E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 1,930.00 1,945.25 15.25 0.8% 1,875.00
High 1,945.00 1,950.00 5.00 0.3% 1,945.00
Low 1,918.00 1,930.00 12.00 0.6% 1,859.00
Close 1,944.00 1,941.50 -2.50 -0.1% 1,944.00
Range 27.00 20.00 -7.00 -25.9% 86.00
ATR 28.44 27.84 -0.60 -2.1% 0.00
Volume 216 94 -122 -56.5% 495
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,000.50 1,991.00 1,952.50
R3 1,980.50 1,971.00 1,947.00
R2 1,960.50 1,960.50 1,945.25
R1 1,951.00 1,951.00 1,943.25 1,945.75
PP 1,940.50 1,940.50 1,940.50 1,938.00
S1 1,931.00 1,931.00 1,939.75 1,925.75
S2 1,920.50 1,920.50 1,937.75
S3 1,900.50 1,911.00 1,936.00
S4 1,880.50 1,891.00 1,930.50
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,174.00 2,145.00 1,991.25
R3 2,088.00 2,059.00 1,967.75
R2 2,002.00 2,002.00 1,959.75
R1 1,973.00 1,973.00 1,952.00 1,987.50
PP 1,916.00 1,916.00 1,916.00 1,923.25
S1 1,887.00 1,887.00 1,936.00 1,901.50
S2 1,830.00 1,830.00 1,928.25
S3 1,744.00 1,801.00 1,920.25
S4 1,658.00 1,715.00 1,896.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,950.00 1,876.00 74.00 3.8% 28.50 1.5% 89% True False 102
10 1,950.00 1,806.50 143.50 7.4% 32.50 1.7% 94% True False 207
20 1,960.00 1,806.50 153.50 7.9% 31.00 1.6% 88% False False 137
40 1,995.00 1,806.50 188.50 9.7% 21.25 1.1% 72% False False 83
60 1,995.00 1,806.50 188.50 9.7% 16.75 0.9% 72% False False 57
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 True
Stretch 6.03
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,035.00
2.618 2,002.25
1.618 1,982.25
1.000 1,970.00
0.618 1,962.25
HIGH 1,950.00
0.618 1,942.25
0.500 1,940.00
0.382 1,937.75
LOW 1,930.00
0.618 1,917.75
1.000 1,910.00
1.618 1,897.75
2.618 1,877.75
4.250 1,845.00
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 1,941.00 1,937.75
PP 1,940.50 1,934.00
S1 1,940.00 1,930.25

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

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