E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 1,918.75 1,885.75 -33.00 -1.7% 1,892.00
High 1,919.00 1,903.25 -15.75 -0.8% 1,924.00
Low 1,880.75 1,856.75 -24.00 -1.3% 1,843.50
Close 1,889.00 1,899.75 10.75 0.6% 1,922.00
Range 38.25 46.50 8.25 21.6% 80.50
ATR 43.80 43.99 0.19 0.4% 0.00
Volume 4,520 13,085 8,565 189.5% 31,820
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,026.00 2,009.50 1,925.25
R3 1,979.50 1,963.00 1,912.50
R2 1,933.00 1,933.00 1,908.25
R1 1,916.50 1,916.50 1,904.00 1,924.75
PP 1,886.50 1,886.50 1,886.50 1,890.75
S1 1,870.00 1,870.00 1,895.50 1,878.25
S2 1,840.00 1,840.00 1,891.25
S3 1,793.50 1,823.50 1,887.00
S4 1,747.00 1,777.00 1,874.25
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,138.00 2,110.50 1,966.25
R3 2,057.50 2,030.00 1,944.25
R2 1,977.00 1,977.00 1,936.75
R1 1,949.50 1,949.50 1,929.50 1,963.25
PP 1,896.50 1,896.50 1,896.50 1,903.50
S1 1,869.00 1,869.00 1,914.50 1,882.75
S2 1,816.00 1,816.00 1,907.25
S3 1,735.50 1,788.50 1,899.75
S4 1,655.00 1,708.00 1,877.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,931.50 1,856.75 74.75 3.9% 40.75 2.1% 58% False True 8,395
10 1,931.50 1,828.50 103.00 5.4% 43.75 2.3% 69% False False 6,117
20 2,005.75 1,796.00 209.75 11.0% 49.50 2.6% 49% False False 5,605
40 2,081.25 1,796.00 285.25 15.0% 40.75 2.1% 36% False False 3,442
60 2,090.50 1,796.00 294.50 15.5% 36.00 1.9% 35% False False 2,374
80 2,095.75 1,796.00 299.75 15.8% 32.00 1.7% 35% False False 1,866
100 2,095.75 1,796.00 299.75 15.8% 32.50 1.7% 35% False False 1,527
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,101.00
2.618 2,025.00
1.618 1,978.50
1.000 1,949.75
0.618 1,932.00
HIGH 1,903.25
0.618 1,885.50
0.500 1,880.00
0.382 1,874.50
LOW 1,856.75
0.618 1,828.00
1.000 1,810.25
1.618 1,781.50
2.618 1,735.00
4.250 1,659.00
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 1,893.25 1,898.00
PP 1,886.50 1,896.00
S1 1,880.00 1,894.00

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

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