E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 1,943.75 1,949.50 5.75 0.3% 1,916.75
High 1,967.25 1,962.50 -4.75 -0.2% 1,992.00
Low 1,928.50 1,937.25 8.75 0.5% 1,915.75
Close 1,949.50 1,960.25 10.75 0.6% 1,960.25
Range 38.75 25.25 -13.50 -34.8% 76.25
ATR 44.28 42.92 -1.36 -3.1% 0.00
Volume 2,270,403 1,045,267 -1,225,136 -54.0% 7,340,521
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,029.00 2,020.00 1,974.25
R3 2,003.75 1,994.75 1,967.25
R2 1,978.50 1,978.50 1,965.00
R1 1,969.50 1,969.50 1,962.50 1,974.00
PP 1,953.25 1,953.25 1,953.25 1,955.50
S1 1,944.25 1,944.25 1,958.00 1,948.75
S2 1,928.00 1,928.00 1,955.50
S3 1,902.75 1,919.00 1,953.25
S4 1,877.50 1,893.75 1,946.25
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,184.75 2,148.75 2,002.25
R3 2,108.50 2,072.50 1,981.25
R2 2,032.25 2,032.25 1,974.25
R1 1,996.25 1,996.25 1,967.25 2,014.25
PP 1,956.00 1,956.00 1,956.00 1,965.00
S1 1,920.00 1,920.00 1,953.25 1,938.00
S2 1,879.75 1,879.75 1,946.25
S3 1,803.50 1,843.75 1,939.25
S4 1,727.25 1,767.50 1,918.25
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 1,907.75 84.25 4.3% 43.00 2.2% 62% False False 1,895,901
10 1,992.75 1,898.75 94.00 4.8% 41.00 2.1% 65% False False 2,037,928
20 2,103.75 1,831.00 272.75 13.9% 49.25 2.5% 47% False False 2,415,120
40 2,126.25 1,831.00 295.25 15.1% 35.50 1.8% 44% False False 1,943,757
60 2,126.25 1,831.00 295.25 15.1% 32.00 1.6% 44% False False 1,815,810
80 2,126.25 1,831.00 295.25 15.1% 28.75 1.5% 44% False False 1,466,735
100 2,126.25 1,831.00 295.25 15.1% 27.25 1.4% 44% False False 1,173,920
120 2,126.25 1,831.00 295.25 15.1% 26.25 1.3% 44% False False 978,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.45
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2,069.75
2.618 2,028.50
1.618 2,003.25
1.000 1,987.75
0.618 1,978.00
HIGH 1,962.50
0.618 1,952.75
0.500 1,950.00
0.382 1,947.00
LOW 1,937.25
0.618 1,921.75
1.000 1,912.00
1.618 1,896.50
2.618 1,871.25
4.250 1,830.00
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 1,956.75 1,960.25
PP 1,953.25 1,960.25
S1 1,950.00 1,960.25

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

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