E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 1,981.75 1,991.00 9.25 0.5% 1,943.00
High 1,992.50 2,007.50 15.00 0.8% 2,007.50
Low 1,974.75 1,984.00 9.25 0.5% 1,920.75
Close 1,990.50 1,995.00 4.50 0.2% 1,995.00
Range 17.75 23.50 5.75 32.4% 86.75
ATR 35.20 34.36 -0.84 -2.4% 0.00
Volume 1,555,391 2,247,812 692,421 44.5% 9,486,826
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,066.00 2,054.00 2,008.00
R3 2,042.50 2,030.50 2,001.50
R2 2,019.00 2,019.00 1,999.25
R1 2,007.00 2,007.00 1,997.25 2,013.00
PP 1,995.50 1,995.50 1,995.50 1,998.50
S1 1,983.50 1,983.50 1,992.75 1,989.50
S2 1,972.00 1,972.00 1,990.75
S3 1,948.50 1,960.00 1,988.50
S4 1,925.00 1,936.50 1,982.00
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,234.75 2,201.50 2,042.75
R3 2,148.00 2,114.75 2,018.75
R2 2,061.25 2,061.25 2,011.00
R1 2,028.00 2,028.00 2,003.00 2,044.50
PP 1,974.50 1,974.50 1,974.50 1,982.75
S1 1,941.25 1,941.25 1,987.00 1,958.00
S2 1,887.75 1,887.75 1,979.00
S3 1,801.00 1,854.50 1,971.25
S4 1,714.25 1,767.75 1,947.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,007.50 1,920.75 86.75 4.3% 29.50 1.5% 86% True False 1,897,365
10 2,007.50 1,886.75 120.75 6.1% 28.50 1.4% 90% True False 1,854,933
20 2,007.50 1,802.50 205.00 10.3% 34.00 1.7% 94% True False 2,051,963
40 2,007.50 1,802.50 205.00 10.3% 41.75 2.1% 94% True False 2,293,001
60 2,075.00 1,802.50 272.50 13.7% 39.00 2.0% 71% False False 1,994,082
80 2,097.75 1,802.50 295.25 14.8% 36.00 1.8% 65% False False 1,499,500
100 2,102.75 1,802.50 300.25 15.1% 33.00 1.7% 64% False False 1,200,576
120 2,102.75 1,802.50 300.25 15.1% 33.75 1.7% 64% False False 1,001,250
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 7.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,107.50
2.618 2,069.00
1.618 2,045.50
1.000 2,031.00
0.618 2,022.00
HIGH 2,007.50
0.618 1,998.50
0.500 1,995.75
0.382 1,993.00
LOW 1,984.00
0.618 1,969.50
1.000 1,960.50
1.618 1,946.00
2.618 1,922.50
4.250 1,884.00
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 1,995.75 1,992.25
PP 1,995.50 1,989.50
S1 1,995.25 1,987.00

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

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