E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 2,011.00 2,016.25 5.25 0.3% 1,995.25
High 2,019.75 2,022.00 2.25 0.1% 2,017.25
Low 2,006.00 2,016.25 10.25 0.5% 1,982.00
Close 2,018.75 2,021.25 2.50 0.1% 2,010.50
Range 13.75 5.75 -8.00 -58.2% 35.25
ATR 22.29 21.11 -1.18 -5.3% 0.00
Volume 110 114 4 3.6% 896
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,037.00 2,035.00 2,024.50
R3 2,031.25 2,029.25 2,022.75
R2 2,025.50 2,025.50 2,022.25
R1 2,023.50 2,023.50 2,021.75 2,024.50
PP 2,019.75 2,019.75 2,019.75 2,020.50
S1 2,017.75 2,017.75 2,020.75 2,018.75
S2 2,014.00 2,014.00 2,020.25
S3 2,008.25 2,012.00 2,019.75
S4 2,002.50 2,006.25 2,018.00
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,109.00 2,095.00 2,030.00
R3 2,073.75 2,059.75 2,020.25
R2 2,038.50 2,038.50 2,017.00
R1 2,024.50 2,024.50 2,013.75 2,031.50
PP 2,003.25 2,003.25 2,003.25 2,006.75
S1 1,989.25 1,989.25 2,007.25 1,996.25
S2 1,968.00 1,968.00 2,004.00
S3 1,932.75 1,954.00 2,000.75
S4 1,897.50 1,918.75 1,991.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,022.00 1,992.50 29.50 1.5% 12.00 0.6% 97% True False 202
10 2,022.00 1,946.25 75.75 3.7% 16.00 0.8% 99% True False 261
20 2,022.00 1,806.50 215.50 10.7% 24.25 1.2% 100% True False 208
40 2,022.00 1,806.50 215.50 10.7% 23.25 1.1% 100% True False 146
60 2,022.00 1,806.50 215.50 10.7% 17.75 0.9% 100% True False 100
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.20
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 2,046.50
2.618 2,037.00
1.618 2,031.25
1.000 2,027.75
0.618 2,025.50
HIGH 2,022.00
0.618 2,019.75
0.500 2,019.00
0.382 2,018.50
LOW 2,016.25
0.618 2,012.75
1.000 2,010.50
1.618 2,007.00
2.618 2,001.25
4.250 1,991.75
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 2,020.50 2,018.75
PP 2,019.75 2,016.25
S1 2,019.00 2,013.75

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

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