E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 2,072.25 2,076.50 4.25 0.2% 2,073.00
High 2,079.00 2,087.25 8.25 0.4% 2,110.25
Low 2,064.50 2,067.75 3.25 0.2% 2,064.25
Close 2,078.00 2,069.00 -9.00 -0.4% 2,093.75
Range 14.50 19.50 5.00 34.5% 46.00
ATR 25.52 25.09 -0.43 -1.7% 0.00
Volume 1,286,098 1,171,396 -114,702 -8.9% 7,563,576
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,133.25 2,120.50 2,079.75
R3 2,113.75 2,101.00 2,074.25
R2 2,094.25 2,094.25 2,072.50
R1 2,081.50 2,081.50 2,070.75 2,078.00
PP 2,074.75 2,074.75 2,074.75 2,073.00
S1 2,062.00 2,062.00 2,067.25 2,058.50
S2 2,055.25 2,055.25 2,065.50
S3 2,035.75 2,042.50 2,063.75
S4 2,016.25 2,023.00 2,058.25
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 2,104.75 2,062.00 42.75 2.1% 22.50 1.1% 16% False False 1,539,683
10 2,110.25 2,062.00 48.25 2.3% 22.75 1.1% 15% False False 1,503,628
20 2,110.25 1,985.00 125.25 6.1% 22.50 1.1% 67% False False 1,549,465
40 2,110.25 1,861.00 249.25 12.0% 28.75 1.4% 83% False False 1,723,280
60 2,110.25 1,823.00 287.25 13.9% 36.00 1.7% 86% False False 1,290,614
80 2,110.25 1,823.00 287.25 13.9% 32.75 1.6% 86% False False 969,067
100 2,118.50 1,823.00 295.50 14.3% 30.50 1.5% 83% False False 775,787
120 2,118.50 1,823.00 295.50 14.3% 28.75 1.4% 83% False False 646,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,170.00
2.618 2,138.25
1.618 2,118.75
1.000 2,106.75
0.618 2,099.25
HIGH 2,087.25
0.618 2,079.75
0.500 2,077.50
0.382 2,075.25
LOW 2,067.75
0.618 2,055.75
1.000 2,048.25
1.618 2,036.25
2.618 2,016.75
4.250 1,985.00
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 2,077.50 2,080.00
PP 2,074.75 2,076.25
S1 2,071.75 2,072.50

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

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