E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 2,028.00 2,046.00 18.00 0.9% 1,993.75
High 2,051.00 2,053.00 2.00 0.1% 2,065.75
Low 2,024.50 2,042.50 18.00 0.9% 1,976.75
Close 2,046.50 2,044.50 -2.00 -0.1% 1,985.00
Range 26.50 10.50 -16.00 -60.4% 89.00
ATR 31.58 30.08 -1.51 -4.8% 0.00
Volume 1,594 691 -903 -56.6% 5,591
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,078.25 2,071.75 2,050.25
R3 2,067.75 2,061.25 2,047.50
R2 2,057.25 2,057.25 2,046.50
R1 2,050.75 2,050.75 2,045.50 2,048.75
PP 2,046.75 2,046.75 2,046.75 2,045.50
S1 2,040.25 2,040.25 2,043.50 2,038.25
S2 2,036.25 2,036.25 2,042.50
S3 2,025.75 2,029.75 2,041.50
S4 2,015.25 2,019.25 2,038.75
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,276.25 2,219.50 2,034.00
R3 2,187.25 2,130.50 2,009.50
R2 2,098.25 2,098.25 2,001.25
R1 2,041.50 2,041.50 1,993.25 2,025.50
PP 2,009.25 2,009.25 2,009.25 2,001.00
S1 1,952.50 1,952.50 1,976.75 1,936.50
S2 1,920.25 1,920.25 1,968.75
S3 1,831.25 1,863.50 1,960.50
S4 1,742.25 1,774.50 1,936.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,053.00 1,984.50 68.50 3.4% 25.50 1.2% 88% True False 1,358
10 2,065.75 1,976.75 89.00 4.4% 33.25 1.6% 76% False False 1,033
20 2,090.50 1,976.75 113.75 5.6% 31.75 1.6% 60% False False 660
40 2,095.75 1,976.75 119.00 5.8% 27.75 1.4% 57% False False 498
60 2,095.75 1,867.50 228.25 11.2% 26.75 1.3% 78% False False 415
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 5.75
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,097.50
2.618 2,080.50
1.618 2,070.00
1.000 2,063.50
0.618 2,059.50
HIGH 2,053.00
0.618 2,049.00
0.500 2,047.75
0.382 2,046.50
LOW 2,042.50
0.618 2,036.00
1.000 2,032.00
1.618 2,025.50
2.618 2,015.00
4.250 1,998.00
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 2,047.75 2,038.75
PP 2,046.75 2,032.75
S1 2,045.50 2,027.00

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

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