E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 2,009.00 2,016.00 7.00 0.3% 1,997.25
High 2,018.00 2,019.50 1.50 0.1% 2,018.00
Low 2,004.25 2,005.75 1.50 0.1% 1,974.75
Close 2,017.25 2,019.00 1.75 0.1% 2,017.25
Range 13.75 13.75 0.00 0.0% 43.25
ATR 32.00 30.69 -1.30 -4.1% 0.00
Volume 2,353 7,220 4,867 206.8% 36,299
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,056.00 2,051.25 2,026.50
R3 2,042.25 2,037.50 2,022.75
R2 2,028.50 2,028.50 2,021.50
R1 2,023.75 2,023.75 2,020.25 2,026.00
PP 2,014.75 2,014.75 2,014.75 2,016.00
S1 2,010.00 2,010.00 2,017.75 2,012.50
S2 2,001.00 2,001.00 2,016.50
S3 1,987.25 1,996.25 2,015.25
S4 1,973.50 1,982.50 2,011.50
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,133.00 2,118.50 2,041.00
R3 2,089.75 2,075.25 2,029.25
R2 2,046.50 2,046.50 2,025.25
R1 2,032.00 2,032.00 2,021.25 2,039.25
PP 2,003.25 2,003.25 2,003.25 2,007.00
S1 1,988.75 1,988.75 2,013.25 1,996.00
S2 1,960.00 1,960.00 2,009.25
S3 1,916.75 1,945.50 2,005.25
S4 1,873.50 1,902.25 1,993.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,019.50 1,974.75 44.75 2.2% 20.50 1.0% 99% True False 7,122
10 2,019.50 1,952.50 67.00 3.3% 21.75 1.1% 99% True False 7,160
20 2,019.50 1,853.00 166.50 8.2% 32.25 1.6% 100% True False 6,268
40 2,019.50 1,819.25 200.25 9.9% 39.75 2.0% 100% True False 3,694
60 2,095.00 1,819.25 275.75 13.7% 34.75 1.7% 72% False False 2,547
80 2,111.25 1,819.25 292.00 14.5% 31.00 1.5% 68% False False 1,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 5.30
Fibonacci Retracements and Extensions
4.250 2,078.00
2.618 2,055.50
1.618 2,041.75
1.000 2,033.25
0.618 2,028.00
HIGH 2,019.50
0.618 2,014.25
0.500 2,012.50
0.382 2,011.00
LOW 2,005.75
0.618 1,997.25
1.000 1,992.00
1.618 1,983.50
2.618 1,969.75
4.250 1,947.25
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 2,017.00 2,012.25
PP 2,014.75 2,005.50
S1 2,012.50 1,998.75

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

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