E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 1,985.00 1,990.00 5.00 0.3% 1,933.50
High 1,995.00 1,990.75 -4.25 -0.2% 1,998.00
Low 1,975.50 1,966.50 -9.00 -0.5% 1,911.75
Close 1,990.00 1,971.50 -18.50 -0.9% 1,985.75
Range 19.50 24.25 4.75 24.4% 86.25
ATR 33.79 33.11 -0.68 -2.0% 0.00
Volume 80,998 153,041 72,043 88.9% 169,433
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,049.00 2,034.50 1,984.75
R3 2,024.75 2,010.25 1,978.25
R2 2,000.50 2,000.50 1,976.00
R1 1,986.00 1,986.00 1,973.75 1,981.00
PP 1,976.25 1,976.25 1,976.25 1,973.75
S1 1,961.75 1,961.75 1,969.25 1,957.00
S2 1,952.00 1,952.00 1,967.00
S3 1,927.75 1,937.50 1,964.75
S4 1,903.50 1,913.25 1,958.25
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 1,957.25 40.75 2.1% 20.50 1.0% 35% False False 73,756
10 1,998.00 1,877.25 120.75 6.1% 29.50 1.5% 78% False False 44,051
20 1,998.00 1,794.50 203.50 10.3% 31.50 1.6% 87% False False 26,705
40 1,998.00 1,794.50 203.50 10.3% 40.00 2.0% 87% False False 16,343
60 2,068.00 1,794.50 273.50 13.9% 38.25 1.9% 65% False False 11,558
80 2,090.50 1,794.50 296.00 15.0% 35.75 1.8% 60% False False 8,740
100 2,095.75 1,794.50 301.25 15.3% 32.75 1.7% 59% False False 7,065
120 2,095.75 1,794.50 301.25 15.3% 33.00 1.7% 59% False False 5,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,093.75
2.618 2,054.25
1.618 2,030.00
1.000 2,015.00
0.618 2,005.75
HIGH 1,990.75
0.618 1,981.50
0.500 1,978.50
0.382 1,975.75
LOW 1,966.50
0.618 1,951.50
1.000 1,942.25
1.618 1,927.25
2.618 1,903.00
4.250 1,863.50
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 1,978.50 1,982.25
PP 1,976.25 1,978.75
S1 1,974.00 1,975.00

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

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