E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 2,083.00 2,115.75 32.75 1.6% 2,071.00
High 2,113.25 2,119.50 6.25 0.3% 2,119.50
Low 2,083.00 1,999.00 -84.00 -4.0% 1,999.00
Close 2,105.75 2,018.50 -87.25 -4.1% 2,018.50
Range 30.25 120.50 90.25 298.3% 120.50
ATR 21.44 28.52 7.08 33.0% 0.00
Volume 1,314,510 4,174,598 2,860,088 217.6% 9,908,120
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,407.25 2,333.25 2,084.75
R3 2,286.75 2,212.75 2,051.75
R2 2,166.25 2,166.25 2,040.50
R1 2,092.25 2,092.25 2,029.50 2,069.00
PP 2,045.75 2,045.75 2,045.75 2,034.00
S1 1,971.75 1,971.75 2,007.50 1,948.50
S2 1,925.25 1,925.25 1,996.50
S3 1,804.75 1,851.25 1,985.25
S4 1,684.25 1,730.75 1,952.25
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,407.25 2,333.25 2,084.75
R3 2,286.75 2,212.75 2,051.75
R2 2,166.25 2,166.25 2,040.50
R1 2,092.25 2,092.25 2,029.50 2,069.00
PP 2,045.75 2,045.75 2,045.75 2,034.00
S1 1,971.75 1,971.75 2,007.50 1,948.50
S2 1,925.25 1,925.25 1,996.50
S3 1,804.75 1,851.25 1,985.25
S4 1,684.25 1,730.75 1,952.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,119.50 1,999.00 120.50 6.0% 40.25 2.0% 16% True True 1,981,624
10 2,119.50 1,999.00 120.50 6.0% 31.50 1.6% 16% True True 2,139,147
20 2,119.50 1,999.00 120.50 6.0% 23.75 1.2% 16% True True 1,222,866
40 2,119.50 1,999.00 120.50 6.0% 23.50 1.2% 16% True True 615,096
60 2,119.50 1,999.00 120.50 6.0% 22.75 1.1% 16% True True 410,984
80 2,119.50 1,950.50 169.00 8.4% 22.25 1.1% 40% True False 308,478
100 2,119.50 1,787.50 332.00 16.4% 25.00 1.2% 70% True False 246,850
120 2,119.50 1,787.50 332.00 16.4% 28.75 1.4% 70% True False 205,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 2,631.50
2.618 2,435.00
1.618 2,314.50
1.000 2,240.00
0.618 2,194.00
HIGH 2,119.50
0.618 2,073.50
0.500 2,059.25
0.382 2,045.00
LOW 1,999.00
0.618 1,924.50
1.000 1,878.50
1.618 1,804.00
2.618 1,683.50
4.250 1,487.00
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 2,059.25 2,059.25
PP 2,045.75 2,045.75
S1 2,032.00 2,032.00

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

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