E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 2,073.75 2,060.75 -13.00 -0.6% 2,091.50
High 2,076.00 2,077.50 1.50 0.1% 2,094.25
Low 2,045.75 2,055.50 9.75 0.5% 2,045.75
Close 2,059.00 2,074.25 15.25 0.7% 2,059.00
Range 30.25 22.00 -8.25 -27.3% 48.50
ATR 22.37 22.34 -0.03 -0.1% 0.00
Volume 2,419,757 1,306,173 -1,113,584 -46.0% 8,285,335
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 2,135.00 2,126.75 2,086.25
R3 2,113.00 2,104.75 2,080.25
R2 2,091.00 2,091.00 2,078.25
R1 2,082.75 2,082.75 2,076.25 2,087.00
PP 2,069.00 2,069.00 2,069.00 2,071.25
S1 2,060.75 2,060.75 2,072.25 2,065.00
S2 2,047.00 2,047.00 2,070.25
S3 2,025.00 2,038.75 2,068.25
S4 2,003.00 2,016.75 2,062.25
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,211.75 2,184.00 2,085.75
R3 2,163.25 2,135.50 2,072.25
R2 2,114.75 2,114.75 2,068.00
R1 2,087.00 2,087.00 2,063.50 2,076.50
PP 2,066.25 2,066.25 2,066.25 2,061.25
S1 2,038.50 2,038.50 2,054.50 2,028.00
S2 2,017.75 2,017.75 2,050.00
S3 1,969.25 1,990.00 2,045.75
S4 1,920.75 1,941.50 2,032.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,094.25 2,045.75 48.50 2.3% 22.25 1.1% 59% False False 1,662,124
10 2,105.25 2,045.75 59.50 2.9% 20.50 1.0% 48% False False 1,575,762
20 2,105.25 2,026.00 79.25 3.8% 22.00 1.1% 61% False False 1,622,149
40 2,105.25 1,958.00 147.25 7.1% 22.00 1.1% 79% False False 1,512,003
60 2,105.25 1,794.50 310.75 15.0% 26.25 1.3% 90% False False 1,013,257
80 2,105.25 1,794.50 310.75 15.0% 32.00 1.5% 90% False False 761,376
100 2,105.25 1,794.50 310.75 15.0% 32.00 1.5% 90% False False 609,409
120 2,105.25 1,794.50 310.75 15.0% 31.25 1.5% 90% False False 507,879
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 4.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,171.00
2.618 2,135.00
1.618 2,113.00
1.000 2,099.50
0.618 2,091.00
HIGH 2,077.50
0.618 2,069.00
0.500 2,066.50
0.382 2,064.00
LOW 2,055.50
0.618 2,042.00
1.000 2,033.50
1.618 2,020.00
2.618 1,998.00
4.250 1,962.00
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 2,071.75 2,072.75
PP 2,069.00 2,071.50
S1 2,066.50 2,070.00

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

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