E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 1,956.50 1,934.75 -21.75 -1.1% 1,979.00
High 1,982.75 1,957.75 -25.00 -1.3% 1,979.00
Low 1,926.50 1,919.00 -7.50 -0.4% 1,890.25
Close 1,933.50 1,939.75 6.25 0.3% 1,912.75
Range 56.25 38.75 -17.50 -31.1% 88.75
ATR 44.32 43.92 -0.40 -0.9% 0.00
Volume 221,503 1,023,035 801,532 361.9% 186,130
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,055.00 2,036.25 1,961.00
R3 2,016.25 1,997.50 1,950.50
R2 1,977.50 1,977.50 1,946.75
R1 1,958.75 1,958.75 1,943.25 1,968.00
PP 1,938.75 1,938.75 1,938.75 1,943.50
S1 1,920.00 1,920.00 1,936.25 1,929.50
S2 1,900.00 1,900.00 1,932.75
S3 1,861.25 1,881.25 1,929.00
S4 1,822.50 1,842.50 1,918.50
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,193.50 2,142.00 1,961.50
R3 2,104.75 2,053.25 1,937.25
R2 2,016.00 2,016.00 1,929.00
R1 1,964.50 1,964.50 1,921.00 1,946.00
PP 1,927.25 1,927.25 1,927.25 1,918.00
S1 1,875.75 1,875.75 1,904.50 1,857.00
S2 1,838.50 1,838.50 1,896.50
S3 1,749.75 1,787.00 1,888.25
S4 1,661.00 1,698.25 1,864.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,982.75 1,899.00 83.75 4.3% 44.25 2.3% 49% False False 294,423
10 1,983.75 1,890.25 93.50 4.8% 43.75 2.3% 53% False False 161,324
20 2,095.50 1,823.00 272.50 14.0% 48.50 2.5% 43% False False 88,506
40 2,118.50 1,823.00 295.50 15.2% 34.75 1.8% 40% False False 45,913
60 2,118.50 1,823.00 295.50 15.2% 31.50 1.6% 40% False False 31,412
80 2,118.50 1,823.00 295.50 15.2% 27.75 1.4% 40% False False 23,791
100 2,118.50 1,823.00 295.50 15.2% 25.75 1.3% 40% False False 19,095
120 2,118.50 1,823.00 295.50 15.2% 24.50 1.3% 40% False False 15,924
Crabel Price Patterns
NR True
NR4 True
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 6.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,122.50
2.618 2,059.25
1.618 2,020.50
1.000 1,996.50
0.618 1,981.75
HIGH 1,957.75
0.618 1,943.00
0.500 1,938.50
0.382 1,933.75
LOW 1,919.00
0.618 1,895.00
1.000 1,880.25
1.618 1,856.25
2.618 1,817.50
4.250 1,754.25
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 1,939.25 1,944.50
PP 1,938.75 1,943.00
S1 1,938.50 1,941.50

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

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