E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1,984.00 1,987.25 3.25 0.2% 1,990.50
High 1,994.75 1,998.50 3.75 0.2% 1,990.50
Low 1,978.75 1,985.75 7.00 0.4% 1,963.75
Close 1,986.00 1,997.00 11.00 0.6% 1,969.25
Range 16.00 12.75 -3.25 -20.3% 26.75
ATR 14.20 14.10 -0.10 -0.7% 0.00
Volume 397 507 110 27.7% 2,204
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,032.00 2,027.25 2,004.00
R3 2,019.25 2,014.50 2,000.50
R2 2,006.50 2,006.50 1,999.25
R1 2,001.75 2,001.75 1,998.25 2,004.00
PP 1,993.75 1,993.75 1,993.75 1,995.00
S1 1,989.00 1,989.00 1,995.75 1,991.50
S2 1,981.00 1,981.00 1,994.75
S3 1,968.25 1,976.25 1,993.50
S4 1,955.50 1,963.50 1,990.00
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 2,054.75 2,038.75 1,984.00
R3 2,028.00 2,012.00 1,976.50
R2 2,001.25 2,001.25 1,974.25
R1 1,985.25 1,985.25 1,971.75 1,980.00
PP 1,974.50 1,974.50 1,974.50 1,971.75
S1 1,958.50 1,958.50 1,966.75 1,953.00
S2 1,947.75 1,947.75 1,964.25
S3 1,921.00 1,931.75 1,962.00
S4 1,894.25 1,905.00 1,954.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,998.50 1,961.50 37.00 1.9% 16.00 0.8% 96% True False 411
10 1,998.50 1,961.50 37.00 1.9% 15.00 0.8% 96% True False 414
20 1,998.50 1,961.50 37.00 1.9% 12.50 0.6% 96% True False 247
40 1,998.50 1,877.00 121.50 6.1% 14.00 0.7% 99% True False 146
60 1,998.50 1,877.00 121.50 6.1% 13.00 0.7% 99% True False 108
80 1,998.50 1,877.00 121.50 6.1% 11.25 0.6% 99% True False 84
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 2.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,052.75
2.618 2,032.00
1.618 2,019.25
1.000 2,011.25
0.618 2,006.50
HIGH 1,998.50
0.618 1,993.75
0.500 1,992.00
0.382 1,990.50
LOW 1,985.75
0.618 1,977.75
1.000 1,973.00
1.618 1,965.00
2.618 1,952.25
4.250 1,931.50
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1,995.50 1,991.50
PP 1,993.75 1,986.25
S1 1,992.00 1,980.75

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

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