E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 1,880.00 1,878.75 -1.25 -0.1% 1,899.50
High 1,902.50 1,933.00 30.50 1.6% 1,933.00
Low 1,865.75 1,876.50 10.75 0.6% 1,851.25
Close 1,880.75 1,930.00 49.25 2.6% 1,930.00
Range 36.75 56.50 19.75 53.7% 81.75
ATR 44.89 45.72 0.83 1.8% 0.00
Volume 2,254,109 2,406,399 152,290 6.8% 10,194,507
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,082.75 2,062.75 1,961.00
R3 2,026.25 2,006.25 1,945.50
R2 1,969.75 1,969.75 1,940.25
R1 1,949.75 1,949.75 1,935.25 1,959.75
PP 1,913.25 1,913.25 1,913.25 1,918.00
S1 1,893.25 1,893.25 1,924.75 1,903.25
S2 1,856.75 1,856.75 1,919.75
S3 1,800.25 1,836.75 1,914.50
S4 1,743.75 1,780.25 1,899.00
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,150.00 2,121.75 1,975.00
R3 2,068.25 2,040.00 1,952.50
R2 1,986.50 1,986.50 1,945.00
R1 1,958.25 1,958.25 1,937.50 1,972.50
PP 1,904.75 1,904.75 1,904.75 1,911.75
S1 1,876.50 1,876.50 1,922.50 1,890.50
S2 1,823.00 1,823.00 1,915.00
S3 1,741.25 1,794.75 1,907.50
S4 1,659.50 1,713.00 1,885.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,933.00 1,851.25 81.75 4.2% 47.25 2.4% 96% True False 2,038,901
10 1,933.00 1,804.25 128.75 6.7% 52.50 2.7% 98% True False 2,519,885
20 2,057.75 1,804.25 253.50 13.1% 50.25 2.6% 50% False False 2,444,960
40 2,097.75 1,804.25 293.50 15.2% 41.75 2.2% 43% False False 1,746,254
60 2,102.75 1,804.25 298.50 15.5% 35.75 1.8% 42% False False 1,166,396
80 2,102.75 1,804.25 298.50 15.5% 32.25 1.7% 42% False False 876,156
100 2,102.75 1,804.25 298.50 15.5% 33.75 1.8% 42% False False 701,616
120 2,102.75 1,804.25 298.50 15.5% 35.50 1.8% 42% False False 584,759
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 11.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,173.00
2.618 2,081.00
1.618 2,024.50
1.000 1,989.50
0.618 1,968.00
HIGH 1,933.00
0.618 1,911.50
0.500 1,904.75
0.382 1,898.00
LOW 1,876.50
0.618 1,841.50
1.000 1,820.00
1.618 1,785.00
2.618 1,728.50
4.250 1,636.50
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 1,921.50 1,919.50
PP 1,913.25 1,909.25
S1 1,904.75 1,898.75

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

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