E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1,933.00 1,949.00 16.00 0.8% 1,911.00
High 1,951.50 1,942.75 -8.75 -0.4% 1,951.50
Low 1,920.25 1,942.75 22.50 1.2% 1,886.75
Close 1,950.50 1,942.75 -7.75 -0.4% 1,942.75
Range 31.25 0.00 -31.25 -100.0% 64.75
ATR 39.16 36.91 -2.24 -5.7% 0.00
Volume 1,844,284 1,876,651 32,367 1.8% 9,062,505
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,942.75 1,942.75 1,942.75
R3 1,942.75 1,942.75 1,942.75
R2 1,942.75 1,942.75 1,942.75
R1 1,942.75 1,942.75 1,942.75 1,942.75
PP 1,942.75 1,942.75 1,942.75 1,942.75
S1 1,942.75 1,942.75 1,942.75 1,942.75
S2 1,942.75 1,942.75 1,942.75
S3 1,942.75 1,942.75 1,942.75
S4 1,942.75 1,942.75 1,942.75
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,121.25 2,096.75 1,978.25
R3 2,056.50 2,032.00 1,960.50
R2 1,991.75 1,991.75 1,954.50
R1 1,967.25 1,967.25 1,948.75 1,979.50
PP 1,927.00 1,927.00 1,927.00 1,933.00
S1 1,902.50 1,902.50 1,936.75 1,914.75
S2 1,862.25 1,862.25 1,931.00
S3 1,797.50 1,837.75 1,925.00
S4 1,732.75 1,773.00 1,907.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,951.50 1,886.75 64.75 3.3% 27.50 1.4% 86% False False 1,812,501
10 1,951.50 1,822.50 129.00 6.6% 29.75 1.5% 93% False False 1,820,115
20 1,951.50 1,802.50 149.00 7.7% 36.75 1.9% 94% False False 2,145,643
40 2,075.00 1,802.50 272.50 14.0% 42.50 2.2% 51% False False 2,253,156
60 2,097.75 1,802.50 295.25 15.2% 39.50 2.0% 48% False False 1,839,783
80 2,102.75 1,802.50 300.25 15.5% 35.75 1.8% 47% False False 1,381,166
100 2,102.75 1,802.50 300.25 15.5% 33.00 1.7% 47% False False 1,106,022
120 2,102.75 1,802.50 300.25 15.5% 34.25 1.8% 47% False False 922,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.68
Narrowest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 1,942.75
2.618 1,942.75
1.618 1,942.75
1.000 1,942.75
0.618 1,942.75
HIGH 1,942.75
0.618 1,942.75
0.500 1,942.75
0.382 1,942.75
LOW 1,942.75
0.618 1,942.75
1.000 1,942.75
1.618 1,942.75
2.618 1,942.75
4.250 1,942.75
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1,942.75 1,935.00
PP 1,942.75 1,927.00
S1 1,942.75 1,919.00

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

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