E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 1,849.75 1,850.00 0.25 0.0% 1,929.75
High 1,863.75 1,877.75 14.00 0.8% 1,940.00
Low 1,825.75 1,838.50 12.75 0.7% 1,865.00
Close 1,848.25 1,846.75 -1.50 -0.1% 1,875.25
Range 38.00 39.25 1.25 3.3% 75.00
ATR 44.77 44.38 -0.39 -0.9% 0.00
Volume 2,792,208 2,359,881 -432,327 -15.5% 11,274,706
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,972.00 1,948.75 1,868.25
R3 1,932.75 1,909.50 1,857.50
R2 1,893.50 1,893.50 1,854.00
R1 1,870.25 1,870.25 1,850.25 1,862.25
PP 1,854.25 1,854.25 1,854.25 1,850.50
S1 1,831.00 1,831.00 1,843.25 1,823.00
S2 1,815.00 1,815.00 1,839.50
S3 1,775.75 1,791.75 1,836.00
S4 1,736.50 1,752.50 1,825.25
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 1,922.25 1,821.75 100.50 5.4% 44.25 2.4% 25% False False 2,480,528
10 1,940.00 1,821.75 118.25 6.4% 43.00 2.3% 21% False False 2,376,181
20 1,946.50 1,804.25 142.25 7.7% 49.25 2.7% 30% False False 2,512,297
40 2,075.00 1,804.25 270.75 14.7% 42.50 2.3% 16% False False 2,127,031
60 2,097.75 1,804.25 293.50 15.9% 38.25 2.1% 14% False False 1,484,181
80 2,102.75 1,804.25 298.50 16.2% 34.25 1.8% 14% False False 1,114,146
100 2,102.75 1,804.25 298.50 16.2% 34.25 1.9% 14% False False 892,539
120 2,102.75 1,804.25 298.50 16.2% 36.75 2.0% 14% False False 743,922
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 10.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,044.50
2.618 1,980.50
1.618 1,941.25
1.000 1,917.00
0.618 1,902.00
HIGH 1,877.75
0.618 1,862.75
0.500 1,858.00
0.382 1,853.50
LOW 1,838.50
0.618 1,814.25
1.000 1,799.25
1.618 1,775.00
2.618 1,735.75
4.250 1,671.75
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 1,858.00 1,853.00
PP 1,854.25 1,851.00
S1 1,850.50 1,849.00

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

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