E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 2,067.00 2,049.75 -17.25 -0.8% 2,081.25
High 2,068.00 2,052.00 -16.00 -0.8% 2,086.50
Low 2,040.25 2,031.50 -8.75 -0.4% 2,038.00
Close 2,049.00 2,039.00 -10.00 -0.5% 2,051.25
Range 27.75 20.50 -7.25 -26.1% 48.50
ATR 22.37 22.24 -0.13 -0.6% 0.00
Volume 8,436 6,909 -1,527 -18.1% 21,968
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 2,102.25 2,091.25 2,050.25
R3 2,081.75 2,070.75 2,044.75
R2 2,061.25 2,061.25 2,042.75
R1 2,050.25 2,050.25 2,041.00 2,045.50
PP 2,040.75 2,040.75 2,040.75 2,038.50
S1 2,029.75 2,029.75 2,037.00 2,025.00
S2 2,020.25 2,020.25 2,035.25
S3 1,999.75 2,009.25 2,033.25
S4 1,979.25 1,988.75 2,027.75
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 2,204.00 2,176.25 2,078.00
R3 2,155.50 2,127.75 2,064.50
R2 2,107.00 2,107.00 2,060.25
R1 2,079.25 2,079.25 2,055.75 2,069.00
PP 2,058.50 2,058.50 2,058.50 2,053.50
S1 2,030.75 2,030.75 2,046.75 2,020.50
S2 2,010.00 2,010.00 2,042.25
S3 1,961.50 1,982.25 2,038.00
S4 1,913.00 1,933.75 2,024.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,086.50 2,031.50 55.00 2.7% 25.75 1.3% 14% False True 7,673
10 2,095.50 2,031.50 64.00 3.1% 21.50 1.1% 12% False True 4,786
20 2,097.00 2,018.00 79.00 3.9% 21.75 1.1% 27% False False 3,594
40 2,097.00 1,950.50 146.50 7.2% 21.50 1.1% 60% False False 2,585
60 2,097.00 1,787.50 309.50 15.2% 24.50 1.2% 81% False False 1,823
80 2,097.00 1,787.50 309.50 15.2% 30.50 1.5% 81% False False 1,508
100 2,097.00 1,787.50 309.50 15.2% 31.00 1.5% 81% False False 1,349
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 False
Bear Hook False
Bull Hook False
Stretch 3.78
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,139.00
2.618 2,105.75
1.618 2,085.25
1.000 2,072.50
0.618 2,064.75
HIGH 2,052.00
0.618 2,044.25
0.500 2,041.75
0.382 2,039.25
LOW 2,031.50
0.618 2,018.75
1.000 2,011.00
1.618 1,998.25
2.618 1,977.75
4.250 1,944.50
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 2,041.75 2,050.50
PP 2,040.75 2,046.75
S1 2,040.00 2,042.75

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

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