E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 1,895.00 1,907.75 12.75 0.7% 1,899.50
High 1,912.25 1,922.25 10.00 0.5% 1,933.00
Low 1,865.00 1,890.25 25.25 1.4% 1,851.25
Close 1,908.50 1,907.75 -0.75 0.0% 1,930.00
Range 47.25 32.00 -15.25 -32.3% 81.75
ATR 44.48 43.58 -0.89 -2.0% 0.00
Volume 2,848,193 2,255,360 -592,833 -20.8% 10,194,507
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,002.75 1,987.25 1,925.25
R3 1,970.75 1,955.25 1,916.50
R2 1,938.75 1,938.75 1,913.50
R1 1,923.25 1,923.25 1,910.75 1,923.75
PP 1,906.75 1,906.75 1,906.75 1,907.00
S1 1,891.25 1,891.25 1,904.75 1,891.75
S2 1,874.75 1,874.75 1,902.00
S3 1,842.75 1,859.25 1,899.00
S4 1,810.75 1,827.25 1,890.25
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% 40.75 2.1% 57% False False 2,272,085
10 1,940.00 1,851.25 88.75 4.7% 43.00 2.3% 64% False False 2,125,505
20 1,991.00 1,804.25 186.75 9.8% 49.50 2.6% 55% False False 2,534,040
40 2,075.00 1,804.25 270.75 14.2% 41.50 2.2% 38% False False 1,965,141
60 2,097.75 1,804.25 293.50 15.4% 36.75 1.9% 35% False False 1,315,345
80 2,102.75 1,804.25 298.50 15.6% 33.00 1.7% 35% False False 987,730
100 2,102.75 1,804.25 298.50 15.6% 33.50 1.8% 35% False False 791,108
120 2,102.75 1,804.25 298.50 15.6% 35.75 1.9% 35% False False 659,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,058.25
2.618 2,006.00
1.618 1,974.00
1.000 1,954.25
0.618 1,942.00
HIGH 1,922.25
0.618 1,910.00
0.500 1,906.25
0.382 1,902.50
LOW 1,890.25
0.618 1,870.50
1.000 1,858.25
1.618 1,838.50
2.618 1,806.50
4.250 1,754.25
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 1,907.25 1,904.25
PP 1,906.75 1,900.75
S1 1,906.25 1,897.00

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

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