E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 1,916.75 1,966.50 49.75 2.6% 1,986.25
High 1,968.75 1,992.00 23.25 1.2% 1,987.75
Low 1,915.75 1,935.50 19.75 1.0% 1,898.75
Close 1,965.75 1,942.75 -23.00 -1.2% 1,921.75
Range 53.00 56.50 3.50 6.6% 89.00
ATR 43.80 44.71 0.91 2.1% 0.00
Volume 1,880,634 2,144,217 263,583 14.0% 11,070,249
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,126.25 2,091.00 1,973.75
R3 2,069.75 2,034.50 1,958.25
R2 2,013.25 2,013.25 1,953.00
R1 1,978.00 1,978.00 1,948.00 1,967.50
PP 1,956.75 1,956.75 1,956.75 1,951.50
S1 1,921.50 1,921.50 1,937.50 1,911.00
S2 1,900.25 1,900.25 1,932.50
S3 1,843.75 1,865.00 1,927.25
S4 1,787.25 1,808.50 1,911.75
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,203.00 2,151.50 1,970.75
R3 2,114.00 2,062.50 1,946.25
R2 2,025.00 2,025.00 1,938.00
R1 1,973.50 1,973.50 1,930.00 1,954.75
PP 1,936.00 1,936.00 1,936.00 1,926.75
S1 1,884.50 1,884.50 1,913.50 1,865.75
S2 1,847.00 1,847.00 1,905.50
S3 1,758.00 1,795.50 1,897.25
S4 1,669.00 1,706.50 1,872.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,992.00 1,907.25 84.75 4.4% 44.75 2.3% 42% True False 2,079,354
10 1,992.75 1,850.50 142.25 7.3% 49.50 2.5% 65% False False 2,353,116
20 2,103.75 1,831.00 272.75 14.0% 48.75 2.5% 41% False False 2,442,356
40 2,126.25 1,831.00 295.25 15.2% 34.50 1.8% 38% False False 1,917,240
60 2,126.25 1,831.00 295.25 15.2% 31.75 1.6% 38% False False 1,814,489
80 2,126.25 1,831.00 295.25 15.2% 28.25 1.5% 38% False False 1,425,391
100 2,126.25 1,831.00 295.25 15.2% 27.00 1.4% 38% False False 1,140,806
120 2,126.25 1,831.00 295.25 15.2% 26.00 1.3% 38% False False 951,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.93
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,232.00
2.618 2,140.00
1.618 2,083.50
1.000 2,048.50
0.618 2,027.00
HIGH 1,992.00
0.618 1,970.50
0.500 1,963.75
0.382 1,957.00
LOW 1,935.50
0.618 1,900.50
1.000 1,879.00
1.618 1,844.00
2.618 1,787.50
4.250 1,695.50
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 1,963.75 1,950.00
PP 1,956.75 1,947.50
S1 1,949.75 1,945.00

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

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