E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 2,042.25 2,072.00 29.75 1.5% 2,085.00
High 2,075.00 2,082.00 7.00 0.3% 2,090.50
Low 2,036.00 2,068.25 32.25 1.6% 2,004.25
Close 2,072.50 2,072.25 -0.25 0.0% 2,011.25
Range 39.00 13.75 -25.25 -64.7% 86.25
ATR 28.27 27.23 -1.04 -3.7% 0.00
Volume 5,806 3,581 -2,225 -38.3% 21,935
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,115.50 2,107.50 2,079.75
R3 2,101.75 2,093.75 2,076.00
R2 2,088.00 2,088.00 2,074.75
R1 2,080.00 2,080.00 2,073.50 2,084.00
PP 2,074.25 2,074.25 2,074.25 2,076.00
S1 2,066.25 2,066.25 2,071.00 2,070.25
S2 2,060.50 2,060.50 2,069.75
S3 2,046.75 2,052.50 2,068.50
S4 2,033.00 2,038.75 2,064.75
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,294.00 2,239.00 2,058.75
R3 2,207.75 2,152.75 2,035.00
R2 2,121.50 2,121.50 2,027.00
R1 2,066.50 2,066.50 2,019.25 2,051.00
PP 2,035.25 2,035.25 2,035.25 2,027.50
S1 1,980.25 1,980.25 2,003.25 1,964.50
S2 1,949.00 1,949.00 1,995.50
S3 1,862.75 1,894.00 1,987.50
S4 1,776.50 1,807.75 1,963.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,082.00 1,991.75 90.25 4.4% 31.75 1.5% 89% True False 4,287
10 2,091.50 1,991.75 99.75 4.8% 28.50 1.4% 81% False False 4,396
20 2,102.75 1,991.75 111.00 5.4% 24.50 1.2% 73% False False 3,796
40 2,102.75 1,853.00 249.75 12.1% 27.50 1.3% 88% False False 5,192
60 2,102.75 1,853.00 249.75 12.1% 31.00 1.5% 88% False False 3,951
80 2,102.75 1,819.25 283.50 13.7% 32.50 1.6% 89% False False 3,061
100 2,111.25 1,819.25 292.00 14.1% 30.00 1.4% 87% False False 2,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 6.43
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,140.50
2.618 2,118.00
1.618 2,104.25
1.000 2,095.75
0.618 2,090.50
HIGH 2,082.00
0.618 2,076.75
0.500 2,075.00
0.382 2,073.50
LOW 2,068.25
0.618 2,059.75
1.000 2,054.50
1.618 2,046.00
2.618 2,032.25
4.250 2,009.75
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 2,075.00 2,067.50
PP 2,074.25 2,063.00
S1 2,073.25 2,058.50

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

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