E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 2,024.50 2,026.50 2.00 0.1% 2,005.25
High 2,028.00 2,031.50 3.50 0.2% 2,026.50
Low 2,014.25 2,018.50 4.25 0.2% 1,982.50
Close 2,027.50 2,020.50 -7.00 -0.3% 2,025.50
Range 13.75 13.00 -0.75 -5.5% 44.00
ATR 31.15 29.85 -1.30 -4.2% 0.00
Volume 1,306,548 1,276,349 -30,199 -2.3% 7,197,335
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,062.50 2,054.50 2,027.75
R3 2,049.50 2,041.50 2,024.00
R2 2,036.50 2,036.50 2,023.00
R1 2,028.50 2,028.50 2,021.75 2,026.00
PP 2,023.50 2,023.50 2,023.50 2,022.25
S1 2,015.50 2,015.50 2,019.25 2,013.00
S2 2,010.50 2,010.50 2,018.00
S3 1,997.50 2,002.50 2,017.00
S4 1,984.50 1,989.50 2,013.25
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,143.50 2,128.50 2,049.75
R3 2,099.50 2,084.50 2,037.50
R2 2,055.50 2,055.50 2,033.50
R1 2,040.50 2,040.50 2,029.50 2,048.00
PP 2,011.50 2,011.50 2,011.50 2,015.25
S1 1,996.50 1,996.50 2,021.50 2,004.00
S2 1,967.50 1,967.50 2,017.50
S3 1,923.50 1,952.50 2,013.50
S4 1,879.50 1,908.50 2,001.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,031.50 1,982.50 49.00 2.4% 19.00 0.9% 78% True False 1,491,398
10 2,031.50 1,960.50 71.00 3.5% 21.50 1.1% 85% True False 1,489,963
20 2,031.50 1,861.00 170.50 8.4% 30.75 1.5% 94% True False 1,768,415
40 2,031.50 1,842.00 189.50 9.4% 37.75 1.9% 94% True False 1,301,996
60 2,101.25 1,823.00 278.25 13.8% 35.75 1.8% 71% False False 870,050
80 2,118.50 1,823.00 295.50 14.6% 32.75 1.6% 67% False False 653,226
100 2,118.50 1,823.00 295.50 14.6% 29.75 1.5% 67% False False 522,856
120 2,118.50 1,823.00 295.50 14.6% 27.75 1.4% 67% False False 435,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,086.75
2.618 2,065.50
1.618 2,052.50
1.000 2,044.50
0.618 2,039.50
HIGH 2,031.50
0.618 2,026.50
0.500 2,025.00
0.382 2,023.50
LOW 2,018.50
0.618 2,010.50
1.000 2,005.50
1.618 1,997.50
2.618 1,984.50
4.250 1,963.25
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 2,025.00 2,022.00
PP 2,023.50 2,021.50
S1 2,022.00 2,021.00

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

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