E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 1,827.25 1,865.25 38.00 2.1% 1,876.25
High 1,860.75 1,892.75 32.00 1.7% 1,884.50
Low 1,822.50 1,865.00 42.50 2.3% 1,802.50
Close 1,858.25 1,888.75 30.50 1.6% 1,858.25
Range 38.25 27.75 -10.50 -27.5% 82.00
ATR 43.97 43.29 -0.68 -1.5% 0.00
Volume 2,018,154 2,034,059 15,905 0.8% 13,048,754
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,965.50 1,954.75 1,904.00
R3 1,937.75 1,927.00 1,896.50
R2 1,910.00 1,910.00 1,893.75
R1 1,899.25 1,899.25 1,891.25 1,904.50
PP 1,882.25 1,882.25 1,882.25 1,884.75
S1 1,871.50 1,871.50 1,886.25 1,877.00
S2 1,854.50 1,854.50 1,883.75
S3 1,826.75 1,843.75 1,881.00
S4 1,799.00 1,816.00 1,873.50
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,094.50 2,058.25 1,903.25
R3 2,012.50 1,976.25 1,880.75
R2 1,930.50 1,930.50 1,873.25
R1 1,894.25 1,894.25 1,865.75 1,871.50
PP 1,848.50 1,848.50 1,848.50 1,837.00
S1 1,812.25 1,812.25 1,850.75 1,789.50
S2 1,766.50 1,766.50 1,843.25
S3 1,684.50 1,730.25 1,835.75
S4 1,602.50 1,648.25 1,813.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,892.75 1,802.50 90.25 4.8% 37.50 2.0% 96% True False 2,481,660
10 1,929.25 1,802.50 126.75 6.7% 42.00 2.2% 68% False False 2,460,945
20 1,940.00 1,802.50 137.50 7.3% 45.00 2.4% 63% False False 2,405,720
40 2,075.00 1,802.50 272.50 14.4% 42.50 2.2% 32% False False 2,137,240
60 2,097.75 1,802.50 295.25 15.6% 38.25 2.0% 29% False False 1,604,917
80 2,102.75 1,802.50 300.25 15.9% 35.00 1.9% 29% False False 1,204,643
100 2,102.75 1,802.50 300.25 15.9% 34.00 1.8% 29% False False 965,006
120 2,102.75 1,802.50 300.25 15.9% 35.50 1.9% 29% False False 804,371
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.55
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,010.75
2.618 1,965.50
1.618 1,937.75
1.000 1,920.50
0.618 1,910.00
HIGH 1,892.75
0.618 1,882.25
0.500 1,879.00
0.382 1,875.50
LOW 1,865.00
0.618 1,847.75
1.000 1,837.25
1.618 1,820.00
2.618 1,792.25
4.250 1,747.00
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 1,885.50 1,875.00
PP 1,882.25 1,861.25
S1 1,879.00 1,847.50

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

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