E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1,875.00 1,902.50 27.50 1.5% 1,949.25
High 1,910.50 1,929.50 19.00 1.0% 1,969.00
Low 1,871.25 1,890.25 19.00 1.0% 1,897.25
Close 1,908.75 1,916.75 8.00 0.4% 1,919.25
Range 39.25 39.25 0.00 0.0% 71.75
ATR 40.12 40.06 -0.06 -0.2% 0.00
Volume 2,216,643 2,052,465 -164,178 -7.4% 9,221,630
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,030.00 2,012.50 1,938.25
R3 1,990.75 1,973.25 1,927.50
R2 1,951.50 1,951.50 1,924.00
R1 1,934.00 1,934.00 1,920.25 1,942.75
PP 1,912.25 1,912.25 1,912.25 1,916.50
S1 1,894.75 1,894.75 1,913.25 1,903.50
S2 1,873.00 1,873.00 1,909.50
S3 1,833.75 1,855.50 1,906.00
S4 1,794.50 1,816.25 1,895.25
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 4.7% 41.75 2.2% 62% False False 2,215,709
10 1,983.00 1,861.00 122.00 6.4% 40.00 2.1% 46% False False 2,064,295
20 2,011.75 1,861.00 150.75 7.9% 38.75 2.0% 37% False False 1,560,438
40 2,095.50 1,823.00 272.50 14.2% 41.75 2.2% 34% False False 788,275
60 2,118.50 1,823.00 295.50 15.4% 34.50 1.8% 32% False False 526,477
80 2,118.50 1,823.00 295.50 15.4% 31.75 1.7% 32% False False 395,353
100 2,118.50 1,823.00 295.50 15.4% 28.50 1.5% 32% False False 316,421
120 2,118.50 1,823.00 295.50 15.4% 26.75 1.4% 32% False False 263,723
Crabel Price Patterns
NR False
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 8.05
Fibonacci Retracements and Extensions
4.250 2,096.25
2.618 2,032.25
1.618 1,993.00
1.000 1,968.75
0.618 1,953.75
HIGH 1,929.50
0.618 1,914.50
0.500 1,910.00
0.382 1,905.25
LOW 1,890.25
0.618 1,866.00
1.000 1,851.00
1.618 1,826.75
2.618 1,787.50
4.250 1,723.50
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1,914.50 1,909.50
PP 1,912.25 1,902.50
S1 1,910.00 1,895.25

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

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