E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 1,914.50 1,959.50 45.00 2.4% 1,892.50
High 1,961.75 1,967.50 5.75 0.3% 1,951.75
Low 1,904.75 1,950.00 45.25 2.4% 1,871.00
Close 1,961.50 1,967.00 5.50 0.3% 1,926.00
Range 57.00 17.50 -39.50 -69.3% 80.75
ATR 38.20 36.72 -1.48 -3.9% 0.00
Volume 408 520 112 27.5% 2,030
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,014.00 2,008.00 1,976.50
R3 1,996.50 1,990.50 1,971.75
R2 1,979.00 1,979.00 1,970.25
R1 1,973.00 1,973.00 1,968.50 1,976.00
PP 1,961.50 1,961.50 1,961.50 1,963.00
S1 1,955.50 1,955.50 1,965.50 1,958.50
S2 1,944.00 1,944.00 1,963.75
S3 1,926.50 1,938.00 1,962.25
S4 1,909.00 1,920.50 1,957.50
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,158.50 2,123.00 1,970.50
R3 2,077.75 2,042.25 1,948.25
R2 1,997.00 1,997.00 1,940.75
R1 1,961.50 1,961.50 1,933.50 1,979.25
PP 1,916.25 1,916.25 1,916.25 1,925.00
S1 1,880.75 1,880.75 1,918.50 1,898.50
S2 1,835.50 1,835.50 1,911.25
S3 1,754.75 1,800.00 1,903.75
S4 1,674.00 1,719.25 1,881.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,967.50 1,904.25 63.25 3.2% 32.00 1.6% 99% True False 348
10 1,967.50 1,871.00 96.50 4.9% 30.75 1.6% 99% True False 367
20 1,967.50 1,787.50 180.00 9.2% 35.75 1.8% 100% True False 339
40 2,003.50 1,787.50 216.00 11.0% 42.00 2.1% 83% False False 594
60 2,070.25 1,787.50 282.75 14.4% 38.25 1.9% 63% False False 520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.08
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 2,042.00
2.618 2,013.25
1.618 1,995.75
1.000 1,985.00
0.618 1,978.25
HIGH 1,967.50
0.618 1,960.75
0.500 1,958.75
0.382 1,956.75
LOW 1,950.00
0.618 1,939.25
1.000 1,932.50
1.618 1,921.75
2.618 1,904.25
4.250 1,875.50
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 1,964.25 1,956.75
PP 1,961.50 1,946.50
S1 1,958.75 1,936.00

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

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