E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1,981.75 1,990.00 8.25 0.4% 1,943.00
High 1,994.00 2,010.25 16.25 0.8% 2,007.50
Low 1,978.00 1,967.25 -10.75 -0.5% 1,920.75
Close 1,989.00 1,988.75 -0.25 0.0% 1,995.00
Range 16.00 43.00 27.00 168.8% 86.75
ATR 31.49 32.32 0.82 2.6% 0.00
Volume 1,744,984 2,738,172 993,188 56.9% 9,486,826
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,117.75 2,096.25 2,012.50
R3 2,074.75 2,053.25 2,000.50
R2 2,031.75 2,031.75 1,996.75
R1 2,010.25 2,010.25 1,992.75 1,999.50
PP 1,988.75 1,988.75 1,988.75 1,983.50
S1 1,967.25 1,967.25 1,984.75 1,956.50
S2 1,945.75 1,945.75 1,980.75
S3 1,902.75 1,924.25 1,977.00
S4 1,859.75 1,881.25 1,965.00
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 2,010.25 1,967.25 43.00 2.2% 25.25 1.3% 50% True True 2,059,117
10 2,010.25 1,920.75 89.50 4.5% 25.00 1.3% 76% True False 1,941,125
20 2,010.25 1,802.50 207.75 10.4% 29.50 1.5% 90% True False 1,946,987
40 2,010.25 1,802.50 207.75 10.4% 39.50 2.0% 90% True False 2,229,642
60 2,075.00 1,802.50 272.50 13.7% 38.25 1.9% 68% False False 2,067,017
80 2,097.75 1,802.50 295.25 14.8% 36.00 1.8% 63% False False 1,599,882
100 2,102.75 1,802.50 300.25 15.1% 33.25 1.7% 62% False False 1,280,715
120 2,102.75 1,802.50 300.25 15.1% 33.50 1.7% 62% False False 1,068,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,193.00
2.618 2,122.75
1.618 2,079.75
1.000 2,053.25
0.618 2,036.75
HIGH 2,010.25
0.618 1,993.75
0.500 1,988.75
0.382 1,983.75
LOW 1,967.25
0.618 1,940.75
1.000 1,924.25
1.618 1,897.75
2.618 1,854.75
4.250 1,784.50
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1,988.75 1,988.75
PP 1,988.75 1,988.75
S1 1,988.75 1,988.75

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

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