E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 2,047.50 2,056.00 8.50 0.4% 2,021.50
High 2,053.75 2,056.50 2.75 0.1% 2,056.50
Low 2,047.25 2,052.25 5.00 0.2% 2,014.00
Close 2,053.00 2,053.00 0.00 0.0% 2,047.25
Range 6.50 4.25 -2.25 -34.6% 42.50
ATR 16.74 15.85 -0.89 -5.3% 0.00
Volume 582 28 -554 -95.2% 1,564
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,066.75 2,064.00 2,055.25
R3 2,062.50 2,059.75 2,054.25
R2 2,058.25 2,058.25 2,053.75
R1 2,055.50 2,055.50 2,053.50 2,054.75
PP 2,054.00 2,054.00 2,054.00 2,053.50
S1 2,051.25 2,051.25 2,052.50 2,050.50
S2 2,049.75 2,049.75 2,052.25
S3 2,045.50 2,047.00 2,051.75
S4 2,041.25 2,042.75 2,050.75
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,166.75 2,149.50 2,070.50
R3 2,124.25 2,107.00 2,059.00
R2 2,081.75 2,081.75 2,055.00
R1 2,064.50 2,064.50 2,051.25 2,073.00
PP 2,039.25 2,039.25 2,039.25 2,043.50
S1 2,022.00 2,022.00 2,043.25 2,030.50
S2 1,996.75 1,996.75 2,039.50
S3 1,954.25 1,979.50 2,035.50
S4 1,911.75 1,937.00 2,024.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,056.50 2,022.50 34.00 1.7% 11.00 0.5% 90% True False 306
10 2,056.50 2,012.75 43.75 2.1% 11.25 0.5% 92% True False 314
20 2,056.50 1,946.25 110.25 5.4% 13.75 0.7% 97% True False 288
40 2,056.50 1,806.50 250.00 12.2% 22.50 1.1% 99% True False 212
60 2,056.50 1,806.50 250.00 12.2% 19.00 0.9% 99% True False 151
80 2,056.50 1,806.50 250.00 12.2% 16.25 0.8% 99% True False 115
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.10
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 2,074.50
2.618 2,067.75
1.618 2,063.50
1.000 2,060.75
0.618 2,059.25
HIGH 2,056.50
0.618 2,055.00
0.500 2,054.50
0.382 2,053.75
LOW 2,052.25
0.618 2,049.50
1.000 2,048.00
1.618 2,045.25
2.618 2,041.00
4.250 2,034.25
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 2,054.50 2,050.75
PP 2,054.00 2,048.50
S1 2,053.50 2,046.50

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

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