E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 2,003.75 2,004.00 0.25 0.0% 2,045.25
High 2,009.50 2,005.75 -3.75 -0.2% 2,068.00
Low 1,985.50 1,964.00 -21.50 -1.1% 2,023.75
Close 2,004.75 1,978.75 -26.00 -1.3% 2,028.50
Range 24.00 41.75 17.75 74.0% 44.25
ATR 30.40 31.21 0.81 2.7% 0.00
Volume 1,568 5,494 3,926 250.4% 6,527
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,108.00 2,085.25 2,001.75
R3 2,066.25 2,043.50 1,990.25
R2 2,024.50 2,024.50 1,986.50
R1 2,001.75 2,001.75 1,982.50 1,992.25
PP 1,982.75 1,982.75 1,982.75 1,978.00
S1 1,960.00 1,960.00 1,975.00 1,950.50
S2 1,941.00 1,941.00 1,971.00
S3 1,899.25 1,918.25 1,967.25
S4 1,857.50 1,876.50 1,955.75
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,172.75 2,145.00 2,052.75
R3 2,128.50 2,100.75 2,040.75
R2 2,084.25 2,084.25 2,036.50
R1 2,056.50 2,056.50 2,032.50 2,048.25
PP 2,040.00 2,040.00 2,040.00 2,036.00
S1 2,012.25 2,012.25 2,024.50 2,004.00
S2 1,995.75 1,995.75 2,020.50
S3 1,951.50 1,968.00 2,016.25
S4 1,907.25 1,923.75 2,004.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,068.00 1,964.00 104.00 5.3% 35.25 1.8% 14% False True 2,980
10 2,068.00 1,964.00 104.00 5.3% 28.75 1.5% 14% False True 2,214
20 2,068.00 1,964.00 104.00 5.3% 32.50 1.6% 14% False True 1,542
40 2,090.50 1,964.00 126.50 6.4% 29.50 1.5% 12% False True 884
60 2,095.75 1,964.00 131.75 6.7% 26.50 1.3% 11% False True 710
80 2,095.75 1,846.25 249.50 12.6% 28.50 1.4% 53% False False 573
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 3.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,183.25
2.618 2,115.00
1.618 2,073.25
1.000 2,047.50
0.618 2,031.50
HIGH 2,005.75
0.618 1,989.75
0.500 1,985.00
0.382 1,980.00
LOW 1,964.00
0.618 1,938.25
1.000 1,922.25
1.618 1,896.50
2.618 1,854.75
4.250 1,786.50
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1,985.00 2,000.00
PP 1,982.75 1,993.00
S1 1,980.75 1,986.00

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

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