E-mini S&P 500 Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 2,097.50 2,108.25 10.75 0.5% 2,100.00
High 2,112.25 2,118.00 5.75 0.3% 2,106.00
Low 2,094.00 2,106.50 12.50 0.6% 2,082.75
Close 2,108.25 2,110.25 2.00 0.1% 2,097.75
Range 18.25 11.50 -6.75 -37.0% 23.25
ATR 20.81 20.14 -0.66 -3.2% 0.00
Volume 1,272,974 1,125,951 -147,023 -11.5% 5,994,941
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,146.00 2,139.75 2,116.50
R3 2,134.50 2,128.25 2,113.50
R2 2,123.00 2,123.00 2,112.25
R1 2,116.75 2,116.75 2,111.25 2,120.00
PP 2,111.50 2,111.50 2,111.50 2,113.25
S1 2,105.25 2,105.25 2,109.25 2,108.50
S2 2,100.00 2,100.00 2,108.25
S3 2,088.50 2,093.75 2,107.00
S4 2,077.00 2,082.25 2,104.00
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,165.25 2,154.75 2,110.50
R3 2,142.00 2,131.50 2,104.25
R2 2,118.75 2,118.75 2,102.00
R1 2,108.25 2,108.25 2,100.00 2,102.00
PP 2,095.50 2,095.50 2,095.50 2,092.25
S1 2,085.00 2,085.00 2,095.50 2,078.50
S2 2,072.25 2,072.25 2,093.50
S3 2,049.00 2,061.75 2,091.25
S4 2,025.75 2,038.50 2,085.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,118.00 2,082.75 35.25 1.7% 17.50 0.8% 78% True False 1,352,522
10 2,118.00 2,041.25 76.75 3.6% 18.00 0.9% 90% True False 1,344,294
20 2,118.00 2,022.00 96.00 4.5% 21.50 1.0% 92% True False 1,516,407
40 2,118.00 2,022.00 96.00 4.5% 21.00 1.0% 92% True False 1,538,784
60 2,118.00 1,995.00 123.00 5.8% 21.25 1.0% 94% True False 1,590,010
80 2,118.00 1,814.25 303.75 14.4% 23.50 1.1% 97% True False 1,238,368
100 2,118.00 1,794.50 323.50 15.3% 28.25 1.3% 98% True False 992,201
120 2,118.00 1,794.50 323.50 15.3% 29.75 1.4% 98% True False 827,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,167.00
2.618 2,148.00
1.618 2,136.50
1.000 2,129.50
0.618 2,125.00
HIGH 2,118.00
0.618 2,113.50
0.500 2,112.25
0.382 2,111.00
LOW 2,106.50
0.618 2,099.50
1.000 2,095.00
1.618 2,088.00
2.618 2,076.50
4.250 2,057.50
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 2,112.25 2,107.00
PP 2,111.50 2,103.75
S1 2,111.00 2,100.50

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

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