E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 2,122.50 2,137.00 14.50 0.7% 2,089.50
High 2,140.75 2,144.00 3.25 0.2% 2,116.75
Low 2,120.50 2,131.25 10.75 0.5% 2,057.50
Close 2,137.50 2,137.75 0.25 0.0% 2,112.00
Range 20.25 12.75 -7.50 -37.0% 59.25
ATR 29.04 27.88 -1.16 -4.0% 0.00
Volume 3,840 2,179 -1,661 -43.3% 13,457
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,176.00 2,169.50 2,144.75
R3 2,163.25 2,156.75 2,141.25
R2 2,150.50 2,150.50 2,140.00
R1 2,144.00 2,144.00 2,139.00 2,147.25
PP 2,137.75 2,137.75 2,137.75 2,139.25
S1 2,131.25 2,131.25 2,136.50 2,134.50
S2 2,125.00 2,125.00 2,135.50
S3 2,112.25 2,118.50 2,134.25
S4 2,099.50 2,105.75 2,130.75
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,273.25 2,251.75 2,144.50
R3 2,214.00 2,192.50 2,128.25
R2 2,154.75 2,154.75 2,122.75
R1 2,133.25 2,133.25 2,117.50 2,144.00
PP 2,095.50 2,095.50 2,095.50 2,100.75
S1 2,074.00 2,074.00 2,106.50 2,084.75
S2 2,036.25 2,036.25 2,101.25
S3 1,977.00 2,014.75 2,095.75
S4 1,917.75 1,955.50 2,079.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,144.00 2,073.25 70.75 3.3% 21.50 1.0% 91% True False 3,108
10 2,144.00 2,014.50 129.50 6.1% 27.25 1.3% 95% True False 3,226
20 2,144.00 1,972.25 171.75 8.0% 31.50 1.5% 96% True False 3,162
40 2,144.00 1,972.25 171.75 8.0% 25.00 1.2% 96% True False 1,784
60 2,144.00 1,972.25 171.75 8.0% 23.75 1.1% 96% True False 1,393
80 2,144.00 1,972.25 171.75 8.0% 23.00 1.1% 96% True False 1,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 6.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,198.25
2.618 2,177.50
1.618 2,164.75
1.000 2,156.75
0.618 2,152.00
HIGH 2,144.00
0.618 2,139.25
0.500 2,137.50
0.382 2,136.00
LOW 2,131.25
0.618 2,123.25
1.000 2,118.50
1.618 2,110.50
2.618 2,097.75
4.250 2,077.00
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 2,137.75 2,134.50
PP 2,137.75 2,131.00
S1 2,137.50 2,127.50

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

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