E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 1,864.00 1,847.50 -16.50 -0.9% 1,902.50
High 1,870.50 1,874.75 4.25 0.2% 1,939.00
Low 1,796.00 1,828.50 32.50 1.8% 1,842.00
Close 1,846.75 1,853.00 6.25 0.3% 1,867.50
Range 74.50 46.25 -28.25 -37.9% 97.00
ATR 44.30 44.44 0.14 0.3% 0.00
Volume 7,051 4,982 -2,069 -29.3% 23,469
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,990.75 1,968.25 1,878.50
R3 1,944.50 1,922.00 1,865.75
R2 1,898.25 1,898.25 1,861.50
R1 1,875.75 1,875.75 1,857.25 1,887.00
PP 1,852.00 1,852.00 1,852.00 1,857.75
S1 1,829.50 1,829.50 1,848.75 1,840.75
S2 1,805.75 1,805.75 1,844.50
S3 1,759.50 1,783.25 1,840.25
S4 1,713.25 1,737.00 1,827.50
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,173.75 2,117.75 1,920.75
R3 2,076.75 2,020.75 1,894.25
R2 1,979.75 1,979.75 1,885.25
R1 1,923.75 1,923.75 1,876.50 1,903.25
PP 1,882.75 1,882.75 1,882.75 1,872.50
S1 1,826.75 1,826.75 1,858.50 1,806.25
S2 1,785.75 1,785.75 1,849.75
S3 1,688.75 1,729.75 1,840.75
S4 1,591.75 1,632.75 1,814.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,919.75 1,796.00 123.75 6.7% 59.75 3.2% 46% False False 5,918
10 1,983.50 1,796.00 187.50 10.1% 56.00 3.0% 30% False False 5,042
20 2,068.00 1,796.00 272.00 14.7% 42.50 2.3% 21% False False 3,628
40 2,090.50 1,796.00 294.50 15.9% 36.50 2.0% 19% False False 2,069
60 2,095.75 1,796.00 299.75 16.2% 32.25 1.7% 19% False False 1,524
80 2,095.75 1,796.00 299.75 16.2% 31.50 1.7% 19% False False 1,193
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 13.98
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,071.25
2.618 1,995.75
1.618 1,949.50
1.000 1,921.00
0.618 1,903.25
HIGH 1,874.75
0.618 1,857.00
0.500 1,851.50
0.382 1,846.25
LOW 1,828.50
0.618 1,800.00
1.000 1,782.25
1.618 1,753.75
2.618 1,707.50
4.250 1,632.00
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 1,852.50 1,851.25
PP 1,852.00 1,849.50
S1 1,851.50 1,848.00

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

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