E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 2,035.00 2,038.25 3.25 0.2% 2,076.50
High 2,051.50 2,040.50 -11.00 -0.5% 2,081.25
Low 2,029.25 1,989.75 -39.50 -1.9% 1,989.75
Close 2,034.00 1,994.25 -39.75 -2.0% 1,994.25
Range 22.25 50.75 28.50 128.1% 91.50
ATR 28.15 29.77 1.61 5.7% 0.00
Volume 232 567 335 144.4% 2,369
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,160.50 2,128.00 2,022.25
R3 2,109.75 2,077.25 2,008.25
R2 2,059.00 2,059.00 2,003.50
R1 2,026.50 2,026.50 1,999.00 2,017.50
PP 2,008.25 2,008.25 2,008.25 2,003.50
S1 1,975.75 1,975.75 1,989.50 1,966.50
S2 1,957.50 1,957.50 1,985.00
S3 1,906.75 1,925.00 1,980.25
S4 1,856.00 1,874.25 1,966.25
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,296.25 2,236.75 2,044.50
R3 2,204.75 2,145.25 2,019.50
R2 2,113.25 2,113.25 2,011.00
R1 2,053.75 2,053.75 2,002.75 2,037.75
PP 2,021.75 2,021.75 2,021.75 2,013.75
S1 1,962.25 1,962.25 1,985.75 1,946.25
S2 1,930.25 1,930.25 1,977.50
S3 1,838.75 1,870.75 1,969.00
S4 1,747.25 1,779.25 1,944.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,081.25 1,989.75 91.50 4.6% 35.25 1.8% 5% False True 473
10 2,090.50 1,989.75 100.75 5.1% 33.75 1.7% 4% False True 341
20 2,090.50 1,985.00 105.50 5.3% 28.75 1.4% 9% False False 304
40 2,095.75 1,985.00 110.75 5.6% 25.00 1.3% 8% False False 341
60 2,095.75 1,846.25 249.50 12.5% 27.50 1.4% 59% False False 281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.90
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,256.25
2.618 2,173.25
1.618 2,122.50
1.000 2,091.25
0.618 2,071.75
HIGH 2,040.50
0.618 2,021.00
0.500 2,015.00
0.382 2,009.25
LOW 1,989.75
0.618 1,958.50
1.000 1,939.00
1.618 1,907.75
2.618 1,857.00
4.250 1,774.00
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 2,015.00 2,027.00
PP 2,008.25 2,016.25
S1 2,001.25 2,005.25

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

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