E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1,870.25 1,911.00 40.75 2.2% 1,863.00
High 1,910.75 1,916.50 5.75 0.3% 1,867.25
Low 1,865.50 1,895.25 29.75 1.6% 1,787.50
Close 1,906.00 1,900.00 -6.00 -0.3% 1,841.50
Range 45.25 21.25 -24.00 -53.0% 79.75
ATR 42.64 41.11 -1.53 -3.6% 0.00
Volume 526 455 -71 -13.5% 1,390
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,967.75 1,955.00 1,911.75
R3 1,946.50 1,933.75 1,905.75
R2 1,925.25 1,925.25 1,904.00
R1 1,912.50 1,912.50 1,902.00 1,908.25
PP 1,904.00 1,904.00 1,904.00 1,901.75
S1 1,891.25 1,891.25 1,898.00 1,887.00
S2 1,882.75 1,882.75 1,896.00
S3 1,861.50 1,870.00 1,894.25
S4 1,840.25 1,848.75 1,888.25
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,071.25 2,036.25 1,885.25
R3 1,991.50 1,956.50 1,863.50
R2 1,911.75 1,911.75 1,856.00
R1 1,876.75 1,876.75 1,848.75 1,854.50
PP 1,832.00 1,832.00 1,832.00 1,821.00
S1 1,797.00 1,797.00 1,834.25 1,774.50
S2 1,752.25 1,752.25 1,827.00
S3 1,672.50 1,717.25 1,819.50
S4 1,592.75 1,637.50 1,797.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,916.50 1,787.50 129.00 6.8% 33.50 1.8% 87% True False 331
10 1,916.50 1,787.50 129.00 6.8% 38.25 2.0% 87% True False 306
20 1,924.00 1,787.50 136.50 7.2% 40.75 2.1% 82% False False 420
40 2,061.75 1,787.50 274.25 14.4% 40.75 2.1% 41% False False 670
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 7.03
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 2,006.75
2.618 1,972.25
1.618 1,951.00
1.000 1,937.75
0.618 1,929.75
HIGH 1,916.50
0.618 1,908.50
0.500 1,906.00
0.382 1,903.25
LOW 1,895.25
0.618 1,882.00
1.000 1,874.00
1.618 1,860.75
2.618 1,839.50
4.250 1,805.00
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1,906.00 1,894.50
PP 1,904.00 1,888.75
S1 1,902.00 1,883.25

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

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