E-mini S&P 500 Future September 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 1,963.75 1,953.25 -10.50 -0.5% 1,916.75
High 1,974.25 1,983.00 8.75 0.4% 1,992.00
Low 1,946.50 1,945.00 -1.50 -0.1% 1,915.75
Close 1,954.00 1,979.75 25.75 1.3% 1,960.25
Range 27.75 38.00 10.25 36.9% 76.25
ATR 41.84 41.56 -0.27 -0.7% 0.00
Volume 893,365 1,034,822 141,457 15.8% 7,340,521
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,083.25 2,069.50 2,000.75
R3 2,045.25 2,031.50 1,990.25
R2 2,007.25 2,007.25 1,986.75
R1 1,993.50 1,993.50 1,983.25 2,000.50
PP 1,969.25 1,969.25 1,969.25 1,972.75
S1 1,955.50 1,955.50 1,976.25 1,962.50
S2 1,931.25 1,931.25 1,972.75
S3 1,893.25 1,917.50 1,969.25
S4 1,855.25 1,879.50 1,958.75
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 1,928.50 63.50 3.2% 37.25 1.9% 81% False False 1,477,614
10 1,992.00 1,898.75 93.25 4.7% 42.25 2.1% 87% False False 1,846,267
20 2,103.75 1,831.00 272.75 13.8% 50.25 2.5% 55% False False 2,393,434
40 2,125.00 1,831.00 294.00 14.9% 36.75 1.9% 51% False False 1,945,929
60 2,126.25 1,831.00 295.25 14.9% 32.00 1.6% 50% False False 1,795,590
80 2,126.25 1,831.00 295.25 14.9% 29.25 1.5% 50% False False 1,490,753
100 2,126.25 1,831.00 295.25 14.9% 27.50 1.4% 50% False False 1,193,113
120 2,126.25 1,831.00 295.25 14.9% 26.50 1.3% 50% False False 994,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,144.50
2.618 2,082.50
1.618 2,044.50
1.000 2,021.00
0.618 2,006.50
HIGH 1,983.00
0.618 1,968.50
0.500 1,964.00
0.382 1,959.50
LOW 1,945.00
0.618 1,921.50
1.000 1,907.00
1.618 1,883.50
2.618 1,845.50
4.250 1,783.50
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 1,974.50 1,973.25
PP 1,969.25 1,966.75
S1 1,964.00 1,960.00

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

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