E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 2,040.50 2,006.50 -34.00 -1.7% 2,092.00
High 2,046.00 2,051.00 5.00 0.2% 2,097.75
Low 2,011.50 1,998.50 -13.00 -0.6% 2,011.50
Close 2,018.50 2,048.00 29.50 1.5% 2,018.50
Range 34.50 52.50 18.00 52.2% 86.25
ATR 26.62 28.47 1.85 6.9% 0.00
Volume 2,128,939 1,711,062 -417,877 -19.6% 8,250,299
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,190.00 2,171.50 2,077.00
R3 2,137.50 2,119.00 2,062.50
R2 2,085.00 2,085.00 2,057.50
R1 2,066.50 2,066.50 2,052.75 2,075.75
PP 2,032.50 2,032.50 2,032.50 2,037.00
S1 2,014.00 2,014.00 2,043.25 2,023.25
S2 1,980.00 1,980.00 2,038.50
S3 1,927.50 1,961.50 2,033.50
S4 1,875.00 1,909.00 2,019.00
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,301.25 2,246.25 2,066.00
R3 2,215.00 2,160.00 2,042.25
R2 2,128.75 2,128.75 2,034.25
R1 2,073.75 2,073.75 2,026.50 2,058.00
PP 2,042.50 2,042.50 2,042.50 2,034.75
S1 1,987.50 1,987.50 2,010.50 1,972.00
S2 1,956.25 1,956.25 2,002.75
S3 1,870.00 1,901.25 1,994.75
S4 1,783.75 1,815.00 1,971.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,087.25 1,998.50 88.75 4.3% 31.75 1.6% 56% False True 1,621,029
10 2,110.25 1,998.50 111.75 5.5% 27.75 1.4% 44% False True 1,624,089
20 2,110.25 1,998.50 111.75 5.5% 25.75 1.3% 44% False True 1,611,848
40 2,110.25 1,861.00 249.25 12.2% 29.00 1.4% 75% False False 1,707,852
60 2,110.25 1,823.00 287.25 14.0% 35.75 1.7% 78% False False 1,384,349
80 2,110.25 1,823.00 287.25 14.0% 33.50 1.6% 78% False False 1,039,577
100 2,118.50 1,823.00 295.50 14.4% 31.50 1.5% 76% False False 832,214
120 2,118.50 1,823.00 295.50 14.4% 29.25 1.4% 76% False False 693,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.88
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 2,274.00
2.618 2,188.50
1.618 2,136.00
1.000 2,103.50
0.618 2,083.50
HIGH 2,051.00
0.618 2,031.00
0.500 2,024.75
0.382 2,018.50
LOW 1,998.50
0.618 1,966.00
1.000 1,946.00
1.618 1,913.50
2.618 1,861.00
4.250 1,775.50
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 2,040.25 2,044.75
PP 2,032.50 2,041.25
S1 2,024.75 2,038.00

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

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