E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 2,092.00 2,092.00 0.00 0.0% 2,099.75
High 2,102.00 2,125.50 23.50 1.1% 2,125.50
Low 2,081.75 2,087.50 5.75 0.3% 2,065.75
Close 2,092.00 2,120.50 28.50 1.4% 2,120.50
Range 20.25 38.00 17.75 87.7% 59.75
ATR 30.53 31.06 0.53 1.7% 0.00
Volume 1,666,356 1,962,358 296,002 17.8% 7,546,443
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,225.25 2,210.75 2,141.50
R3 2,187.25 2,172.75 2,131.00
R2 2,149.25 2,149.25 2,127.50
R1 2,134.75 2,134.75 2,124.00 2,142.00
PP 2,111.25 2,111.25 2,111.25 2,114.75
S1 2,096.75 2,096.75 2,117.00 2,104.00
S2 2,073.25 2,073.25 2,113.50
S3 2,035.25 2,058.75 2,110.00
S4 1,997.25 2,020.75 2,099.50
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,283.25 2,261.50 2,153.25
R3 2,223.50 2,201.75 2,137.00
R2 2,163.75 2,163.75 2,131.50
R1 2,142.00 2,142.00 2,126.00 2,153.00
PP 2,104.00 2,104.00 2,104.00 2,109.25
S1 2,082.25 2,082.25 2,115.00 2,093.00
S2 2,044.25 2,044.25 2,109.50
S3 1,984.50 2,022.50 2,104.00
S4 1,924.75 1,962.75 2,087.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,125.50 2,065.75 59.75 2.8% 27.75 1.3% 92% True False 1,842,363
10 2,125.50 1,981.50 144.00 6.8% 43.50 2.0% 97% True False 2,305,956
20 2,125.50 1,981.50 144.00 6.8% 32.75 1.5% 97% True False 2,103,784
40 2,125.50 1,981.50 144.00 6.8% 26.25 1.2% 97% True False 1,085,613
60 2,125.50 1,981.50 144.00 6.8% 24.25 1.1% 97% True False 725,318
80 2,125.50 1,981.50 144.00 6.8% 23.75 1.1% 97% True False 544,503
100 2,125.50 1,865.50 260.00 12.3% 24.50 1.2% 98% True False 435,674
120 2,125.50 1,787.50 338.00 15.9% 27.75 1.3% 99% True False 363,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.90
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,287.00
2.618 2,225.00
1.618 2,187.00
1.000 2,163.50
0.618 2,149.00
HIGH 2,125.50
0.618 2,111.00
0.500 2,106.50
0.382 2,102.00
LOW 2,087.50
0.618 2,064.00
1.000 2,049.50
1.618 2,026.00
2.618 1,988.00
4.250 1,926.00
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 2,115.75 2,112.25
PP 2,111.25 2,104.00
S1 2,106.50 2,095.50

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

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