E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 1,928.50 1,895.00 -33.50 -1.7% 1,899.50
High 1,929.25 1,912.25 -17.00 -0.9% 1,933.00
Low 1,889.00 1,865.00 -24.00 -1.3% 1,851.25
Close 1,897.50 1,908.50 11.00 0.6% 1,930.00
Range 40.25 47.25 7.00 17.4% 81.75
ATR 44.26 44.48 0.21 0.5% 0.00
Volume 2,102,411 2,848,193 745,782 35.5% 10,194,507
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,037.00 2,020.00 1,934.50
R3 1,989.75 1,972.75 1,921.50
R2 1,942.50 1,942.50 1,917.25
R1 1,925.50 1,925.50 1,912.75 1,934.00
PP 1,895.25 1,895.25 1,895.25 1,899.50
S1 1,878.25 1,878.25 1,904.25 1,886.75
S2 1,848.00 1,848.00 1,899.75
S3 1,800.75 1,831.00 1,895.50
S4 1,753.50 1,783.75 1,882.50
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 1,865.00 75.00 3.9% 41.75 2.2% 58% False True 2,271,834
10 1,940.00 1,836.25 103.75 5.4% 44.50 2.3% 70% False False 2,172,910
20 2,013.25 1,804.25 209.00 11.0% 50.25 2.6% 50% False False 2,533,148
40 2,088.75 1,804.25 284.50 14.9% 41.50 2.2% 37% False False 1,910,335
60 2,097.75 1,804.25 293.50 15.4% 36.50 1.9% 36% False False 1,277,845
80 2,102.75 1,804.25 298.50 15.6% 32.75 1.7% 35% False False 959,592
100 2,102.75 1,804.25 298.50 15.6% 33.50 1.8% 35% False False 768,558
120 2,102.75 1,804.25 298.50 15.6% 35.75 1.9% 35% False False 640,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,113.00
2.618 2,036.00
1.618 1,988.75
1.000 1,959.50
0.618 1,941.50
HIGH 1,912.25
0.618 1,894.25
0.500 1,888.50
0.382 1,883.00
LOW 1,865.00
0.618 1,835.75
1.000 1,817.75
1.618 1,788.50
2.618 1,741.25
4.250 1,664.25
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 1,902.00 1,906.50
PP 1,895.25 1,904.50
S1 1,888.50 1,902.50

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

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