E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 2,088.75 2,094.50 5.75 0.3% 2,091.25
High 2,096.00 2,097.25 1.25 0.1% 2,097.25
Low 2,078.25 2,074.00 -4.25 -0.2% 2,074.00
Close 2,095.50 2,089.00 -6.50 -0.3% 2,089.00
Range 17.75 23.25 5.50 31.0% 23.25
ATR 20.46 20.66 0.20 1.0% 0.00
Volume 24,881 34,949 10,068 40.5% 107,748
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,156.50 2,146.00 2,101.75
R3 2,133.25 2,122.75 2,095.50
R2 2,110.00 2,110.00 2,093.25
R1 2,099.50 2,099.50 2,091.25 2,093.00
PP 2,086.75 2,086.75 2,086.75 2,083.50
S1 2,076.25 2,076.25 2,086.75 2,070.00
S2 2,063.50 2,063.50 2,084.75
S3 2,040.25 2,053.00 2,082.50
S4 2,017.00 2,029.75 2,076.25
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,156.50 2,146.00 2,101.75
R3 2,133.25 2,122.75 2,095.50
R2 2,110.00 2,110.00 2,093.25
R1 2,099.50 2,099.50 2,091.25 2,093.00
PP 2,086.75 2,086.75 2,086.75 2,083.50
S1 2,076.25 2,076.25 2,086.75 2,070.00
S2 2,063.50 2,063.50 2,084.75
S3 2,040.25 2,053.00 2,082.50
S4 2,017.00 2,029.75 2,076.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,097.25 2,074.00 23.25 1.1% 16.75 0.8% 65% True True 24,243
10 2,097.25 2,029.50 67.75 3.2% 17.75 0.9% 88% True False 16,091
20 2,097.25 2,014.00 83.25 4.0% 21.25 1.0% 90% True False 11,815
40 2,097.25 2,014.00 83.25 4.0% 21.25 1.0% 90% True False 7,659
60 2,097.25 1,950.50 146.75 7.0% 21.50 1.0% 94% True False 5,683
80 2,097.25 1,787.50 309.75 14.8% 23.50 1.1% 97% True False 4,344
100 2,097.25 1,787.50 309.75 14.8% 28.50 1.4% 97% True False 3,578
120 2,097.25 1,787.50 309.75 14.8% 29.50 1.4% 97% True False 3,110
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 3.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,196.00
2.618 2,158.00
1.618 2,134.75
1.000 2,120.50
0.618 2,111.50
HIGH 2,097.25
0.618 2,088.25
0.500 2,085.50
0.382 2,083.00
LOW 2,074.00
0.618 2,059.75
1.000 2,050.75
1.618 2,036.50
2.618 2,013.25
4.250 1,975.25
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 2,088.00 2,088.00
PP 2,086.75 2,086.75
S1 2,085.50 2,085.50

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

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