E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 2,064.25 2,085.25 21.00 1.0% 2,041.00
High 2,088.75 2,098.50 9.75 0.5% 2,081.75
Low 2,058.50 2,084.75 26.25 1.3% 2,029.25
Close 2,086.75 2,093.75 7.00 0.3% 2,075.00
Range 30.25 13.75 -16.50 -54.5% 52.50
ATR 23.80 23.08 -0.72 -3.0% 0.00
Volume 1,400,343 1,565,161 164,818 11.8% 7,742,314
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,133.50 2,127.50 2,101.25
R3 2,119.75 2,113.75 2,097.50
R2 2,106.00 2,106.00 2,096.25
R1 2,100.00 2,100.00 2,095.00 2,103.00
PP 2,092.25 2,092.25 2,092.25 2,094.00
S1 2,086.25 2,086.25 2,092.50 2,089.25
S2 2,078.50 2,078.50 2,091.25
S3 2,064.75 2,072.50 2,090.00
S4 2,051.00 2,058.75 2,086.25
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,219.50 2,199.75 2,104.00
R3 2,167.00 2,147.25 2,089.50
R2 2,114.50 2,114.50 2,084.50
R1 2,094.75 2,094.75 2,079.75 2,104.50
PP 2,062.00 2,062.00 2,062.00 2,067.00
S1 2,042.25 2,042.25 2,070.25 2,052.00
S2 2,009.50 2,009.50 2,065.50
S3 1,957.00 1,989.75 2,060.50
S4 1,904.50 1,937.25 2,046.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,098.50 2,054.00 44.50 2.1% 18.25 0.9% 89% True False 1,439,355
10 2,098.50 2,026.00 72.50 3.5% 23.00 1.1% 93% True False 1,642,303
20 2,098.50 2,012.25 86.25 4.1% 21.75 1.0% 94% True False 1,604,006
40 2,098.50 1,877.25 221.25 10.6% 24.00 1.1% 98% True False 1,162,501
60 2,098.50 1,794.50 304.00 14.5% 29.25 1.4% 98% True False 777,745
80 2,098.50 1,794.50 304.00 14.5% 32.75 1.6% 98% True False 584,236
100 2,098.50 1,794.50 304.00 14.5% 32.50 1.6% 98% True False 467,499
120 2,098.50 1,794.50 304.00 14.5% 31.25 1.5% 98% True False 389,655
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 4.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,157.00
2.618 2,134.50
1.618 2,120.75
1.000 2,112.25
0.618 2,107.00
HIGH 2,098.50
0.618 2,093.25
0.500 2,091.50
0.382 2,090.00
LOW 2,084.75
0.618 2,076.25
1.000 2,071.00
1.618 2,062.50
2.618 2,048.75
4.250 2,026.25
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 2,093.00 2,088.75
PP 2,092.25 2,083.50
S1 2,091.50 2,078.50

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

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