E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1,973.00 1,977.00 4.00 0.2% 1,923.75
High 1,990.00 1,987.00 -3.00 -0.2% 1,990.00
Low 1,967.75 1,968.00 0.25 0.0% 1,904.75
Close 1,978.25 1,982.50 4.25 0.2% 1,978.25
Range 22.25 19.00 -3.25 -14.6% 85.25
ATR 34.38 33.28 -1.10 -3.2% 0.00
Volume 121 131 10 8.3% 1,211
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,036.25 2,028.25 1,993.00
R3 2,017.25 2,009.25 1,987.75
R2 1,998.25 1,998.25 1,986.00
R1 1,990.25 1,990.25 1,984.25 1,994.25
PP 1,979.25 1,979.25 1,979.25 1,981.00
S1 1,971.25 1,971.25 1,980.75 1,975.25
S2 1,960.25 1,960.25 1,979.00
S3 1,941.25 1,952.25 1,977.25
S4 1,922.25 1,933.25 1,972.00
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,213.50 2,181.00 2,025.25
R3 2,128.25 2,095.75 2,001.75
R2 2,043.00 2,043.00 1,994.00
R1 2,010.50 2,010.50 1,986.00 2,026.75
PP 1,957.75 1,957.75 1,957.75 1,965.75
S1 1,925.25 1,925.25 1,970.50 1,941.50
S2 1,872.50 1,872.50 1,962.50
S3 1,787.25 1,840.00 1,954.75
S4 1,702.00 1,754.75 1,931.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,990.00 1,904.75 85.25 4.3% 26.50 1.3% 91% False False 250
10 1,990.00 1,871.00 119.00 6.0% 28.75 1.4% 94% False False 329
20 1,990.00 1,787.50 202.50 10.2% 32.50 1.6% 96% False False 306
40 1,990.00 1,787.50 202.50 10.2% 40.25 2.0% 96% False False 458
60 2,061.75 1,787.50 274.25 13.8% 37.75 1.9% 71% False False 525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,067.75
2.618 2,036.75
1.618 2,017.75
1.000 2,006.00
0.618 1,998.75
HIGH 1,987.00
0.618 1,979.75
0.500 1,977.50
0.382 1,975.25
LOW 1,968.00
0.618 1,956.25
1.000 1,949.00
1.618 1,937.25
2.618 1,918.25
4.250 1,887.25
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1,980.75 1,979.75
PP 1,979.25 1,977.00
S1 1,977.50 1,974.00

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

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