E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 2,071.00 2,079.00 8.00 0.4% 2,081.00
High 2,092.50 2,086.00 -6.50 -0.3% 2,089.25
Low 2,070.25 2,074.00 3.75 0.2% 2,040.75
Close 2,074.25 2,080.50 6.25 0.3% 2,059.00
Range 22.25 12.00 -10.25 -46.1% 48.50
ATR 21.28 20.61 -0.66 -3.1% 0.00
Volume 1,598,465 1,400,709 -197,756 -12.4% 11,483,357
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,116.25 2,110.25 2,087.00
R3 2,104.25 2,098.25 2,083.75
R2 2,092.25 2,092.25 2,082.75
R1 2,086.25 2,086.25 2,081.50 2,089.25
PP 2,080.25 2,080.25 2,080.25 2,081.50
S1 2,074.25 2,074.25 2,079.50 2,077.25
S2 2,068.25 2,068.25 2,078.25
S3 2,056.25 2,062.25 2,077.25
S4 2,044.25 2,050.25 2,074.00
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,208.50 2,182.25 2,085.75
R3 2,160.00 2,133.75 2,072.25
R2 2,111.50 2,111.50 2,068.00
R1 2,085.25 2,085.25 2,063.50 2,074.00
PP 2,063.00 2,063.00 2,063.00 2,057.50
S1 2,036.75 2,036.75 2,054.50 2,025.50
S2 2,014.50 2,014.50 2,050.00
S3 1,966.00 1,988.25 2,045.75
S4 1,917.50 1,939.75 2,032.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,092.50 2,040.75 51.75 2.5% 21.25 1.0% 77% False False 1,839,409
10 2,110.75 2,040.75 70.00 3.4% 19.75 0.9% 57% False False 1,728,978
20 2,110.75 2,032.75 78.00 3.7% 18.75 0.9% 61% False False 878,753
40 2,110.75 2,014.00 96.75 4.7% 20.75 1.0% 69% False False 442,700
60 2,110.75 2,011.50 99.25 4.8% 21.00 1.0% 70% False False 295,955
80 2,110.75 1,904.75 206.00 9.9% 21.50 1.0% 85% False False 222,129
100 2,110.75 1,787.50 323.25 15.5% 24.50 1.2% 91% False False 177,770
120 2,110.75 1,787.50 323.25 15.5% 28.25 1.4% 91% False False 148,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,137.00
2.618 2,117.50
1.618 2,105.50
1.000 2,098.00
0.618 2,093.50
HIGH 2,086.00
0.618 2,081.50
0.500 2,080.00
0.382 2,078.50
LOW 2,074.00
0.618 2,066.50
1.000 2,062.00
1.618 2,054.50
2.618 2,042.50
4.250 2,023.00
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 2,080.25 2,078.00
PP 2,080.25 2,075.50
S1 2,080.00 2,073.00

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

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