E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 2,017.00 2,031.25 14.25 0.7% 2,009.50
High 2,036.75 2,042.75 6.00 0.3% 2,042.75
Low 2,005.75 2,027.00 21.25 1.1% 1,995.00
Close 2,030.25 2,037.50 7.25 0.4% 2,037.50
Range 31.00 15.75 -15.25 -49.2% 47.75
ATR 29.98 28.97 -1.02 -3.4% 0.00
Volume 2,136,877 1,775,664 -361,213 -16.9% 9,518,941
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,083.00 2,076.00 2,046.25
R3 2,067.25 2,060.25 2,041.75
R2 2,051.50 2,051.50 2,040.50
R1 2,044.50 2,044.50 2,039.00 2,048.00
PP 2,035.75 2,035.75 2,035.75 2,037.50
S1 2,028.75 2,028.75 2,036.00 2,032.25
S2 2,020.00 2,020.00 2,034.50
S3 2,004.25 2,013.00 2,033.25
S4 1,988.50 1,997.25 2,028.75
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,168.25 2,150.75 2,063.75
R3 2,120.50 2,103.00 2,050.75
R2 2,072.75 2,072.75 2,046.25
R1 2,055.25 2,055.25 2,042.00 2,064.00
PP 2,025.00 2,025.00 2,025.00 2,029.50
S1 2,007.50 2,007.50 2,033.00 2,016.25
S2 1,977.25 1,977.25 2,028.75
S3 1,929.50 1,959.75 2,024.25
S4 1,881.75 1,912.00 2,011.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,042.75 1,995.00 47.75 2.3% 20.00 1.0% 89% True False 1,903,788
10 2,042.75 1,958.00 84.75 4.2% 23.75 1.2% 94% True False 1,292,930
20 2,042.75 1,877.25 165.50 8.1% 27.25 1.3% 97% True False 657,263
40 2,042.75 1,794.50 248.25 12.2% 34.00 1.7% 98% True False 332,721
60 2,068.00 1,794.50 273.50 13.4% 36.75 1.8% 89% False False 223,024
80 2,090.50 1,794.50 296.00 14.5% 35.25 1.7% 82% False False 167,395
100 2,095.75 1,794.50 301.25 14.8% 33.00 1.6% 81% False False 134,003
120 2,095.75 1,794.50 301.25 14.8% 32.25 1.6% 81% False False 111,702
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,109.75
2.618 2,084.00
1.618 2,068.25
1.000 2,058.50
0.618 2,052.50
HIGH 2,042.75
0.618 2,036.75
0.500 2,035.00
0.382 2,033.00
LOW 2,027.00
0.618 2,017.25
1.000 2,011.25
1.618 2,001.50
2.618 1,985.75
4.250 1,960.00
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 2,036.50 2,031.50
PP 2,035.75 2,025.75
S1 2,035.00 2,020.00

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

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