E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 1,982.50 2,028.25 45.75 2.3% 2,071.00
High 2,029.75 2,074.75 45.00 2.2% 2,119.50
Low 1,982.25 2,022.75 40.50 2.0% 1,999.00
Close 2,028.50 2,066.75 38.25 1.9% 2,018.50
Range 47.50 52.00 4.50 9.5% 120.50
ATR 30.70 32.22 1.52 5.0% 0.00
Volume 2,285,755 2,065,151 -220,604 -9.7% 9,908,120
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 2,210.75 2,190.75 2,095.25
R3 2,158.75 2,138.75 2,081.00
R2 2,106.75 2,106.75 2,076.25
R1 2,086.75 2,086.75 2,071.50 2,096.75
PP 2,054.75 2,054.75 2,054.75 2,059.75
S1 2,034.75 2,034.75 2,062.00 2,044.75
S2 2,002.75 2,002.75 2,057.25
S3 1,950.75 1,982.75 2,052.50
S4 1,898.75 1,930.75 2,038.25
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 1,981.50 138.00 6.7% 58.25 2.8% 62% False False 2,572,205
10 2,119.50 1,981.50 138.00 6.7% 39.50 1.9% 62% False False 2,156,023
20 2,119.50 1,981.50 138.00 6.7% 28.75 1.4% 62% False False 1,588,393
40 2,119.50 1,981.50 138.00 6.7% 25.00 1.2% 62% False False 798,832
60 2,119.50 1,981.50 138.00 6.7% 24.00 1.2% 62% False False 533,690
80 2,119.50 1,950.50 169.00 8.2% 23.25 1.1% 69% False False 400,623
100 2,119.50 1,787.50 332.00 16.1% 25.25 1.2% 84% False False 320,560
120 2,119.50 1,787.50 332.00 16.1% 29.00 1.4% 84% False False 267,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,295.75
2.618 2,211.00
1.618 2,159.00
1.000 2,126.75
0.618 2,107.00
HIGH 2,074.75
0.618 2,055.00
0.500 2,048.75
0.382 2,042.50
LOW 2,022.75
0.618 1,990.50
1.000 1,970.75
1.618 1,938.50
2.618 1,886.50
4.250 1,801.75
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 2,060.75 2,054.00
PP 2,054.75 2,041.00
S1 2,048.75 2,028.00

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

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