E-mini S&P 500 Future June 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 2,055.00 2,059.00 4.00 0.2% 2,047.50
High 2,057.75 2,059.25 1.50 0.1% 2,059.25
Low 2,050.75 2,049.50 -1.25 -0.1% 2,047.25
Close 2,057.75 2,052.00 -5.75 -0.3% 2,052.00
Range 7.00 9.75 2.75 39.3% 12.00
ATR 15.22 14.83 -0.39 -2.6% 0.00
Volume 38 787 749 1,971.1% 1,435
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,082.75 2,077.25 2,057.25
R3 2,073.00 2,067.50 2,054.75
R2 2,063.25 2,063.25 2,053.75
R1 2,057.75 2,057.75 2,053.00 2,055.50
PP 2,053.50 2,053.50 2,053.50 2,052.50
S1 2,048.00 2,048.00 2,051.00 2,046.00
S2 2,043.75 2,043.75 2,050.25
S3 2,034.00 2,038.25 2,049.25
S4 2,024.25 2,028.50 2,046.75
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 2,088.75 2,082.50 2,058.50
R3 2,076.75 2,070.50 2,055.25
R2 2,064.75 2,064.75 2,054.25
R1 2,058.50 2,058.50 2,053.00 2,061.50
PP 2,052.75 2,052.75 2,052.75 2,054.50
S1 2,046.50 2,046.50 2,051.00 2,049.50
S2 2,040.75 2,040.75 2,049.75
S3 2,028.75 2,034.50 2,048.75
S4 2,016.75 2,022.50 2,045.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,059.25 2,036.25 23.00 1.1% 9.50 0.5% 68% True False 415
10 2,059.25 2,014.00 45.25 2.2% 10.50 0.5% 84% True False 357
20 2,059.25 1,972.25 87.00 4.2% 12.00 0.6% 92% True False 290
40 2,059.25 1,806.50 252.75 12.3% 21.75 1.1% 97% True False 230
60 2,059.25 1,806.50 252.75 12.3% 19.00 0.9% 97% True False 165
80 2,059.25 1,806.50 252.75 12.3% 16.00 0.8% 97% True False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,100.75
2.618 2,084.75
1.618 2,075.00
1.000 2,069.00
0.618 2,065.25
HIGH 2,059.25
0.618 2,055.50
0.500 2,054.50
0.382 2,053.25
LOW 2,049.50
0.618 2,043.50
1.000 2,039.75
1.618 2,033.75
2.618 2,024.00
4.250 2,008.00
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 2,054.50 2,054.50
PP 2,053.50 2,053.50
S1 2,052.75 2,052.75

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

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