E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 1,869.75 1,871.75 2.00 0.1% 1,909.25
High 1,907.50 1,878.50 -29.00 -1.5% 1,946.50
Low 1,856.25 1,804.25 -52.00 -2.8% 1,849.25
Close 1,873.00 1,855.00 -18.00 -1.0% 1,875.00
Range 51.25 74.25 23.00 44.9% 97.25
ATR 42.50 44.77 2.27 5.3% 0.00
Volume 2,796,679 3,929,776 1,133,097 40.5% 14,306,186
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,068.75 2,036.00 1,895.75
R3 1,994.50 1,961.75 1,875.50
R2 1,920.25 1,920.25 1,868.50
R1 1,887.50 1,887.50 1,861.75 1,866.75
PP 1,846.00 1,846.00 1,846.00 1,835.50
S1 1,813.25 1,813.25 1,848.25 1,792.50
S2 1,771.75 1,771.75 1,841.50
S3 1,697.50 1,739.00 1,834.50
S4 1,623.25 1,664.75 1,814.25
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,182.00 2,125.75 1,928.50
R3 2,084.75 2,028.50 1,901.75
R2 1,987.50 1,987.50 1,892.75
R1 1,931.25 1,931.25 1,884.00 1,910.75
PP 1,890.25 1,890.25 1,890.25 1,880.00
S1 1,834.00 1,834.00 1,866.00 1,813.50
S2 1,793.00 1,793.00 1,857.25
S3 1,695.75 1,736.75 1,848.25
S4 1,598.50 1,639.50 1,821.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.50 1,804.25 142.25 7.7% 64.25 3.5% 36% False True 3,222,839
10 2,013.25 1,804.25 209.00 11.3% 56.00 3.0% 24% False True 2,893,385
20 2,075.00 1,804.25 270.75 14.6% 41.75 2.2% 19% False True 1,993,392
40 2,097.75 1,804.25 293.50 15.8% 36.50 2.0% 17% False True 1,372,442
60 2,102.75 1,804.25 298.50 16.1% 32.50 1.8% 17% False True 916,226
80 2,102.75 1,804.25 298.50 16.1% 32.00 1.7% 17% False True 688,817
100 2,102.75 1,804.25 298.50 16.1% 33.25 1.8% 17% False True 551,347
120 2,102.75 1,804.25 298.50 16.1% 33.75 1.8% 17% False True 459,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.68
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 2,194.00
2.618 2,073.00
1.618 1,998.75
1.000 1,952.75
0.618 1,924.50
HIGH 1,878.50
0.618 1,850.25
0.500 1,841.50
0.382 1,832.50
LOW 1,804.25
0.618 1,758.25
1.000 1,730.00
1.618 1,684.00
2.618 1,609.75
4.250 1,488.75
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 1,850.50 1,862.00
PP 1,846.00 1,859.75
S1 1,841.50 1,857.25

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

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