E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 2,095.50 2,094.75 -0.75 0.0% 2,073.00
High 2,104.75 2,099.00 -5.75 -0.3% 2,110.25
Low 2,084.00 2,077.50 -6.50 -0.3% 2,064.25
Close 2,094.00 2,093.75 -0.25 0.0% 2,093.75
Range 20.75 21.50 0.75 3.6% 46.00
ATR 25.96 25.64 -0.32 -1.2% 0.00
Volume 1,538,081 1,846,631 308,550 20.1% 7,563,576
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,154.50 2,145.75 2,105.50
R3 2,133.00 2,124.25 2,099.75
R2 2,111.50 2,111.50 2,097.75
R1 2,102.75 2,102.75 2,095.75 2,096.50
PP 2,090.00 2,090.00 2,090.00 2,087.00
S1 2,081.25 2,081.25 2,091.75 2,075.00
S2 2,068.50 2,068.50 2,089.75
S3 2,047.00 2,059.75 2,087.75
S4 2,025.50 2,038.25 2,082.00
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,227.50 2,206.50 2,119.00
R3 2,181.50 2,160.50 2,106.50
R2 2,135.50 2,135.50 2,102.25
R1 2,114.50 2,114.50 2,098.00 2,125.00
PP 2,089.50 2,089.50 2,089.50 2,094.50
S1 2,068.50 2,068.50 2,089.50 2,079.00
S2 2,043.50 2,043.50 2,085.25
S3 1,997.50 2,022.50 2,081.00
S4 1,951.50 1,976.50 2,068.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,110.25 2,064.25 46.00 2.2% 23.75 1.1% 64% False False 1,512,715
10 2,110.25 2,051.25 59.00 2.8% 21.00 1.0% 72% False False 1,504,136
20 2,110.25 1,982.50 127.75 6.1% 21.75 1.0% 87% False False 1,538,974
40 2,110.25 1,861.00 249.25 11.9% 29.25 1.4% 93% False False 1,746,810
60 2,110.25 1,823.00 287.25 13.7% 35.75 1.7% 94% False False 1,219,033
80 2,118.50 1,823.00 295.50 14.1% 32.25 1.5% 92% False False 915,233
100 2,118.50 1,823.00 295.50 14.1% 30.75 1.5% 92% False False 732,673
120 2,118.50 1,823.00 295.50 14.1% 28.25 1.4% 92% False False 610,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,190.50
2.618 2,155.25
1.618 2,133.75
1.000 2,120.50
0.618 2,112.25
HIGH 2,099.00
0.618 2,090.75
0.500 2,088.25
0.382 2,085.75
LOW 2,077.50
0.618 2,064.25
1.000 2,056.00
1.618 2,042.75
2.618 2,021.25
4.250 1,986.00
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 2,092.00 2,093.75
PP 2,090.00 2,093.75
S1 2,088.25 2,093.50

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

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