E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 1,851.25 1,861.00 9.75 0.5% 1,895.75
High 1,893.00 1,863.50 -29.50 -1.6% 1,932.75
Low 1,842.50 1,789.50 -53.00 -2.9% 1,835.50
Close 1,858.50 1,840.00 -18.50 -1.0% 1,860.75
Range 50.50 74.00 23.50 46.5% 97.25
ATR 42.11 44.39 2.28 5.4% 0.00
Volume 446 830 384 86.1% 3,972
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,053.00 2,020.50 1,880.75
R3 1,979.00 1,946.50 1,860.25
R2 1,905.00 1,905.00 1,853.50
R1 1,872.50 1,872.50 1,846.75 1,851.75
PP 1,831.00 1,831.00 1,831.00 1,820.50
S1 1,798.50 1,798.50 1,833.25 1,777.75
S2 1,757.00 1,757.00 1,826.50
S3 1,683.00 1,724.50 1,819.75
S4 1,609.00 1,650.50 1,799.25
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,168.00 2,111.75 1,914.25
R3 2,070.75 2,014.50 1,887.50
R2 1,973.50 1,973.50 1,878.50
R1 1,917.25 1,917.25 1,869.75 1,896.75
PP 1,876.25 1,876.25 1,876.25 1,866.00
S1 1,820.00 1,820.00 1,851.75 1,799.50
S2 1,779.00 1,779.00 1,843.00
S3 1,681.75 1,722.75 1,834.00
S4 1,584.50 1,625.50 1,807.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,932.75 1,789.50 143.25 7.8% 63.75 3.5% 35% False True 658
10 1,999.50 1,789.50 210.00 11.4% 55.25 3.0% 24% False True 1,159
20 2,061.75 1,789.50 272.25 14.8% 40.75 2.2% 19% False True 920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.43
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 2,178.00
2.618 2,057.25
1.618 1,983.25
1.000 1,937.50
0.618 1,909.25
HIGH 1,863.50
0.618 1,835.25
0.500 1,826.50
0.382 1,817.75
LOW 1,789.50
0.618 1,743.75
1.000 1,715.50
1.618 1,669.75
2.618 1,595.75
4.250 1,475.00
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 1,835.50 1,848.00
PP 1,831.00 1,845.50
S1 1,826.50 1,842.75

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

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