E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 2,042.00 2,059.75 17.75 0.9% 2,030.25
High 2,060.50 2,062.00 1.50 0.1% 2,067.00
Low 2,035.00 2,026.00 -9.00 -0.4% 2,019.25
Close 2,060.25 2,035.00 -25.25 -1.2% 2,065.00
Range 25.50 36.00 10.50 41.2% 47.75
ATR 24.32 25.16 0.83 3.4% 0.00
Volume 1,894,599 2,052,195 157,596 8.3% 7,872,036
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,149.00 2,128.00 2,054.75
R3 2,113.00 2,092.00 2,045.00
R2 2,077.00 2,077.00 2,041.50
R1 2,056.00 2,056.00 2,038.25 2,048.50
PP 2,041.00 2,041.00 2,041.00 2,037.25
S1 2,020.00 2,020.00 2,031.75 2,012.50
S2 2,005.00 2,005.00 2,028.50
S3 1,969.00 1,984.00 2,025.00
S4 1,933.00 1,948.00 2,015.25
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,193.75 2,177.00 2,091.25
R3 2,146.00 2,129.25 2,078.25
R2 2,098.25 2,098.25 2,073.75
R1 2,081.50 2,081.50 2,069.50 2,090.00
PP 2,050.50 2,050.50 2,050.50 2,054.50
S1 2,033.75 2,033.75 2,060.50 2,042.00
S2 2,002.75 2,002.75 2,056.25
S3 1,955.00 1,986.00 2,051.75
S4 1,907.25 1,938.25 2,038.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.50 2,026.00 45.50 2.2% 26.25 1.3% 20% False True 1,841,144
10 2,071.50 2,012.25 59.25 2.9% 22.75 1.1% 38% False False 1,655,050
20 2,071.50 1,958.00 113.50 5.6% 23.00 1.1% 68% False False 1,663,890
40 2,071.50 1,794.50 277.00 13.6% 26.75 1.3% 87% False False 852,514
60 2,071.50 1,794.50 277.00 13.6% 34.00 1.7% 87% False False 570,461
80 2,071.50 1,794.50 277.00 13.6% 34.50 1.7% 87% False False 428,383
100 2,090.50 1,794.50 296.00 14.5% 33.25 1.6% 81% False False 342,765
120 2,095.75 1,794.50 301.25 14.8% 31.00 1.5% 80% False False 285,699
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 5.60
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,215.00
2.618 2,156.25
1.618 2,120.25
1.000 2,098.00
0.618 2,084.25
HIGH 2,062.00
0.618 2,048.25
0.500 2,044.00
0.382 2,039.75
LOW 2,026.00
0.618 2,003.75
1.000 1,990.00
1.618 1,967.75
2.618 1,931.75
4.250 1,873.00
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 2,044.00 2,044.00
PP 2,041.00 2,041.00
S1 2,038.00 2,038.00

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

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