E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 2,048.50 2,055.50 7.00 0.3% 2,036.50
High 2,064.50 2,059.75 -4.75 -0.2% 2,047.50
Low 2,046.75 2,047.25 0.50 0.0% 2,012.25
Close 2,055.25 2,051.50 -3.75 -0.2% 2,028.50
Range 17.75 12.50 -5.25 -29.6% 35.25
ATR 25.23 24.32 -0.91 -3.6% 0.00
Volume 1,627,085 1,736,311 109,226 6.7% 5,855,714
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,090.25 2,083.50 2,058.50
R3 2,077.75 2,071.00 2,055.00
R2 2,065.25 2,065.25 2,053.75
R1 2,058.50 2,058.50 2,052.75 2,055.50
PP 2,052.75 2,052.75 2,052.75 2,051.50
S1 2,046.00 2,046.00 2,050.25 2,043.00
S2 2,040.25 2,040.25 2,049.25
S3 2,027.75 2,033.50 2,048.00
S4 2,015.25 2,021.00 2,044.50
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,135.25 2,117.00 2,048.00
R3 2,100.00 2,081.75 2,038.25
R2 2,064.75 2,064.75 2,035.00
R1 2,046.50 2,046.50 2,031.75 2,038.00
PP 2,029.50 2,029.50 2,029.50 2,025.00
S1 2,011.25 2,011.25 2,025.25 2,002.75
S2 1,994.25 1,994.25 2,022.00
S3 1,959.00 1,976.00 2,018.75
S4 1,923.75 1,940.75 2,009.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,064.50 2,012.25 52.25 2.5% 19.25 0.9% 75% False False 1,468,957
10 2,064.50 2,005.75 58.75 2.9% 19.50 1.0% 78% False False 1,558,896
20 2,064.50 1,958.00 106.50 5.2% 21.25 1.0% 88% False False 1,235,567
40 2,064.50 1,794.50 270.00 13.2% 29.00 1.4% 95% False False 623,554
60 2,064.50 1,794.50 270.00 13.2% 35.50 1.7% 95% False False 417,379
80 2,081.25 1,794.50 286.75 14.0% 35.00 1.7% 90% False False 313,340
100 2,090.50 1,794.50 296.00 14.4% 32.75 1.6% 87% False False 250,717
120 2,095.75 1,794.50 301.25 14.7% 30.75 1.5% 85% False False 208,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.25
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 2,113.00
2.618 2,092.50
1.618 2,080.00
1.000 2,072.25
0.618 2,067.50
HIGH 2,059.75
0.618 2,055.00
0.500 2,053.50
0.382 2,052.00
LOW 2,047.25
0.618 2,039.50
1.000 2,034.75
1.618 2,027.00
2.618 2,014.50
4.250 1,994.00
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 2,053.50 2,048.25
PP 2,052.75 2,045.00
S1 2,052.25 2,042.00

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

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