E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 2,103.00 2,113.25 10.25 0.5% 2,105.00
High 2,115.25 2,115.00 -0.25 0.0% 2,118.50
Low 2,102.00 2,109.00 7.00 0.3% 2,100.00
Close 2,113.25 2,109.75 -3.50 -0.2% 2,109.75
Range 13.25 6.00 -7.25 -54.7% 18.50
ATR 17.90 17.05 -0.85 -4.7% 0.00
Volume 78 220 142 182.1% 583
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 2,129.25 2,125.50 2,113.00
R3 2,123.25 2,119.50 2,111.50
R2 2,117.25 2,117.25 2,110.75
R1 2,113.50 2,113.50 2,110.25 2,112.50
PP 2,111.25 2,111.25 2,111.25 2,110.75
S1 2,107.50 2,107.50 2,109.25 2,106.50
S2 2,105.25 2,105.25 2,108.75
S3 2,099.25 2,101.50 2,108.00
S4 2,093.25 2,095.50 2,106.50
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 2,165.00 2,155.75 2,120.00
R3 2,146.50 2,137.25 2,114.75
R2 2,128.00 2,128.00 2,113.25
R1 2,118.75 2,118.75 2,111.50 2,123.50
PP 2,109.50 2,109.50 2,109.50 2,111.75
S1 2,100.25 2,100.25 2,108.00 2,105.00
S2 2,091.00 2,091.00 2,106.25
S3 2,072.50 2,081.75 2,104.75
S4 2,054.00 2,063.25 2,099.50
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 2,100.00 18.50 0.9% 11.00 0.5% 53% False False 116
10 2,118.50 2,066.25 52.25 2.5% 13.00 0.6% 83% False False 284
20 2,118.50 2,043.75 74.75 3.5% 17.50 0.8% 88% False False 319
40 2,118.50 2,023.75 94.75 4.5% 17.50 0.8% 91% False False 200
60 2,118.50 2,018.75 99.75 4.7% 16.75 0.8% 91% False False 145
80 2,118.50 1,956.25 162.25 7.7% 15.25 0.7% 95% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,140.50
2.618 2,130.75
1.618 2,124.75
1.000 2,121.00
0.618 2,118.75
HIGH 2,115.00
0.618 2,112.75
0.500 2,112.00
0.382 2,111.25
LOW 2,109.00
0.618 2,105.25
1.000 2,103.00
1.618 2,099.25
2.618 2,093.25
4.250 2,083.50
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 2,112.00 2,109.50
PP 2,111.25 2,109.50
S1 2,110.50 2,109.50

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

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