E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 1,977.00 1,975.00 -2.00 -0.1% 1,923.75
High 1,987.00 1,982.75 -4.25 -0.2% 1,990.00
Low 1,968.00 1,959.00 -9.00 -0.5% 1,904.75
Close 1,982.50 1,963.75 -18.75 -0.9% 1,978.25
Range 19.00 23.75 4.75 25.0% 85.25
ATR 33.28 32.60 -0.68 -2.0% 0.00
Volume 131 84 -47 -35.9% 1,211
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,039.75 2,025.50 1,976.75
R3 2,016.00 2,001.75 1,970.25
R2 1,992.25 1,992.25 1,968.00
R1 1,978.00 1,978.00 1,966.00 1,973.25
PP 1,968.50 1,968.50 1,968.50 1,966.00
S1 1,954.25 1,954.25 1,961.50 1,949.50
S2 1,944.75 1,944.75 1,959.50
S3 1,921.00 1,930.50 1,957.25
S4 1,897.25 1,906.75 1,950.75
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 1,950.00 40.00 2.0% 20.00 1.0% 34% False False 185
10 1,990.00 1,871.00 119.00 6.1% 28.75 1.5% 78% False False 318
20 1,990.00 1,787.50 202.50 10.3% 30.50 1.6% 87% False False 298
40 1,990.00 1,787.50 202.50 10.3% 39.50 2.0% 87% False False 432
60 2,061.75 1,787.50 274.25 14.0% 37.50 1.9% 64% False False 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,083.75
2.618 2,045.00
1.618 2,021.25
1.000 2,006.50
0.618 1,997.50
HIGH 1,982.75
0.618 1,973.75
0.500 1,971.00
0.382 1,968.00
LOW 1,959.00
0.618 1,944.25
1.000 1,935.25
1.618 1,920.50
2.618 1,896.75
4.250 1,858.00
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 1,971.00 1,974.50
PP 1,968.50 1,971.00
S1 1,966.00 1,967.25

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

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