E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 2,054.25 2,066.00 11.75 0.6% 2,024.50
High 2,074.50 2,068.00 -6.50 -0.3% 2,074.50
Low 2,053.25 2,057.50 4.25 0.2% 2,007.50
Close 2,066.00 2,062.25 -3.75 -0.2% 2,066.00
Range 21.25 10.50 -10.75 -50.6% 67.00
ATR 30.23 28.82 -1.41 -4.7% 0.00
Volume 2,067,465 1,184,323 -883,142 -42.7% 8,540,800
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,094.00 2,088.75 2,068.00
R3 2,083.50 2,078.25 2,065.25
R2 2,073.00 2,073.00 2,064.25
R1 2,067.75 2,067.75 2,063.25 2,065.00
PP 2,062.50 2,062.50 2,062.50 2,061.25
S1 2,057.25 2,057.25 2,061.25 2,054.50
S2 2,052.00 2,052.00 2,060.25
S3 2,041.50 2,046.75 2,059.25
S4 2,031.00 2,036.25 2,056.50
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,250.25 2,225.25 2,102.75
R3 2,183.25 2,158.25 2,084.50
R2 2,116.25 2,116.25 2,078.25
R1 2,091.25 2,091.25 2,072.25 2,103.75
PP 2,049.25 2,049.25 2,049.25 2,055.50
S1 2,024.25 2,024.25 2,059.75 2,036.75
S2 1,982.25 1,982.25 2,053.75
S3 1,915.25 1,957.25 2,047.50
S4 1,848.25 1,890.25 2,029.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,074.50 2,007.50 67.00 3.2% 23.75 1.2% 82% False False 1,683,715
10 2,074.50 1,982.50 92.00 4.5% 22.50 1.1% 87% False False 1,611,788
20 2,074.50 1,861.00 213.50 10.4% 27.50 1.3% 94% False False 1,721,675
40 2,074.50 1,861.00 213.50 10.4% 34.00 1.6% 94% False False 1,477,503
60 2,099.00 1,823.00 276.00 13.4% 36.25 1.8% 87% False False 988,853
80 2,118.50 1,823.00 295.50 14.3% 33.00 1.6% 81% False False 742,321
100 2,118.50 1,823.00 295.50 14.3% 30.25 1.5% 81% False False 594,263
120 2,118.50 1,823.00 295.50 14.3% 28.00 1.4% 81% False False 495,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.43
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 2,112.50
2.618 2,095.50
1.618 2,085.00
1.000 2,078.50
0.618 2,074.50
HIGH 2,068.00
0.618 2,064.00
0.500 2,062.75
0.382 2,061.50
LOW 2,057.50
0.618 2,051.00
1.000 2,047.00
1.618 2,040.50
2.618 2,030.00
4.250 2,013.00
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 2,062.75 2,055.25
PP 2,062.50 2,048.50
S1 2,062.50 2,041.50

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

View Archives - Comment on this page... - Back to Index of Symbols