E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 2,083.25 2,111.50 28.25 1.4% 2,089.50
High 2,116.75 2,128.00 11.25 0.5% 2,116.75
Low 2,079.00 2,111.25 32.25 1.6% 2,057.50
Close 2,112.00 2,122.00 10.00 0.5% 2,112.00
Range 37.75 16.75 -21.00 -55.6% 59.25
ATR 30.72 29.72 -1.00 -3.2% 0.00
Volume 3,711 2,955 -756 -20.4% 13,457
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,170.75 2,163.00 2,131.25
R3 2,154.00 2,146.25 2,126.50
R2 2,137.25 2,137.25 2,125.00
R1 2,129.50 2,129.50 2,123.50 2,133.50
PP 2,120.50 2,120.50 2,120.50 2,122.25
S1 2,112.75 2,112.75 2,120.50 2,116.50
S2 2,103.75 2,103.75 2,119.00
S3 2,087.00 2,096.00 2,117.50
S4 2,070.25 2,079.25 2,112.75
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,273.25 2,251.75 2,144.50
R3 2,214.00 2,192.50 2,128.25
R2 2,154.75 2,154.75 2,122.75
R1 2,133.25 2,133.25 2,117.50 2,144.00
PP 2,095.50 2,095.50 2,095.50 2,100.75
S1 2,074.00 2,074.00 2,106.50 2,084.75
S2 2,036.25 2,036.25 2,101.25
S3 1,977.00 2,014.75 2,095.75
S4 1,917.75 1,955.50 2,079.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,128.00 2,057.50 70.50 3.3% 27.00 1.3% 91% True False 3,282
10 2,128.00 1,972.25 155.75 7.3% 32.75 1.5% 96% True False 3,355
20 2,128.00 1,972.25 155.75 7.3% 32.00 1.5% 96% True False 2,910
40 2,128.00 1,972.25 155.75 7.3% 25.75 1.2% 96% True False 1,642
60 2,128.00 1,972.25 155.75 7.3% 24.00 1.1% 96% True False 1,298
80 2,128.00 1,972.25 155.75 7.3% 23.25 1.1% 96% True False 1,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 6.53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,199.25
2.618 2,171.75
1.618 2,155.00
1.000 2,144.75
0.618 2,138.25
HIGH 2,128.00
0.618 2,121.50
0.500 2,119.50
0.382 2,117.75
LOW 2,111.25
0.618 2,101.00
1.000 2,094.50
1.618 2,084.25
2.618 2,067.50
4.250 2,040.00
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 2,121.25 2,115.00
PP 2,120.50 2,107.75
S1 2,119.50 2,100.50

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

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