E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 2,046.50 2,045.50 -1.00 0.0% 2,052.25
High 2,051.50 2,071.50 20.00 1.0% 2,069.50
Low 2,040.50 2,040.25 -0.25 0.0% 2,023.00
Close 2,046.25 2,069.25 23.00 1.1% 2,044.75
Range 11.00 31.25 20.25 184.1% 46.50
ATR 21.37 22.07 0.71 3.3% 0.00
Volume 3,826 10,845 7,019 183.5% 35,631
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 2,154.00 2,143.00 2,086.50
R3 2,122.75 2,111.75 2,077.75
R2 2,091.50 2,091.50 2,075.00
R1 2,080.50 2,080.50 2,072.00 2,086.00
PP 2,060.25 2,060.25 2,060.25 2,063.00
S1 2,049.25 2,049.25 2,066.50 2,054.75
S2 2,029.00 2,029.00 2,063.50
S3 1,997.75 2,018.00 2,060.75
S4 1,966.50 1,986.75 2,052.00
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 2,185.25 2,161.50 2,070.25
R3 2,138.75 2,115.00 2,057.50
R2 2,092.25 2,092.25 2,053.25
R1 2,068.50 2,068.50 2,049.00 2,057.00
PP 2,045.75 2,045.75 2,045.75 2,040.00
S1 2,022.00 2,022.00 2,040.50 2,010.50
S2 1,999.25 1,999.25 2,036.25
S3 1,952.75 1,975.50 2,032.00
S4 1,906.25 1,929.00 2,019.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.50 2,023.00 48.50 2.3% 21.25 1.0% 95% True False 7,123
10 2,086.50 2,023.00 63.50 3.1% 23.25 1.1% 73% False False 6,835
20 2,097.00 2,023.00 74.00 3.6% 20.50 1.0% 63% False False 4,541
40 2,097.00 1,988.00 109.00 5.3% 21.25 1.0% 75% False False 3,247
60 2,097.00 1,850.00 247.00 11.9% 23.50 1.1% 89% False False 2,282
80 2,097.00 1,787.50 309.50 15.0% 29.00 1.4% 91% False False 1,831
100 2,097.00 1,787.50 309.50 15.0% 30.50 1.5% 91% False False 1,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.03
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 2,204.25
2.618 2,153.25
1.618 2,122.00
1.000 2,102.75
0.618 2,090.75
HIGH 2,071.50
0.618 2,059.50
0.500 2,056.00
0.382 2,052.25
LOW 2,040.25
0.618 2,021.00
1.000 2,009.00
1.618 1,989.75
2.618 1,958.50
4.250 1,907.50
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 2,064.75 2,062.00
PP 2,060.25 2,054.50
S1 2,056.00 2,047.25

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

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