E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 2,164.50 2,161.00 -3.50 -0.2% 2,106.00
High 2,174.50 2,179.75 5.25 0.2% 2,180.50
Low 2,152.25 2,158.50 6.25 0.3% 2,028.50
Close 2,160.50 2,179.25 18.75 0.9% 2,161.50
Range 22.25 21.25 -1.00 -4.5% 152.00
ATR 29.69 29.09 -0.60 -2.0% 0.00
Volume 1,815,339 1,443,589 -371,750 -20.5% 13,809,685
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,236.25 2,229.00 2,191.00
R3 2,215.00 2,207.75 2,185.00
R2 2,193.75 2,193.75 2,183.25
R1 2,186.50 2,186.50 2,181.25 2,190.00
PP 2,172.50 2,172.50 2,172.50 2,174.25
S1 2,165.25 2,165.25 2,177.25 2,169.00
S2 2,151.25 2,151.25 2,175.25
S3 2,130.00 2,144.00 2,173.50
S4 2,108.75 2,122.75 2,167.50
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,579.50 2,522.50 2,245.00
R3 2,427.50 2,370.50 2,203.25
R2 2,275.50 2,275.50 2,189.25
R1 2,218.50 2,218.50 2,175.50 2,247.00
PP 2,123.50 2,123.50 2,123.50 2,137.75
S1 2,066.50 2,066.50 2,147.50 2,095.00
S2 1,971.50 1,971.50 2,133.75
S3 1,819.50 1,914.50 2,119.75
S4 1,667.50 1,762.50 2,078.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,180.50 2,028.50 152.00 7.0% 47.25 2.2% 99% False False 2,711,098
10 2,180.50 2,028.50 152.00 7.0% 34.25 1.6% 99% False False 2,295,682
20 2,180.50 2,028.50 152.00 7.0% 26.75 1.2% 99% False False 1,924,949
40 2,180.50 2,028.50 152.00 7.0% 24.25 1.1% 99% False False 1,794,593
60 2,184.25 2,028.50 155.75 7.1% 23.75 1.1% 97% False False 1,547,048
80 2,184.25 2,028.50 155.75 7.1% 21.25 1.0% 97% False False 1,161,471
100 2,184.25 1,972.25 212.00 9.7% 21.75 1.0% 98% False False 929,800
120 2,184.25 1,972.25 212.00 9.7% 22.00 1.0% 98% False False 775,075
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 8.98
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,270.00
2.618 2,235.50
1.618 2,214.25
1.000 2,201.00
0.618 2,193.00
HIGH 2,179.75
0.618 2,171.75
0.500 2,169.00
0.382 2,166.50
LOW 2,158.50
0.618 2,145.25
1.000 2,137.25
1.618 2,124.00
2.618 2,102.75
4.250 2,068.25
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 2,176.00 2,174.25
PP 2,172.50 2,169.25
S1 2,169.00 2,164.00

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

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