E-mini S&P 500 Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 2,178.00 2,172.50 -5.50 -0.3% 2,174.00
High 2,181.50 2,185.25 3.75 0.2% 2,178.50
Low 2,167.75 2,170.00 2.25 0.1% 2,141.50
Close 2,172.75 2,181.75 9.00 0.4% 2,176.75
Range 13.75 15.25 1.50 10.9% 37.00
ATR 18.07 17.87 -0.20 -1.1% 0.00
Volume 1,371,937 1,326,004 -45,933 -3.3% 7,599,279
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,224.75 2,218.50 2,190.25
R3 2,209.50 2,203.25 2,186.00
R2 2,194.25 2,194.25 2,184.50
R1 2,188.00 2,188.00 2,183.25 2,191.00
PP 2,179.00 2,179.00 2,179.00 2,180.50
S1 2,172.75 2,172.75 2,180.25 2,176.00
S2 2,163.75 2,163.75 2,179.00
S3 2,148.50 2,157.50 2,177.50
S4 2,133.25 2,142.25 2,173.25
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,276.50 2,263.75 2,197.00
R3 2,239.50 2,226.75 2,187.00
R2 2,202.50 2,202.50 2,183.50
R1 2,189.75 2,189.75 2,180.25 2,196.00
PP 2,165.50 2,165.50 2,165.50 2,168.75
S1 2,152.75 2,152.75 2,173.25 2,159.00
S2 2,128.50 2,128.50 2,170.00
S3 2,091.50 2,115.75 2,166.50
S4 2,054.50 2,078.75 2,156.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,185.25 2,159.25 26.00 1.2% 13.50 0.6% 87% True False 1,246,161
10 2,185.25 2,141.50 43.75 2.0% 15.25 0.7% 92% True False 1,417,775
20 2,185.25 2,141.50 43.75 2.0% 15.00 0.7% 92% True False 1,387,997
40 2,185.25 1,981.50 203.75 9.3% 23.50 1.1% 98% True False 1,685,516
60 2,185.25 1,981.50 203.75 9.3% 21.75 1.0% 98% True False 1,295,721
80 2,185.25 1,981.50 203.75 9.3% 22.00 1.0% 98% True False 973,201
100 2,185.25 1,981.50 203.75 9.3% 22.00 1.0% 98% True False 779,032
120 2,185.25 1,871.00 314.25 14.4% 22.50 1.0% 99% True False 649,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,250.00
2.618 2,225.25
1.618 2,210.00
1.000 2,200.50
0.618 2,194.75
HIGH 2,185.25
0.618 2,179.50
0.500 2,177.50
0.382 2,175.75
LOW 2,170.00
0.618 2,160.50
1.000 2,154.75
1.618 2,145.25
2.618 2,130.00
4.250 2,105.25
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 2,180.50 2,180.00
PP 2,179.00 2,178.25
S1 2,177.50 2,176.50

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

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