E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 2,176.00 2,176.00 0.00 0.0% 2,174.00
High 2,183.00 2,183.50 0.50 0.0% 2,178.50
Low 2,173.25 2,173.75 0.50 0.0% 2,141.50
Close 2,175.50 2,177.50 2.00 0.1% 2,176.75
Range 9.75 9.75 0.00 0.0% 37.00
ATR 19.07 18.40 -0.67 -3.5% 0.00
Volume 970,557 1,191,826 221,269 22.8% 7,599,279
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,207.50 2,202.25 2,182.75
R3 2,197.75 2,192.50 2,180.25
R2 2,188.00 2,188.00 2,179.25
R1 2,182.75 2,182.75 2,178.50 2,185.50
PP 2,178.25 2,178.25 2,178.25 2,179.50
S1 2,173.00 2,173.00 2,176.50 2,175.50
S2 2,168.50 2,168.50 2,175.75
S3 2,158.75 2,163.25 2,174.75
S4 2,149.00 2,153.50 2,172.25
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,276.50 2,263.75 2,197.00
R3 2,239.50 2,226.75 2,187.00
R2 2,202.50 2,202.50 2,183.50
R1 2,189.75 2,189.75 2,180.25 2,196.00
PP 2,165.50 2,165.50 2,165.50 2,168.75
S1 2,152.75 2,152.75 2,173.25 2,159.00
S2 2,128.50 2,128.50 2,170.00
S3 2,091.50 2,115.75 2,166.50
S4 2,054.50 2,078.75 2,156.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,183.50 2,145.25 38.25 1.8% 12.50 0.6% 84% True False 1,228,723
10 2,183.50 2,141.50 42.00 1.9% 15.50 0.7% 86% True False 1,474,452
20 2,183.50 2,139.50 44.00 2.0% 15.50 0.7% 86% True False 1,423,902
40 2,183.50 1,981.50 202.00 9.3% 23.75 1.1% 97% True False 1,735,265
60 2,183.50 1,981.50 202.00 9.3% 22.50 1.0% 97% True False 1,250,986
80 2,183.50 1,981.50 202.00 9.3% 22.25 1.0% 97% True False 939,559
100 2,183.50 1,981.50 202.00 9.3% 22.00 1.0% 97% True False 752,081
120 2,183.50 1,871.00 312.50 14.4% 22.75 1.0% 98% True False 626,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.80
Fibonacci Retracements and Extensions
4.250 2,225.00
2.618 2,209.00
1.618 2,199.25
1.000 2,193.25
0.618 2,189.50
HIGH 2,183.50
0.618 2,179.75
0.500 2,178.50
0.382 2,177.50
LOW 2,173.75
0.618 2,167.75
1.000 2,164.00
1.618 2,158.00
2.618 2,148.25
4.250 2,132.25
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 2,178.50 2,175.50
PP 2,178.25 2,173.50
S1 2,178.00 2,171.50

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

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