E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 1,923.75 1,914.50 -9.25 -0.5% 1,892.50
High 1,939.00 1,961.75 22.75 1.2% 1,951.75
Low 1,910.50 1,904.75 -5.75 -0.3% 1,871.00
Close 1,913.00 1,961.50 48.50 2.5% 1,926.00
Range 28.50 57.00 28.50 100.0% 80.75
ATR 36.75 38.20 1.45 3.9% 0.00
Volume 92 408 316 343.5% 2,030
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,113.75 2,094.50 1,992.75
R3 2,056.75 2,037.50 1,977.25
R2 1,999.75 1,999.75 1,972.00
R1 1,980.50 1,980.50 1,966.75 1,990.00
PP 1,942.75 1,942.75 1,942.75 1,947.50
S1 1,923.50 1,923.50 1,956.25 1,933.00
S2 1,885.75 1,885.75 1,951.00
S3 1,828.75 1,866.50 1,945.75
S4 1,771.75 1,809.50 1,930.25
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,158.50 2,123.00 1,970.50
R3 2,077.75 2,042.25 1,948.25
R2 1,997.00 1,997.00 1,940.75
R1 1,961.50 1,961.50 1,933.50 1,979.25
PP 1,916.25 1,916.25 1,916.25 1,925.00
S1 1,880.75 1,880.75 1,918.50 1,898.50
S2 1,835.50 1,835.50 1,911.25
S3 1,754.75 1,800.00 1,903.75
S4 1,674.00 1,719.25 1,881.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,961.75 1,871.00 90.75 4.6% 37.50 1.9% 100% True False 451
10 1,961.75 1,865.50 96.25 4.9% 33.50 1.7% 100% True False 367
20 1,961.75 1,787.50 174.25 8.9% 36.75 1.9% 100% True False 316
40 2,029.75 1,787.50 242.25 12.4% 43.00 2.2% 72% False False 656
60 2,070.50 1,787.50 283.00 14.4% 38.75 2.0% 61% False False 512
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 8.75
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,204.00
2.618 2,111.00
1.618 2,054.00
1.000 2,018.75
0.618 1,997.00
HIGH 1,961.75
0.618 1,940.00
0.500 1,933.25
0.382 1,926.50
LOW 1,904.75
0.618 1,869.50
1.000 1,847.75
1.618 1,812.50
2.618 1,755.50
4.250 1,662.50
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 1,952.00 1,952.00
PP 1,942.75 1,942.75
S1 1,933.25 1,933.25

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

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