E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 1,986.25 1,965.50 -20.75 -1.0% 1,964.50
High 1,987.75 1,966.25 -21.50 -1.1% 1,992.75
Low 1,959.25 1,898.75 -60.50 -3.1% 1,831.00
Close 1,969.25 1,916.00 -53.25 -2.7% 1,989.75
Range 28.50 67.50 39.00 136.8% 161.75
ATR 42.28 44.30 2.02 4.8% 0.00
Volume 1,876,279 2,822,050 945,771 50.4% 17,353,648
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,129.50 2,090.25 1,953.00
R3 2,062.00 2,022.75 1,934.50
R2 1,994.50 1,994.50 1,928.50
R1 1,955.25 1,955.25 1,922.25 1,941.00
PP 1,927.00 1,927.00 1,927.00 1,920.00
S1 1,887.75 1,887.75 1,909.75 1,873.50
S2 1,859.50 1,859.50 1,903.50
S3 1,792.00 1,820.25 1,897.50
S4 1,724.50 1,752.75 1,879.00
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,423.00 2,368.25 2,078.75
R3 2,261.25 2,206.50 2,034.25
R2 2,099.50 2,099.50 2,019.50
R1 2,044.75 2,044.75 2,004.50 2,072.00
PP 1,937.75 1,937.75 1,937.75 1,951.50
S1 1,883.00 1,883.00 1,975.00 1,910.50
S2 1,776.00 1,776.00 1,960.00
S3 1,614.25 1,721.25 1,945.25
S4 1,452.50 1,559.50 1,900.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,992.75 1,850.50 142.25 7.4% 54.00 2.8% 46% False False 2,626,879
10 2,098.00 1,831.00 267.00 13.9% 63.75 3.3% 32% False False 3,109,251
20 2,107.00 1,831.00 276.00 14.4% 44.50 2.3% 31% False False 2,301,106
40 2,126.25 1,831.00 295.25 15.4% 32.75 1.7% 29% False False 1,863,275
60 2,126.25 1,831.00 295.25 15.4% 29.50 1.5% 29% False False 1,723,392
80 2,126.25 1,831.00 295.25 15.4% 26.50 1.4% 29% False False 1,295,557
100 2,126.25 1,831.00 295.25 15.4% 25.75 1.3% 29% False False 1,036,978
120 2,126.25 1,831.00 295.25 15.4% 25.50 1.3% 29% False False 864,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,253.00
2.618 2,143.00
1.618 2,075.50
1.000 2,033.75
0.618 2,008.00
HIGH 1,966.25
0.618 1,940.50
0.500 1,932.50
0.382 1,924.50
LOW 1,898.75
0.618 1,857.00
1.000 1,831.25
1.618 1,789.50
2.618 1,722.00
4.250 1,612.00
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 1,932.50 1,945.75
PP 1,927.00 1,935.75
S1 1,921.50 1,926.00

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

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