E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 2,109.00 2,103.00 -6.00 -0.3% 2,094.25
High 2,116.75 2,115.25 -1.50 -0.1% 2,108.00
Low 2,104.75 2,102.00 -2.75 -0.1% 2,066.25
Close 2,107.75 2,113.25 5.50 0.3% 2,104.25
Range 12.00 13.25 1.25 10.4% 41.75
ATR 18.26 17.90 -0.36 -2.0% 0.00
Volume 115 78 -37 -32.2% 2,264
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 2,150.00 2,144.75 2,120.50
R3 2,136.75 2,131.50 2,117.00
R2 2,123.50 2,123.50 2,115.75
R1 2,118.25 2,118.25 2,114.50 2,121.00
PP 2,110.25 2,110.25 2,110.25 2,111.50
S1 2,105.00 2,105.00 2,112.00 2,107.50
S2 2,097.00 2,097.00 2,110.75
S3 2,083.75 2,091.75 2,109.50
S4 2,070.50 2,078.50 2,106.00
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 2,218.00 2,203.00 2,127.25
R3 2,176.25 2,161.25 2,115.75
R2 2,134.50 2,134.50 2,112.00
R1 2,119.50 2,119.50 2,108.00 2,127.00
PP 2,092.75 2,092.75 2,092.75 2,096.50
S1 2,077.75 2,077.75 2,100.50 2,085.25
S2 2,051.00 2,051.00 2,096.50
S3 2,009.25 2,036.00 2,092.75
S4 1,967.50 1,994.25 2,081.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,118.50 2,098.75 19.75 0.9% 11.50 0.5% 73% False False 114
10 2,118.50 2,066.25 52.25 2.5% 15.25 0.7% 90% False False 276
20 2,118.50 2,043.75 74.75 3.5% 17.50 0.8% 93% False False 316
40 2,118.50 2,023.75 94.75 4.5% 17.50 0.8% 94% False False 195
60 2,118.50 2,018.75 99.75 4.7% 16.75 0.8% 95% False False 142
80 2,118.50 1,956.25 162.25 7.7% 15.50 0.7% 97% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,171.50
2.618 2,150.00
1.618 2,136.75
1.000 2,128.50
0.618 2,123.50
HIGH 2,115.25
0.618 2,110.25
0.500 2,108.50
0.382 2,107.00
LOW 2,102.00
0.618 2,093.75
1.000 2,088.75
1.618 2,080.50
2.618 2,067.25
4.250 2,045.75
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 2,111.75 2,112.25
PP 2,110.25 2,111.25
S1 2,108.50 2,110.25

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

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