E-mini S&P 500 Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 1,902.50 1,917.00 14.50 0.8% 1,915.50
High 1,929.50 1,943.75 14.25 0.7% 1,943.75
Low 1,890.25 1,883.00 -7.25 -0.4% 1,861.00
Close 1,916.75 1,943.00 26.25 1.4% 1,943.00
Range 39.25 60.75 21.50 54.8% 82.75
ATR 40.06 41.54 1.48 3.7% 0.00
Volume 2,052,465 2,466,082 413,617 20.2% 11,463,904
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,105.50 2,085.00 1,976.50
R3 2,044.75 2,024.25 1,959.75
R2 1,984.00 1,984.00 1,954.25
R1 1,963.50 1,963.50 1,948.50 1,973.75
PP 1,923.25 1,923.25 1,923.25 1,928.50
S1 1,902.75 1,902.75 1,937.50 1,913.00
S2 1,862.50 1,862.50 1,931.75
S3 1,801.75 1,842.00 1,926.25
S4 1,741.00 1,781.25 1,909.50
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,164.25 2,136.25 1,988.50
R3 2,081.50 2,053.50 1,965.75
R2 1,998.75 1,998.75 1,958.25
R1 1,970.75 1,970.75 1,950.50 1,984.75
PP 1,916.00 1,916.00 1,916.00 1,923.00
S1 1,888.00 1,888.00 1,935.50 1,902.00
S2 1,833.25 1,833.25 1,927.75
S3 1,750.50 1,805.25 1,920.25
S4 1,667.75 1,722.50 1,897.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,943.75 1,861.00 82.75 4.3% 45.75 2.4% 99% True False 2,292,780
10 1,969.00 1,861.00 108.00 5.6% 41.75 2.2% 76% False False 2,068,553
20 2,011.75 1,861.00 150.75 7.8% 40.25 2.1% 54% False False 1,682,083
40 2,095.50 1,823.00 272.50 14.0% 42.75 2.2% 44% False False 849,809
60 2,118.50 1,823.00 295.50 15.2% 35.00 1.8% 41% False False 567,514
80 2,118.50 1,823.00 295.50 15.2% 32.25 1.7% 41% False False 426,157
100 2,118.50 1,823.00 295.50 15.2% 28.75 1.5% 41% False False 341,079
120 2,118.50 1,823.00 295.50 15.2% 27.25 1.4% 41% False False 284,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,202.00
2.618 2,102.75
1.618 2,042.00
1.000 2,004.50
0.618 1,981.25
HIGH 1,943.75
0.618 1,920.50
0.500 1,913.50
0.382 1,906.25
LOW 1,883.00
0.618 1,845.50
1.000 1,822.25
1.618 1,784.75
2.618 1,724.00
4.250 1,624.75
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 1,933.00 1,931.25
PP 1,923.25 1,919.25
S1 1,913.50 1,907.50

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

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