E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 1,923.00 1,957.00 34.00 1.8% 1,899.25
High 1,963.50 1,965.75 2.25 0.1% 1,927.25
Low 1,922.25 1,947.25 25.00 1.3% 1,846.25
Close 1,958.75 1,952.50 -6.25 -0.3% 1,927.25
Range 41.25 18.50 -22.75 -55.2% 81.00
ATR 37.94 36.56 -1.39 -3.7% 0.00
Volume 149 66 -83 -55.7% 1,846
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,010.75 2,000.00 1,962.75
R3 1,992.25 1,981.50 1,957.50
R2 1,973.75 1,973.75 1,956.00
R1 1,963.00 1,963.00 1,954.25 1,959.00
PP 1,955.25 1,955.25 1,955.25 1,953.25
S1 1,944.50 1,944.50 1,950.75 1,940.50
S2 1,936.75 1,936.75 1,949.00
S3 1,918.25 1,926.00 1,947.50
S4 1,899.75 1,907.50 1,942.25
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,143.25 2,116.25 1,971.75
R3 2,062.25 2,035.25 1,949.50
R2 1,981.25 1,981.25 1,942.00
R1 1,954.25 1,954.25 1,934.75 1,967.75
PP 1,900.25 1,900.25 1,900.25 1,907.00
S1 1,873.25 1,873.25 1,919.75 1,886.75
S2 1,819.25 1,819.25 1,912.50
S3 1,738.25 1,792.25 1,905.00
S4 1,657.25 1,711.25 1,882.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,965.75 1,856.00 109.75 5.6% 39.00 2.0% 88% True False 205
10 1,965.75 1,846.25 119.50 6.1% 38.75 2.0% 89% True False 242
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 11.05
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,044.50
2.618 2,014.25
1.618 1,995.75
1.000 1,984.25
0.618 1,977.25
HIGH 1,965.75
0.618 1,958.75
0.500 1,956.50
0.382 1,954.25
LOW 1,947.25
0.618 1,935.75
1.000 1,928.75
1.618 1,917.25
2.618 1,898.75
4.250 1,868.50
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 1,956.50 1,940.50
PP 1,955.25 1,928.50
S1 1,953.75 1,916.50

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

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