E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 2,078.25 2,092.50 14.25 0.7% 2,082.25
High 2,094.50 2,097.75 3.25 0.2% 2,091.00
Low 2,076.75 2,068.25 -8.50 -0.4% 2,058.50
Close 2,093.00 2,074.50 -18.50 -0.9% 2,082.75
Range 17.75 29.50 11.75 66.2% 32.50
ATR 23.33 23.77 0.44 1.9% 0.00
Volume 30,335 34,130 3,795 12.5% 30,381
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,168.75 2,151.00 2,090.75
R3 2,139.25 2,121.50 2,082.50
R2 2,109.75 2,109.75 2,080.00
R1 2,092.00 2,092.00 2,077.25 2,086.00
PP 2,080.25 2,080.25 2,080.25 2,077.25
S1 2,062.50 2,062.50 2,071.75 2,056.50
S2 2,050.75 2,050.75 2,069.00
S3 2,021.25 2,033.00 2,066.50
S4 1,991.75 2,003.50 2,058.25
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,175.00 2,161.25 2,100.50
R3 2,142.50 2,128.75 2,091.75
R2 2,110.00 2,110.00 2,088.75
R1 2,096.25 2,096.25 2,085.75 2,103.00
PP 2,077.50 2,077.50 2,077.50 2,080.75
S1 2,063.75 2,063.75 2,079.75 2,070.50
S2 2,045.00 2,045.00 2,076.75
S3 2,012.50 2,031.25 2,073.75
S4 1,980.00 1,998.75 2,065.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,097.75 2,068.25 29.50 1.4% 18.00 0.9% 21% True True 17,694
10 2,097.75 2,036.00 61.75 3.0% 20.00 1.0% 62% True False 12,145
20 2,102.50 1,991.75 110.75 5.3% 23.75 1.1% 75% False False 8,220
40 2,102.75 1,952.50 150.25 7.2% 23.00 1.1% 81% False False 6,646
60 2,102.75 1,853.00 249.75 12.0% 28.00 1.4% 89% False False 5,738
80 2,102.75 1,819.25 283.50 13.7% 32.50 1.6% 90% False False 4,436
100 2,111.25 1,819.25 292.00 14.1% 29.25 1.4% 87% False False 3,589
120 2,111.25 1,819.25 292.00 14.1% 28.00 1.4% 87% False False 3,002
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 4.48
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,223.00
2.618 2,175.00
1.618 2,145.50
1.000 2,127.25
0.618 2,116.00
HIGH 2,097.75
0.618 2,086.50
0.500 2,083.00
0.382 2,079.50
LOW 2,068.25
0.618 2,050.00
1.000 2,038.75
1.618 2,020.50
2.618 1,991.00
4.250 1,943.00
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 2,083.00 2,083.00
PP 2,080.25 2,080.25
S1 2,077.25 2,077.25

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

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