E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 2,053.25 2,045.00 -8.25 -0.4% 2,041.25
High 2,056.00 2,077.25 21.25 1.0% 2,069.50
Low 2,043.50 2,041.25 -2.25 -0.1% 2,022.00
Close 2,045.25 2,075.00 29.75 1.5% 2,050.00
Range 12.50 36.00 23.50 188.0% 47.50
ATR 23.02 23.94 0.93 4.0% 0.00
Volume 1,183,296 1,603,195 419,899 35.5% 9,135,583
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 2,172.50 2,159.75 2,094.75
R3 2,136.50 2,123.75 2,085.00
R2 2,100.50 2,100.50 2,081.50
R1 2,087.75 2,087.75 2,078.25 2,094.00
PP 2,064.50 2,064.50 2,064.50 2,067.75
S1 2,051.75 2,051.75 2,071.75 2,058.00
S2 2,028.50 2,028.50 2,068.50
S3 1,992.50 2,015.75 2,065.00
S4 1,956.50 1,979.75 2,055.25
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 2,189.75 2,167.25 2,076.00
R3 2,142.25 2,119.75 2,063.00
R2 2,094.75 2,094.75 2,058.75
R1 2,072.25 2,072.25 2,054.25 2,083.50
PP 2,047.25 2,047.25 2,047.25 2,052.75
S1 2,024.75 2,024.75 2,045.75 2,036.00
S2 1,999.75 1,999.75 2,041.25
S3 1,952.25 1,977.25 2,037.00
S4 1,904.75 1,929.75 2,024.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,077.25 2,022.00 55.25 2.7% 23.25 1.1% 96% True False 1,702,431
10 2,078.75 2,022.00 56.75 2.7% 25.25 1.2% 93% False False 1,707,143
20 2,094.25 2,022.00 72.25 3.5% 24.50 1.2% 73% False False 1,678,794
40 2,105.25 2,022.00 83.25 4.0% 22.75 1.1% 64% False False 1,643,222
60 2,105.25 1,911.75 193.50 9.3% 23.00 1.1% 84% False False 1,452,092
80 2,105.25 1,794.50 310.75 15.0% 26.25 1.3% 90% False False 1,091,456
100 2,105.25 1,794.50 310.75 15.0% 31.00 1.5% 90% False False 874,154
120 2,105.25 1,794.50 310.75 15.0% 31.25 1.5% 90% False False 728,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.23
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 2,230.25
2.618 2,171.50
1.618 2,135.50
1.000 2,113.25
0.618 2,099.50
HIGH 2,077.25
0.618 2,063.50
0.500 2,059.25
0.382 2,055.00
LOW 2,041.25
0.618 2,019.00
1.000 2,005.25
1.618 1,983.00
2.618 1,947.00
4.250 1,888.25
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 2,069.75 2,069.00
PP 2,064.50 2,063.25
S1 2,059.25 2,057.25

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

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