E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 2,101.25 2,108.50 7.25 0.3% 2,091.25
High 2,110.75 2,109.50 -1.25 -0.1% 2,097.25
Low 2,098.00 2,097.25 -0.75 0.0% 2,074.00
Close 2,109.00 2,105.25 -3.75 -0.2% 2,089.00
Range 12.75 12.25 -0.50 -3.9% 23.25
ATR 19.28 18.77 -0.50 -2.6% 0.00
Volume 222,034 785,978 563,944 254.0% 107,748
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,140.75 2,135.25 2,112.00
R3 2,128.50 2,123.00 2,108.50
R2 2,116.25 2,116.25 2,107.50
R1 2,110.75 2,110.75 2,106.25 2,107.50
PP 2,104.00 2,104.00 2,104.00 2,102.25
S1 2,098.50 2,098.50 2,104.25 2,095.00
S2 2,091.75 2,091.75 2,103.00
S3 2,079.50 2,086.25 2,102.00
S4 2,067.25 2,074.00 2,098.50
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 2,110.75 2,074.00 36.75 1.7% 15.50 0.7% 85% False False 236,068
10 2,110.75 2,074.00 36.75 1.7% 14.75 0.7% 85% False False 127,339
20 2,110.75 2,014.00 96.75 4.6% 19.75 0.9% 94% False False 67,442
40 2,110.75 2,014.00 96.75 4.6% 20.00 1.0% 94% False False 36,085
60 2,110.75 1,989.75 121.00 5.7% 20.75 1.0% 95% False False 24,743
80 2,110.75 1,865.50 245.25 11.6% 22.50 1.1% 98% False False 18,647
100 2,110.75 1,787.50 323.25 15.4% 26.75 1.3% 98% False False 15,004
120 2,110.75 1,787.50 323.25 15.4% 28.75 1.4% 98% False False 12,648
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,161.50
2.618 2,141.50
1.618 2,129.25
1.000 2,121.75
0.618 2,117.00
HIGH 2,109.50
0.618 2,104.75
0.500 2,103.50
0.382 2,102.00
LOW 2,097.25
0.618 2,089.75
1.000 2,085.00
1.618 2,077.50
2.618 2,065.25
4.250 2,045.25
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 2,104.50 2,104.75
PP 2,104.00 2,104.50
S1 2,103.50 2,104.00

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

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