E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1,909.25 1,913.50 4.25 0.2% 2,037.75
High 1,929.00 1,940.25 11.25 0.6% 2,043.50
Low 1,892.50 1,899.00 6.50 0.3% 1,910.00
Close 1,914.25 1,925.00 10.75 0.6% 1,911.50
Range 36.50 41.25 4.75 13.0% 133.50
ATR 35.60 36.00 0.40 1.1% 0.00
Volume 2,490,336 2,428,110 -62,226 -2.5% 11,806,740
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,045.25 2,026.25 1,947.75
R3 2,004.00 1,985.00 1,936.25
R2 1,962.75 1,962.75 1,932.50
R1 1,943.75 1,943.75 1,928.75 1,953.25
PP 1,921.50 1,921.50 1,921.50 1,926.00
S1 1,902.50 1,902.50 1,921.25 1,912.00
S2 1,880.25 1,880.25 1,917.50
S3 1,839.00 1,861.25 1,913.75
S4 1,797.75 1,820.00 1,902.25
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,355.50 2,267.00 1,985.00
R3 2,222.00 2,133.50 1,948.25
R2 2,088.50 2,088.50 1,936.00
R1 2,000.00 2,000.00 1,923.75 1,977.50
PP 1,955.00 1,955.00 1,955.00 1,943.75
S1 1,866.50 1,866.50 1,899.25 1,844.00
S2 1,821.50 1,821.50 1,887.00
S3 1,688.00 1,733.00 1,874.75
S4 1,554.50 1,599.50 1,838.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,013.25 1,892.50 120.75 6.3% 47.50 2.5% 27% False False 2,563,932
10 2,075.00 1,892.50 182.50 9.5% 40.25 2.1% 18% False False 1,930,786
20 2,075.00 1,892.50 182.50 9.5% 35.50 1.8% 18% False False 1,741,766
40 2,097.75 1,892.50 205.25 10.7% 32.50 1.7% 16% False False 970,123
60 2,102.75 1,892.50 210.25 10.9% 29.00 1.5% 15% False False 648,096
80 2,102.75 1,853.00 249.75 13.0% 30.50 1.6% 29% False False 487,599
100 2,102.75 1,819.25 283.50 14.7% 34.25 1.8% 37% False False 390,248
120 2,102.75 1,819.25 283.50 14.7% 32.25 1.7% 37% False False 325,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,115.50
2.618 2,048.25
1.618 2,007.00
1.000 1,981.50
0.618 1,965.75
HIGH 1,940.25
0.618 1,924.50
0.500 1,919.50
0.382 1,914.75
LOW 1,899.00
0.618 1,873.50
1.000 1,857.75
1.618 1,832.25
2.618 1,791.00
4.250 1,723.75
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1,923.25 1,928.50
PP 1,921.50 1,927.50
S1 1,919.50 1,926.25

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

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