E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 2,019.75 2,023.00 3.25 0.2% 2,029.00
High 2,022.25 2,031.75 9.50 0.5% 2,039.50
Low 2,004.50 2,014.50 10.00 0.5% 2,004.50
Close 2,020.75 2,020.00 -0.75 0.0% 2,020.75
Range 17.75 17.25 -0.50 -2.8% 35.00
ATR 25.54 24.94 -0.59 -2.3% 0.00
Volume 995 907 -88 -8.8% 5,486
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,073.75 2,064.25 2,029.50
R3 2,056.50 2,047.00 2,024.75
R2 2,039.25 2,039.25 2,023.25
R1 2,029.75 2,029.75 2,021.50 2,026.00
PP 2,022.00 2,022.00 2,022.00 2,020.25
S1 2,012.50 2,012.50 2,018.50 2,008.50
S2 2,004.75 2,004.75 2,016.75
S3 1,987.50 1,995.25 2,015.25
S4 1,970.25 1,978.00 2,010.50
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,126.50 2,108.75 2,040.00
R3 2,091.50 2,073.75 2,030.50
R2 2,056.50 2,056.50 2,027.25
R1 2,038.75 2,038.75 2,024.00 2,030.00
PP 2,021.50 2,021.50 2,021.50 2,017.25
S1 2,003.75 2,003.75 2,017.50 1,995.00
S2 1,986.50 1,986.50 2,014.25
S3 1,951.50 1,968.75 2,011.00
S4 1,916.50 1,933.75 2,001.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,039.50 2,004.50 35.00 1.7% 17.25 0.9% 44% False False 1,278
10 2,039.50 1,988.00 51.50 2.5% 18.50 0.9% 62% False False 1,011
20 2,039.50 1,904.75 134.75 6.7% 23.00 1.1% 86% False False 653
40 2,039.50 1,787.50 252.00 12.5% 29.75 1.5% 92% False False 493
60 2,061.75 1,787.50 274.25 13.6% 35.75 1.8% 85% False False 684
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 5.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,105.00
2.618 2,077.00
1.618 2,059.75
1.000 2,049.00
0.618 2,042.50
HIGH 2,031.75
0.618 2,025.25
0.500 2,023.00
0.382 2,021.00
LOW 2,014.50
0.618 2,003.75
1.000 1,997.25
1.618 1,986.50
2.618 1,969.25
4.250 1,941.25
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 2,023.00 2,020.75
PP 2,022.00 2,020.50
S1 2,021.00 2,020.25

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

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