E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 1,893.75 1,908.00 14.25 0.8% 1,905.50
High 1,920.75 1,935.00 14.25 0.7% 1,935.00
Low 1,882.00 1,874.75 -7.25 -0.4% 1,853.00
Close 1,908.50 1,934.75 26.25 1.4% 1,934.75
Range 38.75 60.25 21.50 55.5% 82.00
ATR 39.44 40.92 1.49 3.8% 0.00
Volume 5,917 7,156 1,239 20.9% 34,958
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,095.50 2,075.50 1,968.00
R3 2,035.25 2,015.25 1,951.25
R2 1,975.00 1,975.00 1,945.75
R1 1,955.00 1,955.00 1,940.25 1,965.00
PP 1,914.75 1,914.75 1,914.75 1,920.00
S1 1,894.75 1,894.75 1,929.25 1,904.75
S2 1,854.50 1,854.50 1,923.75
S3 1,794.25 1,834.50 1,918.25
S4 1,734.00 1,774.25 1,901.50
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,153.50 2,126.25 1,979.75
R3 2,071.50 2,044.25 1,957.25
R2 1,989.50 1,989.50 1,949.75
R1 1,962.25 1,962.25 1,942.25 1,976.00
PP 1,907.50 1,907.50 1,907.50 1,914.50
S1 1,880.25 1,880.25 1,927.25 1,894.00
S2 1,825.50 1,825.50 1,919.75
S3 1,743.50 1,798.25 1,912.25
S4 1,661.50 1,716.25 1,889.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,935.00 1,853.00 82.00 4.2% 45.25 2.3% 100% True False 6,991
10 1,961.25 1,853.00 108.25 5.6% 41.50 2.1% 76% False False 5,436
20 2,004.50 1,853.00 151.50 7.8% 39.75 2.1% 54% False False 3,318
40 2,089.50 1,819.25 270.25 14.0% 41.25 2.1% 43% False False 1,883
60 2,111.25 1,819.25 292.00 15.1% 33.50 1.7% 40% False False 1,321
80 2,111.25 1,819.25 292.00 15.1% 30.00 1.6% 40% False False 1,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,191.00
2.618 2,092.75
1.618 2,032.50
1.000 1,995.25
0.618 1,972.25
HIGH 1,935.00
0.618 1,912.00
0.500 1,905.00
0.382 1,897.75
LOW 1,874.75
0.618 1,837.50
1.000 1,814.50
1.618 1,777.25
2.618 1,717.00
4.250 1,618.75
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 1,924.75 1,923.00
PP 1,914.75 1,911.00
S1 1,905.00 1,899.00

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

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