E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 2,109.00 2,110.75 1.75 0.1% 2,048.00
High 2,112.25 2,118.50 6.25 0.3% 2,112.25
Low 2,105.25 2,109.00 3.75 0.2% 2,045.75
Close 2,111.00 2,114.25 3.25 0.2% 2,111.00
Range 7.00 9.50 2.50 35.7% 66.50
ATR 22.96 22.00 -0.96 -4.2% 0.00
Volume 2,717 2,471 -246 -9.1% 10,551
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,142.50 2,137.75 2,119.50
R3 2,133.00 2,128.25 2,116.75
R2 2,123.50 2,123.50 2,116.00
R1 2,118.75 2,118.75 2,115.00 2,121.00
PP 2,114.00 2,114.00 2,114.00 2,115.00
S1 2,109.25 2,109.25 2,113.50 2,111.50
S2 2,104.50 2,104.50 2,112.50
S3 2,095.00 2,099.75 2,111.75
S4 2,085.50 2,090.25 2,109.00
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,289.25 2,266.50 2,147.50
R3 2,222.75 2,200.00 2,129.25
R2 2,156.25 2,156.25 2,123.25
R1 2,133.50 2,133.50 2,117.00 2,145.00
PP 2,089.75 2,089.75 2,089.75 2,095.25
S1 2,067.00 2,067.00 2,105.00 2,078.50
S2 2,023.25 2,023.25 2,098.75
S3 1,956.75 2,000.50 2,092.75
S4 1,890.25 1,934.00 2,074.50
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 2,082.75 35.75 1.7% 11.75 0.6% 88% True False 2,130
10 2,118.50 2,027.25 91.25 4.3% 23.75 1.1% 95% True False 2,750
20 2,118.50 2,022.50 96.00 4.5% 22.50 1.1% 96% True False 2,608
40 2,118.50 2,022.50 96.00 4.5% 20.50 1.0% 96% True False 1,823
60 2,118.50 2,022.50 96.00 4.5% 19.50 0.9% 96% True False 1,321
80 2,118.50 2,022.50 96.00 4.5% 19.00 0.9% 96% True False 1,009
100 2,118.50 2,018.75 99.75 4.7% 18.25 0.9% 96% True False 814
120 2,118.50 1,956.25 162.25 7.7% 17.00 0.8% 97% True False 689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,159.00
2.618 2,143.25
1.618 2,133.75
1.000 2,128.00
0.618 2,124.25
HIGH 2,118.50
0.618 2,114.75
0.500 2,113.75
0.382 2,112.75
LOW 2,109.00
0.618 2,103.25
1.000 2,099.50
1.618 2,093.75
2.618 2,084.25
4.250 2,068.50
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 2,114.00 2,111.75
PP 2,114.00 2,109.25
S1 2,113.75 2,106.75

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

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