E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 2,079.25 2,082.25 3.00 0.1% 2,036.50
High 2,084.00 2,089.25 5.25 0.3% 2,083.50
Low 2,068.75 2,072.25 3.50 0.2% 2,026.50
Close 2,083.00 2,088.50 5.50 0.3% 2,082.50
Range 15.25 17.00 1.75 11.5% 57.00
ATR 20.24 20.01 -0.23 -1.1% 0.00
Volume 679 158 -521 -76.7% 1,641
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,134.25 2,128.50 2,097.75
R3 2,117.25 2,111.50 2,093.25
R2 2,100.25 2,100.25 2,091.50
R1 2,094.50 2,094.50 2,090.00 2,097.50
PP 2,083.25 2,083.25 2,083.25 2,084.75
S1 2,077.50 2,077.50 2,087.00 2,080.50
S2 2,066.25 2,066.25 2,085.50
S3 2,049.25 2,060.50 2,083.75
S4 2,032.25 2,043.50 2,079.25
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 2,235.25 2,215.75 2,113.75
R3 2,178.25 2,158.75 2,098.25
R2 2,121.25 2,121.25 2,093.00
R1 2,101.75 2,101.75 2,087.75 2,111.50
PP 2,064.25 2,064.25 2,064.25 2,069.00
S1 2,044.75 2,044.75 2,077.25 2,054.50
S2 2,007.25 2,007.25 2,072.00
S3 1,950.25 1,987.75 2,066.75
S4 1,893.25 1,930.75 2,051.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,089.25 2,068.00 21.25 1.0% 13.50 0.7% 96% True False 356
10 2,089.25 2,007.00 82.25 3.9% 17.50 0.8% 99% True False 329
20 2,089.25 2,007.00 82.25 3.9% 21.00 1.0% 99% True False 466
40 2,090.00 2,007.00 83.00 4.0% 21.25 1.0% 98% False False 436
60 2,090.00 1,944.25 145.75 7.0% 20.75 1.0% 99% False False 359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,161.50
2.618 2,133.75
1.618 2,116.75
1.000 2,106.25
0.618 2,099.75
HIGH 2,089.25
0.618 2,082.75
0.500 2,080.75
0.382 2,078.75
LOW 2,072.25
0.618 2,061.75
1.000 2,055.25
1.618 2,044.75
2.618 2,027.75
4.250 2,000.00
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 2,086.00 2,085.25
PP 2,083.25 2,082.25
S1 2,080.75 2,079.00

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

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