E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 2,094.50 2,088.50 -6.00 -0.3% 2,091.25
High 2,097.25 2,103.25 6.00 0.3% 2,097.25
Low 2,074.00 2,085.25 11.25 0.5% 2,074.00
Close 2,089.00 2,099.50 10.50 0.5% 2,089.00
Range 23.25 18.00 -5.25 -22.6% 23.25
ATR 20.66 20.47 -0.19 -0.9% 0.00
Volume 34,949 63,268 28,319 81.0% 107,748
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,150.00 2,142.75 2,109.50
R3 2,132.00 2,124.75 2,104.50
R2 2,114.00 2,114.00 2,102.75
R1 2,106.75 2,106.75 2,101.25 2,110.50
PP 2,096.00 2,096.00 2,096.00 2,097.75
S1 2,088.75 2,088.75 2,097.75 2,092.50
S2 2,078.00 2,078.00 2,096.25
S3 2,060.00 2,070.75 2,094.50
S4 2,042.00 2,052.75 2,089.50
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 2,103.25 2,074.00 29.25 1.4% 18.50 0.9% 87% True False 34,203
10 2,103.25 2,032.75 70.50 3.4% 17.75 0.9% 95% True False 21,803
20 2,103.25 2,014.00 89.25 4.3% 21.00 1.0% 96% True False 14,379
40 2,103.25 2,014.00 89.25 4.3% 21.00 1.0% 96% True False 9,203
60 2,103.25 1,971.25 132.00 6.3% 21.25 1.0% 97% True False 6,730
80 2,103.25 1,787.50 315.75 15.0% 23.25 1.1% 99% True False 5,129
100 2,103.25 1,787.50 315.75 15.0% 28.25 1.3% 99% True False 4,203
120 2,103.25 1,787.50 315.75 15.0% 29.25 1.4% 99% True False 3,636
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 3.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,179.75
2.618 2,150.25
1.618 2,132.25
1.000 2,121.25
0.618 2,114.25
HIGH 2,103.25
0.618 2,096.25
0.500 2,094.25
0.382 2,092.25
LOW 2,085.25
0.618 2,074.25
1.000 2,067.25
1.618 2,056.25
2.618 2,038.25
4.250 2,008.75
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 2,097.75 2,096.00
PP 2,096.00 2,092.25
S1 2,094.25 2,088.50

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

View Archives - Comment on this page... - Back to Index of Symbols