E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1,888.25 1,926.75 38.50 2.0% 1,876.25
High 1,928.00 1,933.50 5.50 0.3% 1,884.50
Low 1,881.50 1,911.25 29.75 1.6% 1,802.50
Close 1,922.75 1,916.50 -6.25 -0.3% 1,858.25
Range 46.50 22.25 -24.25 -52.2% 82.00
ATR 43.52 42.00 -1.52 -3.5% 0.00
Volume 1,854,185 1,615,605 -238,580 -12.9% 13,048,754
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,987.25 1,974.00 1,928.75
R3 1,965.00 1,951.75 1,922.50
R2 1,942.75 1,942.75 1,920.50
R1 1,929.50 1,929.50 1,918.50 1,925.00
PP 1,920.50 1,920.50 1,920.50 1,918.00
S1 1,907.25 1,907.25 1,914.50 1,902.75
S2 1,898.25 1,898.25 1,912.50
S3 1,876.00 1,885.00 1,910.50
S4 1,853.75 1,862.75 1,904.25
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 1,933.50 1,802.50 131.00 6.8% 36.00 1.9% 87% True False 2,145,200
10 1,933.50 1,802.50 131.00 6.8% 40.00 2.1% 87% True False 2,312,864
20 1,940.00 1,802.50 137.50 7.2% 42.25 2.2% 83% False False 2,242,887
40 2,075.00 1,802.50 272.50 14.2% 42.00 2.2% 42% False False 2,118,140
60 2,097.75 1,802.50 295.25 15.4% 38.50 2.0% 39% False False 1,662,590
80 2,102.75 1,802.50 300.25 15.7% 35.00 1.8% 38% False False 1,247,892
100 2,102.75 1,802.50 300.25 15.7% 34.00 1.8% 38% False False 999,631
120 2,102.75 1,802.50 300.25 15.7% 34.75 1.8% 38% False False 833,271
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 8.10
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 2,028.00
2.618 1,991.75
1.618 1,969.50
1.000 1,955.75
0.618 1,947.25
HIGH 1,933.50
0.618 1,925.00
0.500 1,922.50
0.382 1,919.75
LOW 1,911.25
0.618 1,897.50
1.000 1,889.00
1.618 1,875.25
2.618 1,853.00
4.250 1,816.75
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1,922.50 1,910.75
PP 1,920.50 1,905.00
S1 1,918.50 1,899.25

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

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