E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 1,967.00 1,972.00 5.00 0.3% 1,904.00
High 1,976.25 1,983.00 6.75 0.3% 1,959.25
Low 1,957.25 1,965.75 8.50 0.4% 1,877.25
Close 1,974.25 1,981.25 7.00 0.4% 1,933.50
Range 19.00 17.25 -1.75 -9.2% 82.00
ATR 37.23 35.80 -1.43 -3.8% 0.00
Volume 29,129 37,901 8,772 30.1% 46,528
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,028.50 2,022.00 1,990.75
R3 2,011.25 2,004.75 1,986.00
R2 1,994.00 1,994.00 1,984.50
R1 1,987.50 1,987.50 1,982.75 1,990.75
PP 1,976.75 1,976.75 1,976.75 1,978.25
S1 1,970.25 1,970.25 1,979.75 1,973.50
S2 1,959.50 1,959.50 1,978.00
S3 1,942.25 1,953.00 1,976.50
S4 1,925.00 1,935.75 1,971.75
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,169.25 2,133.50 1,978.50
R3 2,087.25 2,051.50 1,956.00
R2 2,005.25 2,005.25 1,948.50
R1 1,969.50 1,969.50 1,941.00 1,987.50
PP 1,923.25 1,923.25 1,923.25 1,932.25
S1 1,887.50 1,887.50 1,926.00 1,905.50
S2 1,841.25 1,841.25 1,918.50
S3 1,759.25 1,805.50 1,911.00
S4 1,677.25 1,723.50 1,888.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,983.00 1,911.75 71.25 3.6% 30.00 1.5% 98% True False 22,612
10 1,983.00 1,877.25 105.75 5.3% 31.00 1.6% 98% True False 15,629
20 1,983.00 1,794.50 188.50 9.5% 35.25 1.8% 99% True False 12,783
40 2,005.75 1,794.50 211.25 10.7% 42.50 2.1% 88% False False 9,194
60 2,081.25 1,794.50 286.75 14.5% 39.00 2.0% 65% False False 6,555
80 2,090.50 1,794.50 296.00 14.9% 35.75 1.8% 63% False False 4,976
100 2,095.75 1,794.50 301.25 15.2% 32.50 1.6% 62% False False 4,049
120 2,095.75 1,794.50 301.25 15.2% 33.00 1.7% 62% False False 3,403
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.95
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 2,056.25
2.618 2,028.25
1.618 2,011.00
1.000 2,000.25
0.618 1,993.75
HIGH 1,983.00
0.618 1,976.50
0.500 1,974.50
0.382 1,972.25
LOW 1,965.75
0.618 1,955.00
1.000 1,948.50
1.618 1,937.75
2.618 1,920.50
4.250 1,892.50
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 1,979.00 1,970.00
PP 1,976.75 1,958.75
S1 1,974.50 1,947.50

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

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