E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 2,044.25 2,026.25 -18.00 -0.9% 2,040.00
High 2,048.00 2,052.75 4.75 0.2% 2,064.25
Low 2,023.50 2,020.25 -3.25 -0.2% 2,023.50
Close 2,028.50 2,047.50 19.00 0.9% 2,028.50
Range 24.50 32.50 8.00 32.7% 40.75
ATR 21.72 22.49 0.77 3.5% 0.00
Volume 145 192 47 32.4% 1,450
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 2,137.75 2,125.00 2,065.50
R3 2,105.25 2,092.50 2,056.50
R2 2,072.75 2,072.75 2,053.50
R1 2,060.00 2,060.00 2,050.50 2,066.50
PP 2,040.25 2,040.25 2,040.25 2,043.25
S1 2,027.50 2,027.50 2,044.50 2,034.00
S2 2,007.75 2,007.75 2,041.50
S3 1,975.25 1,995.00 2,038.50
S4 1,942.75 1,962.50 2,029.50
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 2,161.00 2,135.50 2,051.00
R3 2,120.25 2,094.75 2,039.75
R2 2,079.50 2,079.50 2,036.00
R1 2,054.00 2,054.00 2,032.25 2,046.50
PP 2,038.75 2,038.75 2,038.75 2,035.00
S1 2,013.25 2,013.25 2,024.75 2,005.50
S2 1,998.00 1,998.00 2,021.00
S3 1,957.25 1,972.50 2,017.25
S4 1,916.50 1,931.75 2,006.00
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 2,020.25 44.00 2.1% 26.50 1.3% 62% False True 322
10 2,064.25 2,015.75 48.50 2.4% 23.50 1.1% 65% False False 667
20 2,090.00 2,015.75 74.25 3.6% 21.50 1.0% 43% False False 609
40 2,090.00 1,998.25 91.75 4.5% 21.25 1.0% 54% False False 405
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 4.95
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 2,191.00
2.618 2,137.75
1.618 2,105.25
1.000 2,085.25
0.618 2,072.75
HIGH 2,052.75
0.618 2,040.25
0.500 2,036.50
0.382 2,032.75
LOW 2,020.25
0.618 2,000.25
1.000 1,987.75
1.618 1,967.75
2.618 1,935.25
4.250 1,882.00
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 2,043.75 2,044.50
PP 2,040.25 2,041.75
S1 2,036.50 2,038.75

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

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