E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 1,964.25 1,930.50 -33.75 -1.7% 1,953.00
High 1,965.00 1,941.75 -23.25 -1.2% 2,011.75
Low 1,917.75 1,910.50 -7.25 -0.4% 1,935.25
Close 1,932.00 1,928.50 -3.50 -0.2% 1,950.50
Range 47.25 31.25 -16.00 -33.9% 76.50
ATR 40.11 39.47 -0.63 -1.6% 0.00
Volume 1,985,152 1,423,965 -561,187 -28.3% 10,006,195
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,020.75 2,005.75 1,945.75
R3 1,989.50 1,974.50 1,937.00
R2 1,958.25 1,958.25 1,934.25
R1 1,943.25 1,943.25 1,931.25 1,935.00
PP 1,927.00 1,927.00 1,927.00 1,922.75
S1 1,912.00 1,912.00 1,925.75 1,904.00
S2 1,895.75 1,895.75 1,922.75
S3 1,864.50 1,880.75 1,920.00
S4 1,833.25 1,849.50 1,911.25
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,195.25 2,149.50 1,992.50
R3 2,118.75 2,073.00 1,971.50
R2 2,042.25 2,042.25 1,964.50
R1 1,996.50 1,996.50 1,957.50 1,981.00
PP 1,965.75 1,965.75 1,965.75 1,958.25
S1 1,920.00 1,920.00 1,943.50 1,904.50
S2 1,889.25 1,889.25 1,936.50
S3 1,812.75 1,843.50 1,929.50
S4 1,736.25 1,767.00 1,908.50
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 1,910.50 101.25 5.3% 38.00 2.0% 18% False True 1,934,777
10 2,011.75 1,910.50 101.25 5.3% 34.50 1.8% 18% False True 1,746,285
20 2,011.75 1,842.00 169.75 8.8% 42.00 2.2% 51% False False 904,314
40 2,101.25 1,823.00 278.25 14.4% 38.50 2.0% 38% False False 456,397
60 2,118.50 1,823.00 295.50 15.3% 33.50 1.7% 36% False False 305,172
80 2,118.50 1,823.00 295.50 15.3% 29.75 1.5% 36% False False 229,254
100 2,118.50 1,823.00 295.50 15.3% 27.25 1.4% 36% False False 183,463
120 2,118.50 1,823.00 295.50 15.3% 25.75 1.3% 36% False False 152,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,074.50
2.618 2,023.50
1.618 1,992.25
1.000 1,973.00
0.618 1,961.00
HIGH 1,941.75
0.618 1,929.75
0.500 1,926.00
0.382 1,922.50
LOW 1,910.50
0.618 1,891.25
1.000 1,879.25
1.618 1,860.00
2.618 1,828.75
4.250 1,777.75
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 1,927.75 1,939.75
PP 1,927.00 1,936.00
S1 1,926.00 1,932.25

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

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