E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 2,156.50 2,154.50 -2.00 -0.1% 2,120.25
High 2,164.75 2,163.25 -1.50 -0.1% 2,168.00
Low 2,143.25 2,152.75 9.50 0.4% 2,120.00
Close 2,152.75 2,160.00 7.25 0.3% 2,152.75
Range 21.50 10.50 -11.00 -51.2% 48.00
ATR 27.52 26.30 -1.22 -4.4% 0.00
Volume 1,518,276 1,205,765 -312,511 -20.6% 8,105,701
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,190.25 2,185.50 2,165.75
R3 2,179.75 2,175.00 2,163.00
R2 2,169.25 2,169.25 2,162.00
R1 2,164.50 2,164.50 2,161.00 2,167.00
PP 2,158.75 2,158.75 2,158.75 2,159.75
S1 2,154.00 2,154.00 2,159.00 2,156.50
S2 2,148.25 2,148.25 2,158.00
S3 2,137.75 2,143.50 2,157.00
S4 2,127.25 2,133.00 2,154.25
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,291.00 2,269.75 2,179.25
R3 2,243.00 2,221.75 2,166.00
R2 2,195.00 2,195.00 2,161.50
R1 2,173.75 2,173.75 2,157.25 2,184.50
PP 2,147.00 2,147.00 2,147.00 2,152.25
S1 2,125.75 2,125.75 2,148.25 2,136.50
S2 2,099.00 2,099.00 2,144.00
S3 2,051.00 2,077.75 2,139.50
S4 2,003.00 2,029.75 2,126.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,168.00 2,128.50 39.50 1.8% 18.25 0.8% 80% False False 1,568,828
10 2,168.00 2,065.75 102.25 4.7% 22.75 1.0% 92% False False 1,685,790
20 2,168.00 1,981.50 186.50 8.6% 31.00 1.4% 96% False False 1,905,227
40 2,168.00 1,981.50 186.50 8.6% 24.75 1.1% 96% False False 1,317,336
60 2,168.00 1,981.50 186.50 8.6% 24.25 1.1% 96% False False 880,263
80 2,168.00 1,981.50 186.50 8.6% 23.50 1.1% 96% False False 660,807
100 2,168.00 1,904.25 263.75 12.2% 23.75 1.1% 97% False False 528,764
120 2,168.00 1,787.50 380.50 17.6% 26.00 1.2% 98% False False 440,695
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 5.13
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 2,208.00
2.618 2,190.75
1.618 2,180.25
1.000 2,173.75
0.618 2,169.75
HIGH 2,163.25
0.618 2,159.25
0.500 2,158.00
0.382 2,156.75
LOW 2,152.75
0.618 2,146.25
1.000 2,142.25
1.618 2,135.75
2.618 2,125.25
4.250 2,108.00
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 2,159.25 2,158.50
PP 2,158.75 2,157.00
S1 2,158.00 2,155.50

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

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