E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1,850.00 1,842.25 -7.75 -0.4% 1,929.75
High 1,877.75 1,847.25 -30.50 -1.6% 1,940.00
Low 1,838.50 1,802.50 -36.00 -2.0% 1,865.00
Close 1,846.75 1,824.50 -22.25 -1.2% 1,875.25
Range 39.25 44.75 5.50 14.0% 75.00
ATR 44.38 44.41 0.03 0.1% 0.00
Volume 2,359,881 3,203,999 844,118 35.8% 11,274,706
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,959.00 1,936.50 1,849.00
R3 1,914.25 1,891.75 1,836.75
R2 1,869.50 1,869.50 1,832.75
R1 1,847.00 1,847.00 1,828.50 1,836.00
PP 1,824.75 1,824.75 1,824.75 1,819.25
S1 1,802.25 1,802.25 1,820.50 1,791.00
S2 1,780.00 1,780.00 1,816.25
S3 1,735.25 1,757.50 1,812.25
S4 1,690.50 1,712.75 1,800.00
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 1,914.50 1,802.50 112.00 6.1% 46.75 2.6% 20% False True 2,670,256
10 1,940.00 1,802.50 137.50 7.5% 43.75 2.4% 16% False True 2,471,170
20 1,940.00 1,802.50 137.50 7.5% 48.00 2.6% 16% False True 2,527,499
40 2,075.00 1,802.50 272.50 14.9% 42.75 2.3% 8% False True 2,140,812
60 2,097.75 1,802.50 295.25 16.2% 38.25 2.1% 7% False True 1,537,501
80 2,102.75 1,802.50 300.25 16.5% 34.50 1.9% 7% False True 1,154,167
100 2,102.75 1,802.50 300.25 16.5% 34.25 1.9% 7% False True 924,554
120 2,102.75 1,802.50 300.25 16.5% 36.75 2.0% 7% False True 770,621
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 9.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,037.50
2.618 1,964.50
1.618 1,919.75
1.000 1,892.00
0.618 1,875.00
HIGH 1,847.25
0.618 1,830.25
0.500 1,825.00
0.382 1,819.50
LOW 1,802.50
0.618 1,774.75
1.000 1,757.75
1.618 1,730.00
2.618 1,685.25
4.250 1,612.25
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1,825.00 1,840.00
PP 1,824.75 1,835.00
S1 1,824.50 1,829.75

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

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