E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 2,090.50 2,100.00 9.50 0.5% 2,053.25
High 2,098.75 2,103.75 5.00 0.2% 2,098.75
Low 2,088.00 2,086.00 -2.00 -0.1% 2,041.25
Close 2,097.25 2,095.00 -2.25 -0.1% 2,097.25
Range 10.75 17.75 7.00 65.1% 57.50
ATR 21.72 21.44 -0.28 -1.3% 0.00
Volume 1,035,175 1,631,254 596,079 57.6% 6,232,375
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 2,148.25 2,139.25 2,104.75
R3 2,130.50 2,121.50 2,100.00
R2 2,112.75 2,112.75 2,098.25
R1 2,103.75 2,103.75 2,096.75 2,099.50
PP 2,095.00 2,095.00 2,095.00 2,092.75
S1 2,086.00 2,086.00 2,093.25 2,081.50
S2 2,077.25 2,077.25 2,091.75
S3 2,059.50 2,068.25 2,090.00
S4 2,041.75 2,050.50 2,085.25
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 2,251.50 2,232.00 2,129.00
R3 2,194.00 2,174.50 2,113.00
R2 2,136.50 2,136.50 2,107.75
R1 2,117.00 2,117.00 2,102.50 2,126.75
PP 2,079.00 2,079.00 2,079.00 2,084.00
S1 2,059.50 2,059.50 2,092.00 2,069.25
S2 2,021.50 2,021.50 2,086.75
S3 1,964.00 2,002.00 2,081.50
S4 1,906.50 1,944.50 2,065.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,103.75 2,041.25 62.50 3.0% 18.50 0.9% 86% True False 1,336,066
10 2,103.75 2,022.00 81.75 3.9% 20.50 1.0% 89% True False 1,557,747
20 2,103.75 2,022.00 81.75 3.9% 22.25 1.1% 89% True False 1,578,411
40 2,105.25 2,022.00 83.25 4.0% 22.25 1.1% 88% False False 1,600,280
60 2,105.25 1,958.00 147.25 7.0% 22.00 1.1% 93% False False 1,534,139
80 2,105.25 1,794.50 310.75 14.8% 25.25 1.2% 97% False False 1,154,546
100 2,105.25 1,794.50 310.75 14.8% 30.00 1.4% 97% False False 924,783
120 2,105.25 1,794.50 310.75 14.8% 30.50 1.5% 97% False False 770,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,179.25
2.618 2,150.25
1.618 2,132.50
1.000 2,121.50
0.618 2,114.75
HIGH 2,103.75
0.618 2,097.00
0.500 2,095.00
0.382 2,092.75
LOW 2,086.00
0.618 2,075.00
1.000 2,068.25
1.618 2,057.25
2.618 2,039.50
4.250 2,010.50
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 2,095.00 2,094.50
PP 2,095.00 2,093.75
S1 2,095.00 2,093.00

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

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