E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 1,992.25 1,993.75 1.50 0.1% 1,945.25
High 1,998.00 2,004.25 6.25 0.3% 2,000.00
Low 1,982.00 1,992.50 10.50 0.5% 1,930.00
Close 1,990.00 2,003.25 13.25 0.7% 1,996.00
Range 16.00 11.75 -4.25 -26.6% 70.00
ATR 25.15 24.37 -0.78 -3.1% 0.00
Volume 45 467 422 937.8% 1,615
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,035.25 2,031.00 2,009.75
R3 2,023.50 2,019.25 2,006.50
R2 2,011.75 2,011.75 2,005.50
R1 2,007.50 2,007.50 2,004.25 2,009.50
PP 2,000.00 2,000.00 2,000.00 2,001.00
S1 1,995.75 1,995.75 2,002.25 1,998.00
S2 1,988.25 1,988.25 2,001.00
S3 1,976.50 1,984.00 2,000.00
S4 1,964.75 1,972.25 1,996.75
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,185.25 2,160.75 2,034.50
R3 2,115.25 2,090.75 2,015.25
R2 2,045.25 2,045.25 2,008.75
R1 2,020.75 2,020.75 2,002.50 2,033.00
PP 1,975.25 1,975.25 1,975.25 1,981.50
S1 1,950.75 1,950.75 1,989.50 1,963.00
S2 1,905.25 1,905.25 1,983.25
S3 1,835.25 1,880.75 1,976.75
S4 1,765.25 1,810.75 1,957.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,004.25 1,946.25 58.00 2.9% 19.00 0.9% 98% True False 393
10 2,004.25 1,910.50 93.75 4.7% 21.00 1.0% 99% True False 247
20 2,004.25 1,806.50 197.75 9.9% 28.75 1.4% 99% True False 218
40 2,004.25 1,806.50 197.75 9.9% 23.25 1.2% 99% True False 134
60 2,004.25 1,806.50 197.75 9.9% 17.50 0.9% 99% True False 91
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,054.25
2.618 2,035.00
1.618 2,023.25
1.000 2,016.00
0.618 2,011.50
HIGH 2,004.25
0.618 1,999.75
0.500 1,998.50
0.382 1,997.00
LOW 1,992.50
0.618 1,985.25
1.000 1,980.75
1.618 1,973.50
2.618 1,961.75
4.250 1,942.50
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 2,001.50 2,000.00
PP 2,000.00 1,996.50
S1 1,998.50 1,993.00

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

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