E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	2,108.50	2,104.50	-4.00	-0.2%	2,088.50
High	2,109.50	2,104.75	-4.75	-0.2%	2,110.75
Low	2,097.25	2,079.50	-17.75	-0.8%	2,079.50
Close	2,105.25	2,087.25	-18.00	-0.9%	2,087.25
Range	12.25	25.25	13.00	106.1%	31.25
ATR	18.77	19.27	0.50	2.7%	0.00
Volume	785,978	1,799,239	1,013,261	128.9%	2,944,632

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,166.25	2,152.00	2,101.25
R3	2,141.00	2,126.75	2,094.25
R2	2,115.75	2,115.75	2,092.00
R1	2,101.50	2,101.50	2,089.50	2,096.00
PP	2,090.50	2,090.50	2,090.50	2,087.75
S1	2,076.25	2,076.25	2,085.00	2,070.75
S2	2,065.25	2,065.25	2,082.50
S3	2,040.00	2,051.00	2,080.25
S4	2,014.75	2,025.75	2,073.25

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,186.25	2,168.00	2,104.50
R3	2,155.00	2,136.75	2,095.75
R2	2,123.75	2,123.75	2,093.00
R1	2,105.50	2,105.50	2,090.00	2,099.00
PP	2,092.50	2,092.50	2,092.50	2,089.25
S1	2,074.25	2,074.25	2,084.50	2,067.75
S2	2,061.25	2,061.25	2,081.50
S3	2,030.00	2,043.00	2,078.75
S4	1,998.75	2,011.75	2,070.00

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	2,079.50	31.25	1.5%	15.75	0.8%	25%	False	True	588,926
10	2,110.75	2,074.00	36.75	1.8%	16.25	0.8%	36%	False	False	306,584
20	2,110.75	2,014.00	96.75	4.6%	19.75	0.9%	76%	False	False	156,814
40	2,110.75	2,014.00	96.75	4.6%	20.50	1.0%	76%	False	False	81,039
60	2,110.75	1,998.25	112.50	5.4%	20.75	1.0%	79%	False	False	54,721
80	2,110.75	1,871.00	239.75	11.5%	22.25	1.1%	90%	False	False	41,131
100	2,110.75	1,787.50	323.25	15.5%	26.50	1.3%	93%	False	False	32,992
120	2,110.75	1,787.50	323.25	15.5%	28.50	1.4%	93%	False	False	27,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.08
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,212.00
2.618	2,170.75
1.618	2,145.50
1.000	2,130.00
0.618	2,120.25
HIGH	2,104.75
0.618	2,095.00
0.500	2,092.00
0.382	2,089.25
LOW	2,079.50
0.618	2,064.00
1.000	2,054.25
1.618	2,038.75
2.618	2,013.50
4.250	1,972.25

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	2,092.00	2,095.00
PP	2,090.50	2,092.50
S1	2,089.00	2,090.00

Download as Excel Spreadsheet

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

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