E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1,972.25 1,981.00 8.75 0.4% 1,933.50
High 1,984.50 2,001.00 16.50 0.8% 1,998.00
Low 1,968.75 1,958.00 -10.75 -0.5% 1,911.75
Close 1,979.75 1,979.50 -0.25 0.0% 1,985.75
Range 15.75 43.00 27.25 173.0% 86.25
ATR 31.87 32.66 0.80 2.5% 0.00
Volume 299,594 1,048,138 748,544 249.9% 169,433
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,108.50 2,087.00 2,003.25
R3 2,065.50 2,044.00 1,991.25
R2 2,022.50 2,022.50 1,987.50
R1 2,001.00 2,001.00 1,983.50 1,990.25
PP 1,979.50 1,979.50 1,979.50 1,974.00
S1 1,958.00 1,958.00 1,975.50 1,947.25
S2 1,936.50 1,936.50 1,971.50
S3 1,893.50 1,915.00 1,967.75
S4 1,850.50 1,872.00 1,955.75
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 2,001.00 1,958.00 43.00 2.2% 25.00 1.3% 50% True True 329,897
10 2,001.00 1,911.75 89.25 4.5% 27.50 1.4% 76% True False 176,254
20 2,001.00 1,794.50 206.50 10.4% 30.50 1.5% 90% True False 92,886
40 2,001.00 1,794.50 206.50 10.4% 39.75 2.0% 90% True False 49,883
60 2,068.00 1,794.50 273.50 13.8% 38.00 1.9% 68% False False 34,007
80 2,090.50 1,794.50 296.00 15.0% 35.75 1.8% 63% False False 25,582
100 2,095.75 1,794.50 301.25 15.2% 32.75 1.7% 61% False False 20,541
120 2,095.75 1,794.50 301.25 15.2% 32.75 1.7% 61% False False 17,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,183.75
2.618 2,113.50
1.618 2,070.50
1.000 2,044.00
0.618 2,027.50
HIGH 2,001.00
0.618 1,984.50
0.500 1,979.50
0.382 1,974.50
LOW 1,958.00
0.618 1,931.50
1.000 1,915.00
1.618 1,888.50
2.618 1,845.50
4.250 1,775.25
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1,979.50 1,979.50
PP 1,979.50 1,979.50
S1 1,979.50 1,979.50

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

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