E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 1,970.25 1,986.50 16.25 0.8% 1,909.00
High 1,989.00 2,011.75 22.75 1.1% 1,982.75
Low 1,962.75 1,972.00 9.25 0.5% 1,906.50
Close 1,988.00 1,977.25 -10.75 -0.5% 1,950.25
Range 26.25 39.75 13.50 51.4% 76.25
ATR 40.17 40.14 -0.03 -0.1% 0.00
Volume 1,644,800 2,327,768 682,968 41.5% 2,898,622
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,106.25 2,081.50 1,999.00
R3 2,066.50 2,041.75 1,988.25
R2 2,026.75 2,026.75 1,984.50
R1 2,002.00 2,002.00 1,981.00 1,994.50
PP 1,987.00 1,987.00 1,987.00 1,983.25
S1 1,962.25 1,962.25 1,973.50 1,954.75
S2 1,947.25 1,947.25 1,970.00
S3 1,907.50 1,922.50 1,966.25
S4 1,867.75 1,882.75 1,955.50
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,175.25 2,139.00 1,992.25
R3 2,099.00 2,062.75 1,971.25
R2 2,022.75 2,022.75 1,964.25
R1 1,986.50 1,986.50 1,957.25 2,004.50
PP 1,946.50 1,946.50 1,946.50 1,955.50
S1 1,910.25 1,910.25 1,943.25 1,928.50
S2 1,870.25 1,870.25 1,936.25
S3 1,794.00 1,834.00 1,929.25
S4 1,717.75 1,757.75 1,908.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,011.75 1,927.50 84.25 4.3% 31.25 1.6% 59% True False 1,818,740
10 2,011.75 1,899.00 112.75 5.7% 37.75 1.9% 69% True False 1,056,581
20 2,069.50 1,823.00 246.50 12.5% 51.25 2.6% 63% False False 541,442
40 2,106.00 1,823.00 283.00 14.3% 37.25 1.9% 55% False False 272,976
60 2,118.50 1,823.00 295.50 14.9% 32.25 1.6% 52% False False 182,905
80 2,118.50 1,823.00 295.50 14.9% 28.75 1.5% 52% False False 137,454
100 2,118.50 1,823.00 295.50 14.9% 26.50 1.3% 52% False False 110,028
120 2,118.50 1,823.00 295.50 14.9% 25.00 1.3% 52% False False 91,703
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.65
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,180.75
2.618 2,115.75
1.618 2,076.00
1.000 2,051.50
0.618 2,036.25
HIGH 2,011.75
0.618 1,996.50
0.500 1,992.00
0.382 1,987.25
LOW 1,972.00
0.618 1,947.50
1.000 1,932.25
1.618 1,907.75
2.618 1,868.00
4.250 1,803.00
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 1,992.00 1,976.00
PP 1,987.00 1,974.75
S1 1,982.00 1,973.50

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

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