E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 2,066.50 2,080.50 14.00 0.7% 2,032.75
High 2,084.25 2,083.75 -0.50 0.0% 2,061.00
Low 2,065.75 2,074.50 8.75 0.4% 2,014.00
Close 2,079.00 2,081.50 2.50 0.1% 2,041.75
Range 18.50 9.25 -9.25 -50.0% 47.00
ATR 23.19 22.20 -1.00 -4.3% 0.00
Volume 10,931 6,788 -4,143 -37.9% 33,935
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 2,107.75 2,103.75 2,086.50
R3 2,098.50 2,094.50 2,084.00
R2 2,089.25 2,089.25 2,083.25
R1 2,085.25 2,085.25 2,082.25 2,087.25
PP 2,080.00 2,080.00 2,080.00 2,081.00
S1 2,076.00 2,076.00 2,080.75 2,078.00
S2 2,070.75 2,070.75 2,079.75
S3 2,061.50 2,066.75 2,079.00
S4 2,052.25 2,057.50 2,076.50
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 2,180.00 2,157.75 2,067.50
R3 2,133.00 2,110.75 2,054.75
R2 2,086.00 2,086.00 2,050.25
R1 2,063.75 2,063.75 2,046.00 2,075.00
PP 2,039.00 2,039.00 2,039.00 2,044.50
S1 2,016.75 2,016.75 2,037.50 2,028.00
S2 1,992.00 1,992.00 2,033.25
S3 1,945.00 1,969.75 2,028.75
S4 1,898.00 1,922.75 2,016.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,084.25 2,029.50 54.75 2.6% 18.75 0.9% 95% False False 7,940
10 2,084.25 2,014.00 70.25 3.4% 23.25 1.1% 96% False False 7,043
20 2,084.25 2,014.00 70.25 3.4% 23.25 1.1% 96% False False 7,326
40 2,097.00 2,014.00 83.00 4.0% 22.25 1.1% 81% False False 5,043
60 2,097.00 1,950.50 146.50 7.0% 21.75 1.0% 89% False False 3,683
80 2,097.00 1,787.50 309.50 14.9% 25.25 1.2% 95% False False 2,847
100 2,097.00 1,787.50 309.50 14.9% 29.75 1.4% 95% False False 2,447
120 2,097.00 1,787.50 309.50 14.9% 30.00 1.4% 95% False False 2,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 2,123.00
2.618 2,108.00
1.618 2,098.75
1.000 2,093.00
0.618 2,089.50
HIGH 2,083.75
0.618 2,080.25
0.500 2,079.00
0.382 2,078.00
LOW 2,074.50
0.618 2,068.75
1.000 2,065.25
1.618 2,059.50
2.618 2,050.25
4.250 2,035.25
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 2,080.75 2,073.75
PP 2,080.00 2,066.25
S1 2,079.00 2,058.50

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

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