E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 1,871.75 1,885.25 13.50 0.7% 1,869.75
High 1,899.75 1,910.00 10.25 0.5% 1,907.50
Low 1,851.25 1,864.50 13.25 0.7% 1,804.25
Close 1,896.00 1,875.00 -21.00 -1.1% 1,899.25
Range 48.50 45.50 -3.00 -6.2% 103.25
ATR 45.52 45.51 0.00 0.0% 0.00
Volume 1,780,235 2,113,363 333,128 18.7% 11,562,388
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,019.75 1,992.75 1,900.00
R3 1,974.25 1,947.25 1,887.50
R2 1,928.75 1,928.75 1,883.25
R1 1,901.75 1,901.75 1,879.25 1,892.50
PP 1,883.25 1,883.25 1,883.25 1,878.50
S1 1,856.25 1,856.25 1,870.75 1,847.00
S2 1,837.75 1,837.75 1,866.75
S3 1,792.25 1,810.75 1,862.50
S4 1,746.75 1,765.25 1,850.00
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,180.00 2,143.00 1,956.00
R3 2,076.75 2,039.75 1,927.75
R2 1,973.50 1,973.50 1,918.25
R1 1,936.50 1,936.50 1,908.75 1,955.00
PP 1,870.25 1,870.25 1,870.25 1,879.50
S1 1,833.25 1,833.25 1,889.75 1,851.75
S2 1,767.00 1,767.00 1,880.25
S3 1,663.75 1,730.00 1,870.75
S4 1,560.50 1,626.75 1,842.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,910.00 1,836.25 73.75 3.9% 47.25 2.5% 53% True False 2,073,986
10 1,946.50 1,804.25 142.25 7.6% 55.75 3.0% 50% False False 2,648,412
20 2,075.00 1,804.25 270.75 14.4% 48.00 2.6% 26% False False 2,289,599
40 2,097.75 1,804.25 293.50 15.7% 40.25 2.2% 24% False False 1,630,841
60 2,102.75 1,804.25 298.50 15.9% 35.00 1.9% 24% False False 1,088,812
80 2,102.75 1,804.25 298.50 15.9% 32.50 1.7% 24% False False 818,030
100 2,102.75 1,804.25 298.50 15.9% 33.50 1.8% 24% False False 655,021
120 2,102.75 1,804.25 298.50 15.9% 35.25 1.9% 24% False False 545,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 13.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,103.50
2.618 2,029.00
1.618 1,983.50
1.000 1,955.50
0.618 1,938.00
HIGH 1,910.00
0.618 1,892.50
0.500 1,887.25
0.382 1,882.00
LOW 1,864.50
0.618 1,836.50
1.000 1,819.00
1.618 1,791.00
2.618 1,745.50
4.250 1,671.00
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 1,887.25 1,880.50
PP 1,883.25 1,878.75
S1 1,879.00 1,877.00

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

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