E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 1,905.25 1,876.25 -29.00 -1.5% 1,929.75
High 1,914.50 1,884.50 -30.00 -1.6% 1,940.00
Low 1,865.75 1,821.75 -44.00 -2.4% 1,865.00
Close 1,875.25 1,852.00 -23.25 -1.2% 1,875.25
Range 48.75 62.75 14.00 28.7% 75.00
ATR 43.95 45.30 1.34 3.1% 0.00
Volume 2,320,680 2,674,512 353,832 15.2% 11,274,706
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,041.00 2,009.25 1,886.50
R3 1,978.25 1,946.50 1,869.25
R2 1,915.50 1,915.50 1,863.50
R1 1,883.75 1,883.75 1,857.75 1,868.25
PP 1,852.75 1,852.75 1,852.75 1,845.00
S1 1,821.00 1,821.00 1,846.25 1,805.50
S2 1,790.00 1,790.00 1,840.50
S3 1,727.25 1,758.25 1,834.75
S4 1,664.50 1,695.50 1,817.50
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,118.50 2,071.75 1,916.50
R3 2,043.50 1,996.75 1,896.00
R2 1,968.50 1,968.50 1,889.00
R1 1,921.75 1,921.75 1,882.00 1,907.50
PP 1,893.50 1,893.50 1,893.50 1,886.25
S1 1,846.75 1,846.75 1,868.50 1,832.50
S2 1,818.50 1,818.50 1,861.50
S3 1,743.50 1,771.75 1,854.50
S4 1,668.50 1,696.75 1,834.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,929.25 1,821.75 107.50 5.8% 46.25 2.5% 28% False True 2,440,231
10 1,940.00 1,821.75 118.25 6.4% 44.50 2.4% 26% False True 2,250,332
20 1,946.50 1,804.25 142.25 7.7% 49.25 2.7% 34% False False 2,500,614
40 2,075.00 1,804.25 270.75 14.6% 42.25 2.3% 18% False False 2,076,455
60 2,097.75 1,804.25 293.50 15.8% 37.75 2.0% 16% False False 1,398,458
80 2,102.75 1,804.25 298.50 16.1% 33.75 1.8% 16% False False 1,050,003
100 2,102.75 1,804.25 298.50 16.1% 34.00 1.8% 16% False False 841,045
120 2,102.75 1,804.25 298.50 16.1% 36.50 2.0% 16% False False 700,990
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 11.80
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,151.25
2.618 2,048.75
1.618 1,986.00
1.000 1,947.25
0.618 1,923.25
HIGH 1,884.50
0.618 1,860.50
0.500 1,853.00
0.382 1,845.75
LOW 1,821.75
0.618 1,783.00
1.000 1,759.00
1.618 1,720.25
2.618 1,657.50
4.250 1,555.00
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 1,853.00 1,872.00
PP 1,852.75 1,865.25
S1 1,852.50 1,858.75

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

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