E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 1,904.75 1,938.50 33.75 1.8% 1,959.00
High 1,940.00 1,964.50 24.50 1.3% 1,983.75
Low 1,899.00 1,933.25 34.25 1.8% 1,823.00
Close 1,938.25 1,937.25 -1.00 -0.1% 1,981.00
Range 41.00 31.25 -9.75 -23.8% 160.75
ATR 43.63 42.75 -0.88 -2.0% 0.00
Volume 38,740 33,187 -5,553 -14.3% 142,444
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,038.75 2,019.25 1,954.50
R3 2,007.50 1,988.00 1,945.75
R2 1,976.25 1,976.25 1,943.00
R1 1,956.75 1,956.75 1,940.00 1,951.00
PP 1,945.00 1,945.00 1,945.00 1,942.00
S1 1,925.50 1,925.50 1,934.50 1,919.50
S2 1,913.75 1,913.75 1,931.50
S3 1,882.50 1,894.25 1,928.75
S4 1,851.25 1,863.00 1,920.00
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 2,411.50 2,357.00 2,069.50
R3 2,250.75 2,196.25 2,025.25
R2 2,090.00 2,090.00 2,010.50
R1 2,035.50 2,035.50 1,995.75 2,062.75
PP 1,929.25 1,929.25 1,929.25 1,943.00
S1 1,874.75 1,874.75 1,966.25 1,902.00
S2 1,768.50 1,768.50 1,951.50
S3 1,607.75 1,714.00 1,936.75
S4 1,447.00 1,553.25 1,892.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,983.75 1,890.25 93.50 4.8% 38.75 2.0% 50% False False 30,645
10 2,021.50 1,823.00 198.50 10.2% 62.50 3.2% 58% False False 28,835
20 2,095.50 1,823.00 272.50 14.1% 45.00 2.3% 42% False False 17,536
40 2,118.50 1,823.00 295.50 15.3% 32.50 1.7% 39% False False 10,230
60 2,118.50 1,823.00 295.50 15.3% 29.50 1.5% 39% False False 7,515
80 2,118.50 1,823.00 295.50 15.3% 26.00 1.3% 39% False False 5,829
100 2,118.50 1,823.00 295.50 15.3% 24.75 1.3% 39% False False 4,711
120 2,118.50 1,823.00 295.50 15.3% 23.50 1.2% 39% False False 3,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,097.25
2.618 2,046.25
1.618 2,015.00
1.000 1,995.75
0.618 1,983.75
HIGH 1,964.50
0.618 1,952.50
0.500 1,949.00
0.382 1,945.25
LOW 1,933.25
0.618 1,914.00
1.000 1,902.00
1.618 1,882.75
2.618 1,851.50
4.250 1,800.50
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 1,949.00 1,934.00
PP 1,945.00 1,930.75
S1 1,941.00 1,927.50

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

View Archives - Comment on this page... - Back to Index of Symbols