E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 2,031.25 2,036.50 5.25 0.3% 2,009.50
High 2,042.75 2,044.50 1.75 0.1% 2,042.75
Low 2,027.00 2,031.00 4.00 0.2% 1,995.00
Close 2,037.50 2,042.75 5.25 0.3% 2,037.50
Range 15.75 13.50 -2.25 -14.3% 47.75
ATR 28.97 27.86 -1.10 -3.8% 0.00
Volume 1,775,664 1,278,261 -497,403 -28.0% 9,518,941
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,080.00 2,074.75 2,050.25
R3 2,066.50 2,061.25 2,046.50
R2 2,053.00 2,053.00 2,045.25
R1 2,047.75 2,047.75 2,044.00 2,050.50
PP 2,039.50 2,039.50 2,039.50 2,040.75
S1 2,034.25 2,034.25 2,041.50 2,037.00
S2 2,026.00 2,026.00 2,040.25
S3 2,012.50 2,020.75 2,039.00
S4 1,999.00 2,007.25 2,035.25
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 2,044.50 1,995.00 49.50 2.4% 20.25 1.0% 96% True False 1,829,085
10 2,044.50 1,958.00 86.50 4.2% 23.25 1.1% 98% True False 1,412,656
20 2,044.50 1,877.25 167.25 8.2% 26.25 1.3% 99% True False 720,997
40 2,044.50 1,794.50 250.00 12.2% 33.00 1.6% 99% True False 364,615
60 2,068.00 1,794.50 273.50 13.4% 36.50 1.8% 91% False False 244,312
80 2,090.50 1,794.50 296.00 14.5% 35.25 1.7% 84% False False 183,373
100 2,095.75 1,794.50 301.25 14.7% 33.00 1.6% 82% False False 146,784
120 2,095.75 1,794.50 301.25 14.7% 31.75 1.6% 82% False False 122,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,102.00
2.618 2,079.75
1.618 2,066.25
1.000 2,058.00
0.618 2,052.75
HIGH 2,044.50
0.618 2,039.25
0.500 2,037.75
0.382 2,036.25
LOW 2,031.00
0.618 2,022.75
1.000 2,017.50
1.618 2,009.25
2.618 1,995.75
4.250 1,973.50
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 2,041.00 2,037.00
PP 2,039.50 2,031.00
S1 2,037.75 2,025.00

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

View Archives - Comment on this page... - Back to Index of Symbols