,992.00
Low	1,946.50	1,945.00	-1.50	-0.1%	1,915.75
Close	1,954.00	1,979.75	25.75	1.3%	1,960.25
Range	27.75	38.00	10.25	36.9%	76.25
ATR	41.84	41.56	-0.27	-0.7%	0.00
Volume	893,365	1,034,822	141,457	15.8%	7,340,521

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,083.25	2,069.50	2,000.75
R3	2,045.25	2,031.50	1,990.25
R2	2,007.25	2,007.25	1,986.75
R1	1,993.50	1,993.50	1,983.25	2,000.50
PP	1,969.25	1,969.25	1,969.25	1,972.75
S1	1,955.50	1,955.50	1,976.25	1,962.50
S2	1,931.25	1,931.25	1,972.75
S3	1,893.25	1,917.50	1,969.25
S4	1,855.25	1,879.50	1,958.75

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,184.75	2,148.75	2,002.25
R3	2,108.50	2,072.50	1,981.25
R2	2,032.25	2,032.25	1,974.25
R1	1,996.25	1,996.25	1,967.25	2,014.25
PP	1,956.00	1,956.00	1,956.00	1,965.00
S1	1,920.00	1,920.00	1,953.25	1,938.00
S2	1,879.75	1,879.75	1,946.25
S3	1,803.50	1,843.75	1,939.25
S4	1,727.25	1,767.50	1,918.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,992.00	1,928.50	63.50	3.2%	37.25	1.9%	81%	False	False	1,477,614
10	1,992.00	1,898.75	93.25	4.7%	42.25	2.1%	87%	False	False	1,846,267
20	2,103.75	1,831.00	272.75	13.8%	50.25	2.5%	55%	False	False	2,393,434
40	2,125.00	1,831.00	294.00	14.9%	36.75	1.9%	51%	False	False	1,945,929
60	2,126.25	1,831.00	295.25	14.9%	32.00	1.6%	50%	False	False	1,795,590
80	2,126.25	1,831.00	295.25	14.9%	29.25	1.5%	50%	False	False	1,490,753
100	2,126.25	1,831.00	295.25	14.9%	27.50	1.4%	50%	False	False	1,193,113
120	2,126.25	1,831.00	295.25	14.9%	26.50	1.3%	50%	False	False	994,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,144.50
2.618	2,082.50
1.618	2,044.50
1.000	2,021.00
0.618	2,006.50
HIGH	1,983.00
0.618	1,968.50
0.500	1,964.00
0.382	1,959.50
LOW	1,945.00
0.618	1,921.50
1.000	1,907.00
1.618	1,883.50
2.618	1,845.50
4.250	1,783.50

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	1,974.50	1,973.25
PP	1,969.25	1,966.75
S1	1,964.00	1,960.00

Download as Excel Spreadsheet

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

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