E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 1,905.50 1,916.75 11.25 0.6% 2,032.50
High 1,932.50 1,939.00 6.50 0.3% 2,036.25
Low 1,892.25 1,870.75 -21.50 -1.1% 1,903.00
Close 1,917.50 1,874.00 -43.50 -2.3% 1,904.25
Range 40.25 68.25 28.00 69.6% 133.25
ATR 35.37 37.71 2.35 6.6% 0.00
Volume 2,692 4,386 1,694 62.9% 22,707
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,099.25 2,055.00 1,911.50
R3 2,031.00 1,986.75 1,892.75
R2 1,962.75 1,962.75 1,886.50
R1 1,918.50 1,918.50 1,880.25 1,906.50
PP 1,894.50 1,894.50 1,894.50 1,888.50
S1 1,850.25 1,850.25 1,867.75 1,838.25
S2 1,826.25 1,826.25 1,861.50
S3 1,758.00 1,782.00 1,855.25
S4 1,689.75 1,713.75 1,836.50
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,347.50 2,259.25 1,977.50
R3 2,214.25 2,126.00 1,941.00
R2 2,081.00 2,081.00 1,928.75
R1 1,992.75 1,992.75 1,916.50 1,970.25
PP 1,947.75 1,947.75 1,947.75 1,936.50
S1 1,859.50 1,859.50 1,892.00 1,837.00
S2 1,814.50 1,814.50 1,879.75
S3 1,681.25 1,726.25 1,867.50
S4 1,548.00 1,593.00 1,831.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,983.50 1,870.75 112.75 6.0% 52.25 2.8% 3% False True 4,166
10 2,068.00 1,870.75 197.25 10.5% 43.75 2.3% 2% False True 3,573
20 2,068.00 1,870.75 197.25 10.5% 36.50 1.9% 2% False True 2,444
40 2,090.50 1,870.75 219.75 11.7% 32.75 1.7% 1% False True 1,386
60 2,095.75 1,870.75 225.00 12.0% 29.25 1.6% 1% False True 1,052
80 2,095.75 1,846.25 249.50 13.3% 29.75 1.6% 11% False False 828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.78
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 2,229.00
2.618 2,117.75
1.618 2,049.50
1.000 2,007.25
0.618 1,981.25
HIGH 1,939.00
0.618 1,913.00
0.500 1,905.00
0.382 1,896.75
LOW 1,870.75
0.618 1,828.50
1.000 1,802.50
1.618 1,760.25
2.618 1,692.00
4.250 1,580.75
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 1,905.00 1,905.00
PP 1,894.50 1,894.50
S1 1,884.25 1,884.25

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

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