E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 1,878.75 1,929.75 51.00 2.7% 1,899.50
High 1,933.00 1,940.00 7.00 0.4% 1,933.00
Low 1,876.50 1,912.50 36.00 1.9% 1,851.25
Close 1,930.00 1,931.25 1.25 0.1% 1,930.00
Range 56.50 27.50 -29.00 -51.3% 81.75
ATR 45.72 44.42 -1.30 -2.8% 0.00
Volume 2,406,399 1,748,062 -658,337 -27.4% 10,194,507
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,010.50 1,998.25 1,946.50
R3 1,983.00 1,970.75 1,938.75
R2 1,955.50 1,955.50 1,936.25
R1 1,943.25 1,943.25 1,933.75 1,949.50
PP 1,928.00 1,928.00 1,928.00 1,931.00
S1 1,915.75 1,915.75 1,928.75 1,922.00
S2 1,900.50 1,900.50 1,926.25
S3 1,873.00 1,888.25 1,923.75
S4 1,845.50 1,860.75 1,916.00
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 1,940.00 1,851.25 88.75 4.6% 43.00 2.2% 90% True False 2,060,433
10 1,940.00 1,804.25 135.75 7.0% 48.25 2.5% 94% True False 2,350,495
20 2,043.50 1,804.25 239.25 12.4% 50.25 2.6% 53% False False 2,480,894
40 2,088.75 1,804.25 284.50 14.7% 41.75 2.2% 45% False False 1,789,103
60 2,102.50 1,804.25 298.25 15.4% 35.75 1.9% 43% False False 1,195,475
80 2,102.75 1,804.25 298.50 15.5% 32.50 1.7% 43% False False 897,874
100 2,102.75 1,804.25 298.50 15.5% 33.50 1.7% 43% False False 719,084
120 2,102.75 1,804.25 298.50 15.5% 35.50 1.8% 43% False False 599,325
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 11.43
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,057.00
2.618 2,012.00
1.618 1,984.50
1.000 1,967.50
0.618 1,957.00
HIGH 1,940.00
0.618 1,929.50
0.500 1,926.25
0.382 1,923.00
LOW 1,912.50
0.618 1,895.50
1.000 1,885.00
1.618 1,868.00
2.618 1,840.50
4.250 1,795.50
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 1,929.50 1,921.75
PP 1,928.00 1,912.25
S1 1,926.25 1,903.00

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

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