E-mini S&P 500 Future March 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 2,053.25 2,050.75 -2.50 -0.1% 2,056.75
High 2,055.00 2,053.00 -2.00 -0.1% 2,071.75
Low 2,026.25 2,016.50 -9.75 -0.5% 2,041.25
Close 2,050.50 2,019.50 -31.00 -1.5% 2,069.00
Range 28.75 36.50 7.75 27.0% 30.50
ATR 17.89 19.22 1.33 7.4% 0.00
Volume 149,839 307,700 157,861 105.4% 119,567
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,139.25 2,115.75 2,039.50
R3 2,102.75 2,079.25 2,029.50
R2 2,066.25 2,066.25 2,026.25
R1 2,042.75 2,042.75 2,022.75 2,036.25
PP 2,029.75 2,029.75 2,029.75 2,026.50
S1 2,006.25 2,006.25 2,016.25 1,999.75
S2 1,993.25 1,993.25 2,012.75
S3 1,956.75 1,969.75 2,009.50
S4 1,920.25 1,933.25 1,999.50
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 2,152.25 2,141.00 2,085.75
R3 2,121.75 2,110.50 2,077.50
R2 2,091.25 2,091.25 2,074.50
R1 2,080.00 2,080.00 2,071.75 2,085.50
PP 2,060.75 2,060.75 2,060.75 2,063.50
S1 2,049.50 2,049.50 2,066.25 2,055.00
S2 2,030.25 2,030.25 2,063.50
S3 1,999.75 2,019.00 2,060.50
S4 1,969.25 1,988.50 2,052.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.75 2,016.50 55.25 2.7% 23.00 1.1% 5% False True 116,417
10 2,071.75 2,016.50 55.25 2.7% 18.00 0.9% 5% False True 65,237
20 2,071.75 2,016.50 55.25 2.7% 16.00 0.8% 5% False True 38,620
40 2,071.75 1,805.00 266.75 13.2% 22.00 1.1% 80% False False 21,808
60 2,071.75 1,805.00 266.75 13.2% 23.75 1.2% 80% False False 15,329
80 2,071.75 1,805.00 266.75 13.2% 20.75 1.0% 80% False False 11,548
100 2,071.75 1,805.00 266.75 13.2% 19.75 1.0% 80% False False 9,248
120 2,071.75 1,805.00 266.75 13.2% 18.25 0.9% 80% False False 7,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.00
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 2,208.00
2.618 2,148.50
1.618 2,112.00
1.000 2,089.50
0.618 2,075.50
HIGH 2,053.00
0.618 2,039.00
0.500 2,034.75
0.382 2,030.50
LOW 2,016.50
0.618 1,994.00
1.000 1,980.00
1.618 1,957.50
2.618 1,921.00
4.250 1,861.50
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 2,034.75 2,043.50
PP 2,029.75 2,035.50
S1 2,024.50 2,027.50

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

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