E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 2,081.00 2,067.25 -13.75 -0.7% 2,088.50
High 2,089.25 2,072.75 -16.50 -0.8% 2,110.75
Low 2,066.50 2,054.75 -11.75 -0.6% 2,079.50
Close 2,069.75 2,066.00 -3.75 -0.2% 2,087.25
Range 22.75 18.00 -4.75 -20.9% 31.25
ATR 19.52 19.41 -0.11 -0.6% 0.00
Volume 2,515,271 2,770,212 254,941 10.1% 2,944,632
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,118.50 2,110.25 2,076.00
R3 2,100.50 2,092.25 2,071.00
R2 2,082.50 2,082.50 2,069.25
R1 2,074.25 2,074.25 2,067.75 2,069.50
PP 2,064.50 2,064.50 2,064.50 2,062.00
S1 2,056.25 2,056.25 2,064.25 2,051.50
S2 2,046.50 2,046.50 2,062.75
S3 2,028.50 2,038.25 2,061.00
S4 2,010.50 2,020.25 2,056.00
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 2,054.75 56.00 2.7% 18.25 0.9% 20% False True 1,618,546
10 2,110.75 2,054.75 56.00 2.7% 17.75 0.9% 20% False True 832,525
20 2,110.75 2,014.00 96.75 4.7% 19.00 0.9% 54% False False 420,619
40 2,110.75 2,014.00 96.75 4.7% 20.50 1.0% 54% False False 213,048
60 2,110.75 2,004.50 106.25 5.1% 20.75 1.0% 58% False False 142,777
80 2,110.75 1,871.00 239.75 11.6% 22.25 1.1% 81% False False 107,192
100 2,110.75 1,787.50 323.25 15.6% 25.75 1.2% 86% False False 85,829
120 2,110.75 1,787.50 323.25 15.6% 28.50 1.4% 86% False False 71,685
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 False
Bear Hook False
Bull Hook False
Stretch 3.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,149.25
2.618 2,119.75
1.618 2,101.75
1.000 2,090.75
0.618 2,083.75
HIGH 2,072.75
0.618 2,065.75
0.500 2,063.75
0.382 2,061.75
LOW 2,054.75
0.618 2,043.75
1.000 2,036.75
1.618 2,025.75
2.618 2,007.75
4.250 1,978.25
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 2,065.25 2,079.75
PP 2,064.50 2,075.25
S1 2,063.75 2,070.50

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

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