E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 1,911.00 1,934.00 23.00 1.2% 1,865.25
High 1,943.75 1,938.00 -5.75 -0.3% 1,933.50
Low 1,908.25 1,913.75 5.50 0.3% 1,865.00
Close 1,936.25 1,916.00 -20.25 -1.0% 1,914.50
Range 35.50 24.25 -11.25 -31.7% 68.50
ATR 40.36 39.21 -1.15 -2.9% 0.00
Volume 1,425,321 1,600,879 175,558 12.3% 7,120,496
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,995.25 1,980.00 1,929.25
R3 1,971.00 1,955.75 1,922.75
R2 1,946.75 1,946.75 1,920.50
R1 1,931.50 1,931.50 1,918.25 1,927.00
PP 1,922.50 1,922.50 1,922.50 1,920.50
S1 1,907.25 1,907.25 1,913.75 1,902.75
S2 1,898.25 1,898.25 1,911.50
S3 1,874.00 1,883.00 1,909.25
S4 1,849.75 1,858.75 1,902.75
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,109.75 2,080.75 1,952.25
R3 2,041.25 2,012.25 1,933.25
R2 1,972.75 1,972.75 1,927.00
R1 1,943.75 1,943.75 1,920.75 1,958.25
PP 1,904.25 1,904.25 1,904.25 1,911.50
S1 1,875.25 1,875.25 1,908.25 1,889.75
S2 1,835.75 1,835.75 1,902.00
S3 1,767.25 1,806.75 1,895.75
S4 1,698.75 1,738.25 1,876.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,943.75 1,881.50 62.25 3.2% 30.50 1.6% 55% False False 1,622,527
10 1,943.75 1,802.50 141.25 7.4% 34.00 1.8% 80% False False 2,052,093
20 1,943.75 1,802.50 141.25 7.4% 39.25 2.1% 80% False False 2,151,213
40 2,075.00 1,802.50 272.50 14.2% 42.00 2.2% 42% False False 2,148,607
60 2,097.75 1,802.50 295.25 15.4% 39.00 2.0% 38% False False 1,739,578
80 2,102.75 1,802.50 300.25 15.7% 35.50 1.9% 38% False False 1,305,820
100 2,102.75 1,802.50 300.25 15.7% 33.75 1.8% 38% False False 1,045,861
120 2,102.75 1,802.50 300.25 15.7% 34.50 1.8% 38% False False 871,950
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,041.00
2.618 2,001.50
1.618 1,977.25
1.000 1,962.25
0.618 1,953.00
HIGH 1,938.00
0.618 1,928.75
0.500 1,926.00
0.382 1,923.00
LOW 1,913.75
0.618 1,898.75
1.000 1,889.50
1.618 1,874.50
2.618 1,850.25
4.250 1,810.75
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 1,926.00 1,921.00
PP 1,922.50 1,919.50
S1 1,919.25 1,917.75

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

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