E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 2,110.25 2,090.00 -20.25 -1.0% 2,105.00
High 2,110.25 2,109.25 -1.00 0.0% 2,118.50
Low 2,081.50 2,089.50 8.00 0.4% 2,100.00
Close 2,090.25 2,106.25 16.00 0.8% 2,109.75
Range 28.75 19.75 -9.00 -31.3% 18.50
ATR 17.89 18.02 0.13 0.7% 0.00
Volume 103 852 749 727.2% 583
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 2,161.00 2,153.25 2,117.00
R3 2,141.25 2,133.50 2,111.75
R2 2,121.50 2,121.50 2,109.75
R1 2,113.75 2,113.75 2,108.00 2,117.50
PP 2,101.75 2,101.75 2,101.75 2,103.50
S1 2,094.00 2,094.00 2,104.50 2,098.00
S2 2,082.00 2,082.00 2,102.75
S3 2,062.25 2,074.25 2,100.75
S4 2,042.50 2,054.50 2,095.50
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 2,116.75 2,081.50 35.25 1.7% 16.00 0.8% 70% False False 273
10 2,118.50 2,077.25 41.25 2.0% 14.50 0.7% 70% False False 343
20 2,118.50 2,043.75 74.75 3.5% 18.00 0.9% 84% False False 311
40 2,118.50 2,023.75 94.75 4.5% 17.75 0.8% 87% False False 220
60 2,118.50 2,018.75 99.75 4.7% 17.25 0.8% 88% False False 161
80 2,118.50 2,002.25 116.25 5.5% 15.00 0.7% 89% False False 137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,193.25
2.618 2,161.00
1.618 2,141.25
1.000 2,129.00
0.618 2,121.50
HIGH 2,109.25
0.618 2,101.75
0.500 2,099.50
0.382 2,097.00
LOW 2,089.50
0.618 2,077.25
1.000 2,069.75
1.618 2,057.50
2.618 2,037.75
4.250 2,005.50
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 2,104.00 2,103.50
PP 2,101.75 2,101.00
S1 2,099.50 2,098.25

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

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