E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 1,972.00 1,981.75 9.75 0.5% 1,933.50
High 1,983.00 1,998.00 15.00 0.8% 1,998.00
Low 1,965.75 1,975.00 9.25 0.5% 1,911.75
Close 1,981.25 1,985.75 4.50 0.2% 1,985.75
Range 17.25 23.00 5.75 33.3% 86.25
ATR 35.80 34.89 -0.91 -2.6% 0.00
Volume 37,901 67,714 29,813 78.7% 169,433
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,055.25 2,043.50 1,998.50
R3 2,032.25 2,020.50 1,992.00
R2 2,009.25 2,009.25 1,990.00
R1 1,997.50 1,997.50 1,987.75 2,003.50
PP 1,986.25 1,986.25 1,986.25 1,989.25
S1 1,974.50 1,974.50 1,983.75 1,980.50
S2 1,963.25 1,963.25 1,981.50
S3 1,940.25 1,951.50 1,979.50
S4 1,917.25 1,928.50 1,973.00
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,224.00 2,191.00 2,033.25
R3 2,137.75 2,104.75 2,009.50
R2 2,051.50 2,051.50 2,001.50
R1 2,018.50 2,018.50 1,993.75 2,035.00
PP 1,965.25 1,965.25 1,965.25 1,973.50
S1 1,932.25 1,932.25 1,977.75 1,948.75
S2 1,879.00 1,879.00 1,970.00
S3 1,792.75 1,846.00 1,962.00
S4 1,706.50 1,759.75 1,938.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,998.00 1,911.75 86.25 4.3% 29.25 1.5% 86% True False 33,886
10 1,998.00 1,877.25 120.75 6.1% 30.75 1.6% 90% True False 21,596
20 1,998.00 1,794.50 203.50 10.2% 34.75 1.8% 94% True False 15,765
40 1,998.00 1,794.50 203.50 10.2% 42.00 2.1% 94% True False 10,749
60 2,068.00 1,794.50 273.50 13.8% 38.75 2.0% 70% False False 7,680
80 2,090.50 1,794.50 296.00 14.9% 35.75 1.8% 65% False False 5,817
100 2,095.75 1,794.50 301.25 15.2% 32.75 1.6% 63% False False 4,726
120 2,095.75 1,794.50 301.25 15.2% 33.00 1.7% 63% False False 3,965
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,095.75
2.618 2,058.25
1.618 2,035.25
1.000 2,021.00
0.618 2,012.25
HIGH 1,998.00
0.618 1,989.25
0.500 1,986.50
0.382 1,983.75
LOW 1,975.00
0.618 1,960.75
1.000 1,952.00
1.618 1,937.75
2.618 1,914.75
4.250 1,877.25
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 1,986.50 1,983.00
PP 1,986.25 1,980.25
S1 1,986.00 1,977.50

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

View Archives - Comment on this page... - Back to Index of Symbols