E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 2,070.50 2,077.75 7.25 0.4% 2,089.25
High 2,080.00 2,083.00 3.00 0.1% 2,098.25
Low 2,050.00 2,073.75 23.75 1.2% 2,050.00
Close 2,079.25 2,079.12 -0.13 0.0% 2,079.12
Range 30.00 9.25 -20.75 -69.2% 48.25
ATR 20.30 19.51 -0.79 -3.9% 0.00
Volume 426,215 52,547 -373,668 -87.7% 3,474,537
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,106.25 2,102.00 2,084.25
R3 2,097.00 2,092.75 2,081.75
R2 2,087.75 2,087.75 2,080.75
R1 2,083.50 2,083.50 2,080.00 2,085.75
PP 2,078.50 2,078.50 2,078.50 2,079.75
S1 2,074.25 2,074.25 2,078.25 2,076.50
S2 2,069.25 2,069.25 2,077.50
S3 2,060.00 2,065.00 2,076.50
S4 2,050.75 2,055.75 2,074.00
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,220.50 2,198.00 2,105.75
R3 2,172.25 2,149.75 2,092.50
R2 2,124.00 2,124.00 2,088.00
R1 2,101.50 2,101.50 2,083.50 2,088.75
PP 2,075.75 2,075.75 2,075.75 2,069.25
S1 2,053.25 2,053.25 2,074.75 2,040.50
S2 2,027.50 2,027.50 2,070.25
S3 1,979.25 2,005.00 2,065.75
S4 1,931.00 1,956.75 2,052.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,098.25 2,050.00 48.25 2.3% 19.50 0.9% 60% False False 694,907
10 2,119.75 2,050.00 69.75 3.4% 17.75 0.9% 42% False False 1,007,043
20 2,119.75 2,037.25 82.50 4.0% 18.00 0.9% 51% False False 1,194,073
40 2,119.75 2,022.00 97.75 4.7% 20.75 1.0% 58% False False 1,427,296
60 2,119.75 2,012.25 107.50 5.2% 21.25 1.0% 62% False False 1,487,026
80 2,119.75 1,911.25 208.50 10.0% 22.00 1.1% 81% False False 1,333,485
100 2,119.75 1,794.50 325.25 15.6% 25.25 1.2% 88% False False 1,068,525
120 2,119.75 1,794.50 325.25 15.6% 28.75 1.4% 88% False False 891,095
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 4.13
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,122.25
2.618 2,107.25
1.618 2,098.00
1.000 2,092.25
0.618 2,088.75
HIGH 2,083.00
0.618 2,079.50
0.500 2,078.50
0.382 2,077.25
LOW 2,073.75
0.618 2,068.00
1.000 2,064.50
1.618 2,058.75
2.618 2,049.50
4.250 2,034.50
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 2,078.75 2,075.50
PP 2,078.50 2,071.75
S1 2,078.50 2,068.00

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

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