E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 1,885.25 1,880.00 -5.25 -0.3% 1,869.75
High 1,910.00 1,902.50 -7.50 -0.4% 1,907.50
Low 1,864.50 1,865.75 1.25 0.1% 1,804.25
Close 1,875.00 1,880.75 5.75 0.3% 1,899.25
Range 45.50 36.75 -8.75 -19.2% 103.25
ATR 45.51 44.89 -0.63 -1.4% 0.00
Volume 2,113,363 2,254,109 140,746 6.7% 11,562,388
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,993.25 1,973.75 1,901.00
R3 1,956.50 1,937.00 1,890.75
R2 1,919.75 1,919.75 1,887.50
R1 1,900.25 1,900.25 1,884.00 1,910.00
PP 1,883.00 1,883.00 1,883.00 1,888.00
S1 1,863.50 1,863.50 1,877.50 1,873.25
S2 1,846.25 1,846.25 1,874.00
S3 1,809.50 1,826.75 1,870.75
S4 1,772.75 1,790.00 1,860.50
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 1,851.25 58.75 3.1% 45.25 2.4% 50% False False 1,978,926
10 1,927.50 1,804.25 123.25 6.6% 52.50 2.8% 62% False False 2,583,827
20 2,075.00 1,804.25 270.75 14.4% 48.50 2.6% 28% False False 2,360,670
40 2,097.75 1,804.25 293.50 15.6% 41.00 2.2% 26% False False 1,686,853
60 2,102.75 1,804.25 298.50 15.9% 35.25 1.9% 26% False False 1,126,341
80 2,102.75 1,804.25 298.50 15.9% 32.25 1.7% 26% False False 846,117
100 2,102.75 1,804.25 298.50 15.9% 33.75 1.8% 26% False False 677,557
120 2,102.75 1,804.25 298.50 15.9% 35.25 1.9% 26% False False 564,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.08
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,058.75
2.618 1,998.75
1.618 1,962.00
1.000 1,939.25
0.618 1,925.25
HIGH 1,902.50
0.618 1,888.50
0.500 1,884.00
0.382 1,879.75
LOW 1,865.75
0.618 1,843.00
1.000 1,829.00
1.618 1,806.25
2.618 1,769.50
4.250 1,709.50
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 1,884.00 1,880.75
PP 1,883.00 1,880.75
S1 1,882.00 1,880.50

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

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