E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 1,962.50 1,997.75 35.25 1.8% 2,025.00
High 1,998.50 2,005.25 6.75 0.3% 2,034.25
Low 1,958.50 1,989.50 31.00 1.6% 1,958.50
Close 1,998.50 2,002.00 3.50 0.2% 1,998.50
Range 40.00 15.75 -24.25 -60.6% 75.75
ATR 25.16 24.49 -0.67 -2.7% 0.00
Volume 271 46 -225 -83.0% 410
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,046.25 2,039.75 2,010.75
R3 2,030.50 2,024.00 2,006.25
R2 2,014.75 2,014.75 2,005.00
R1 2,008.25 2,008.25 2,003.50 2,011.50
PP 1,999.00 1,999.00 1,999.00 2,000.50
S1 1,992.50 1,992.50 2,000.50 1,995.75
S2 1,983.25 1,983.25 1,999.00
S3 1,967.50 1,976.75 1,997.75
S4 1,951.75 1,961.00 1,993.25
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 2,224.25 2,187.25 2,040.25
R3 2,148.50 2,111.50 2,019.25
R2 2,072.75 2,072.75 2,012.50
R1 2,035.75 2,035.75 2,005.50 2,016.50
PP 1,997.00 1,997.00 1,997.00 1,987.50
S1 1,960.00 1,960.00 1,991.50 1,940.50
S2 1,921.25 1,921.25 1,984.50
S3 1,845.50 1,884.25 1,977.75
S4 1,769.75 1,808.50 1,956.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,034.25 1,958.50 75.75 3.8% 33.75 1.7% 57% False False 89
10 2,042.00 1,958.50 83.50 4.2% 29.00 1.5% 52% False False 126
20 2,075.00 1,958.50 116.50 5.8% 20.75 1.0% 37% False False 80
40 2,075.00 1,951.00 124.00 6.2% 17.50 0.9% 41% False False 72
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 False
Stretch 5.43
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,072.25
2.618 2,046.50
1.618 2,030.75
1.000 2,021.00
0.618 2,015.00
HIGH 2,005.25
0.618 1,999.25
0.500 1,997.50
0.382 1,995.50
LOW 1,989.50
0.618 1,979.75
1.000 1,973.75
1.618 1,964.00
2.618 1,948.25
4.250 1,922.50
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 2,000.50 1,996.25
PP 1,999.00 1,990.50
S1 1,997.50 1,985.00

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

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