E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 2,085.50 2,065.00 -20.50 -1.0% 2,064.25
High 2,089.75 2,069.50 -20.25 -1.0% 2,093.50
Low 2,058.75 2,016.75 -42.00 -2.0% 2,038.75
Close 2,064.50 2,017.25 -47.25 -2.3% 2,081.25
Range 31.00 52.75 21.75 70.2% 54.75
ATR 22.97 25.09 2.13 9.3% 0.00
Volume 4,575 7,867 3,292 72.0% 36,571
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,192.75 2,157.75 2,046.25
R3 2,140.00 2,105.00 2,031.75
R2 2,087.25 2,087.25 2,027.00
R1 2,052.25 2,052.25 2,022.00 2,043.50
PP 2,034.50 2,034.50 2,034.50 2,030.00
S1 1,999.50 1,999.50 2,012.50 1,990.50
S2 1,981.75 1,981.75 2,007.50
S3 1,929.00 1,946.75 2,002.75
S4 1,876.25 1,894.00 1,988.25
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,235.50 2,213.00 2,111.25
R3 2,180.75 2,158.25 2,096.25
R2 2,126.00 2,126.00 2,091.25
R1 2,103.50 2,103.50 2,086.25 2,114.75
PP 2,071.25 2,071.25 2,071.25 2,076.75
S1 2,048.75 2,048.75 2,076.25 2,060.00
S2 2,016.50 2,016.50 2,071.25
S3 1,961.75 1,994.00 2,066.25
S4 1,907.00 1,939.25 2,051.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,095.50 2,016.75 78.75 3.9% 27.75 1.4% 1% False True 6,259
10 2,095.50 2,016.75 78.75 3.9% 27.50 1.4% 1% False True 6,238
20 2,101.25 2,016.75 84.50 4.2% 25.00 1.2% 1% False True 4,791
40 2,118.50 2,016.75 101.75 5.0% 23.75 1.2% 0% False True 3,801
60 2,118.50 2,016.75 101.75 5.0% 21.75 1.1% 0% False True 2,908
80 2,118.50 2,016.75 101.75 5.0% 20.75 1.0% 0% False True 2,259
100 2,118.50 2,016.75 101.75 5.0% 20.25 1.0% 0% False True 1,833
120 2,118.50 2,016.75 101.75 5.0% 19.50 1.0% 0% False True 1,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.68
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 2,293.75
2.618 2,207.50
1.618 2,154.75
1.000 2,122.25
0.618 2,102.00
HIGH 2,069.50
0.618 2,049.25
0.500 2,043.00
0.382 2,037.00
LOW 2,016.75
0.618 1,984.25
1.000 1,964.00
1.618 1,931.50
2.618 1,878.75
4.250 1,792.50
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 2,043.00 2,056.00
PP 2,034.50 2,043.25
S1 2,026.00 2,030.25

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

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