E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 1,915.50 1,876.25 -39.25 -2.0% 1,949.25
High 1,929.75 1,889.75 -40.00 -2.1% 1,969.00
Low 1,868.75 1,861.00 -7.75 -0.4% 1,897.25
Close 1,872.00 1,874.50 2.50 0.1% 1,919.25
Range 61.00 28.75 -32.25 -52.9% 71.75
ATR 41.07 40.19 -0.88 -2.1% 0.00
Volume 2,354,063 2,374,651 20,588 0.9% 9,221,630
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,961.25 1,946.75 1,890.25
R3 1,932.50 1,918.00 1,882.50
R2 1,903.75 1,903.75 1,879.75
R1 1,889.25 1,889.25 1,877.25 1,882.00
PP 1,875.00 1,875.00 1,875.00 1,871.50
S1 1,860.50 1,860.50 1,871.75 1,853.50
S2 1,846.25 1,846.25 1,869.25
S3 1,817.50 1,831.75 1,866.50
S4 1,788.75 1,803.00 1,858.75
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,143.75 2,103.25 1,958.75
R3 2,072.00 2,031.50 1,939.00
R2 2,000.25 2,000.25 1,932.50
R1 1,959.75 1,959.75 1,925.75 1,944.00
PP 1,928.50 1,928.50 1,928.50 1,920.75
S1 1,888.00 1,888.00 1,912.75 1,872.50
S2 1,856.75 1,856.75 1,906.00
S3 1,785.00 1,816.25 1,899.50
S4 1,713.25 1,744.50 1,879.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,951.00 1,861.00 90.00 4.8% 40.25 2.1% 15% False True 2,090,337
10 2,011.75 1,861.00 150.75 8.0% 38.50 2.1% 9% False True 2,034,641
20 2,011.75 1,861.00 150.75 8.0% 40.25 2.1% 9% False True 1,351,003
40 2,099.00 1,823.00 276.00 14.7% 40.75 2.2% 19% False False 681,723
60 2,118.50 1,823.00 295.50 15.8% 34.50 1.8% 17% False False 455,418
80 2,118.50 1,823.00 295.50 15.8% 31.00 1.7% 17% False False 342,091
100 2,118.50 1,823.00 295.50 15.8% 28.00 1.5% 17% False False 273,733
120 2,118.50 1,823.00 295.50 15.8% 26.50 1.4% 17% False False 228,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,012.00
2.618 1,965.00
1.618 1,936.25
1.000 1,918.50
0.618 1,907.50
HIGH 1,889.75
0.618 1,878.75
0.500 1,875.50
0.382 1,872.00
LOW 1,861.00
0.618 1,843.25
1.000 1,832.25
1.618 1,814.50
2.618 1,785.75
4.250 1,738.75
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 1,875.50 1,906.00
PP 1,875.00 1,895.50
S1 1,874.75 1,885.00

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

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