E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 2,062.00 2,045.50 -16.50 -0.8% 2,044.50
High 2,063.25 2,057.25 -6.00 -0.3% 2,062.75
Low 2,042.75 2,033.50 -9.25 -0.5% 2,015.75
Close 2,042.75 2,043.75 1.00 0.0% 2,037.50
Range 20.50 23.75 3.25 15.9% 47.00
ATR 21.33 21.50 0.17 0.8% 0.00
Volume 363 743 380 104.7% 5,119
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 2,116.00 2,103.75 2,056.75
R3 2,092.25 2,080.00 2,050.25
R2 2,068.50 2,068.50 2,048.00
R1 2,056.25 2,056.25 2,046.00 2,050.50
PP 2,044.75 2,044.75 2,044.75 2,042.00
S1 2,032.50 2,032.50 2,041.50 2,026.75
S2 2,021.00 2,021.00 2,039.50
S3 1,997.25 2,008.75 2,037.25
S4 1,973.50 1,985.00 2,030.75
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 2,179.75 2,155.50 2,063.25
R3 2,132.75 2,108.50 2,050.50
R2 2,085.75 2,085.75 2,046.00
R1 2,061.50 2,061.50 2,041.75 2,050.00
PP 2,038.75 2,038.75 2,038.75 2,033.00
S1 2,014.50 2,014.50 2,033.25 2,003.00
S2 1,991.75 1,991.75 2,029.00
S3 1,944.75 1,967.50 2,024.50
S4 1,897.75 1,920.50 2,011.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,064.25 2,015.75 48.50 2.4% 21.75 1.1% 58% False False 890
10 2,064.25 2,015.75 48.50 2.4% 22.75 1.1% 58% False False 740
20 2,090.00 2,015.75 74.25 3.6% 20.75 1.0% 38% False False 609
40 2,090.00 1,992.75 97.25 4.8% 20.75 1.0% 52% False False 403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 4.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,158.25
2.618 2,119.50
1.618 2,095.75
1.000 2,081.00
0.618 2,072.00
HIGH 2,057.25
0.618 2,048.25
0.500 2,045.50
0.382 2,042.50
LOW 2,033.50
0.618 2,018.75
1.000 2,009.75
1.618 1,995.00
2.618 1,971.25
4.250 1,932.50
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 2,045.50 2,048.75
PP 2,044.75 2,047.00
S1 2,044.25 2,045.50

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

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