E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 2,083.50 2,075.25 -8.25 -0.4% 2,078.00
High 2,084.00 2,081.00 -3.00 -0.1% 2,084.00
Low 2,068.75 2,065.50 -3.25 -0.2% 2,053.00
Close 2,076.00 2,066.00 -10.00 -0.5% 2,076.00
Range 15.25 15.50 0.25 1.6% 31.00
ATR 23.20 22.65 -0.55 -2.4% 0.00
Volume 18 56 38 211.1% 248
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,117.25 2,107.25 2,074.50
R3 2,101.75 2,091.75 2,070.25
R2 2,086.25 2,086.25 2,068.75
R1 2,076.25 2,076.25 2,067.50 2,073.50
PP 2,070.75 2,070.75 2,070.75 2,069.50
S1 2,060.75 2,060.75 2,064.50 2,058.00
S2 2,055.25 2,055.25 2,063.25
S3 2,039.75 2,045.25 2,061.75
S4 2,024.25 2,029.75 2,057.50
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2,164.00 2,151.00 2,093.00
R3 2,133.00 2,120.00 2,084.50
R2 2,102.00 2,102.00 2,081.75
R1 2,089.00 2,089.00 2,078.75 2,080.00
PP 2,071.00 2,071.00 2,071.00 2,066.50
S1 2,058.00 2,058.00 2,073.25 2,049.00
S2 2,040.00 2,040.00 2,070.25
S3 2,009.00 2,027.00 2,067.50
S4 1,978.00 1,996.00 2,059.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,084.00 2,053.00 31.00 1.5% 15.75 0.8% 42% False False 60
10 2,084.00 1,985.00 99.00 4.8% 22.00 1.1% 82% False False 256
20 2,095.75 1,985.00 110.75 5.4% 23.50 1.1% 73% False False 287
40 2,095.75 1,922.25 173.50 8.4% 22.50 1.1% 83% False False 278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,147.00
2.618 2,121.50
1.618 2,106.00
1.000 2,096.50
0.618 2,090.50
HIGH 2,081.00
0.618 2,075.00
0.500 2,073.25
0.382 2,071.50
LOW 2,065.50
0.618 2,056.00
1.000 2,050.00
1.618 2,040.50
2.618 2,025.00
4.250 1,999.50
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 2,073.25 2,074.75
PP 2,070.75 2,071.75
S1 2,068.50 2,069.00

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

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