E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 2,146.00 2,152.50 6.50 0.3% 2,111.50
High 2,154.75 2,152.50 -2.25 -0.1% 2,159.50
Low 2,144.75 2,143.50 -1.25 -0.1% 2,111.25
Close 2,151.75 2,150.50 -1.25 -0.1% 2,144.50
Range 10.00 9.00 -1.00 -10.0% 48.25
ATR 25.92 24.71 -1.21 -4.7% 0.00
Volume 1,292 1,302 10 0.8% 13,129
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,175.75 2,172.25 2,155.50
R3 2,166.75 2,163.25 2,153.00
R2 2,157.75 2,157.75 2,152.25
R1 2,154.25 2,154.25 2,151.25 2,151.50
PP 2,148.75 2,148.75 2,148.75 2,147.50
S1 2,145.25 2,145.25 2,149.75 2,142.50
S2 2,139.75 2,139.75 2,148.75
S3 2,130.75 2,136.25 2,148.00
S4 2,121.75 2,127.25 2,145.50
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 2,283.25 2,262.00 2,171.00
R3 2,235.00 2,213.75 2,157.75
R2 2,186.75 2,186.75 2,153.25
R1 2,165.50 2,165.50 2,149.00 2,176.00
PP 2,138.50 2,138.50 2,138.50 2,143.75
S1 2,117.25 2,117.25 2,140.00 2,128.00
S2 2,090.25 2,090.25 2,135.75
S3 2,042.00 2,069.00 2,131.25
S4 1,993.75 2,020.75 2,118.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,159.50 2,131.25 28.25 1.3% 15.25 0.7% 68% False False 1,785
10 2,159.50 2,057.50 102.00 4.7% 20.00 0.9% 91% False False 2,636
20 2,159.50 1,972.25 187.25 8.7% 30.25 1.4% 95% False False 3,126
40 2,159.50 1,972.25 187.25 8.7% 24.25 1.1% 95% False False 1,923
60 2,159.50 1,972.25 187.25 8.7% 23.75 1.1% 95% False False 1,483
80 2,159.50 1,972.25 187.25 8.7% 23.00 1.1% 95% False False 1,160
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 2,190.75
2.618 2,176.00
1.618 2,167.00
1.000 2,161.50
0.618 2,158.00
HIGH 2,152.50
0.618 2,149.00
0.500 2,148.00
0.382 2,147.00
LOW 2,143.50
0.618 2,138.00
1.000 2,134.50
1.618 2,129.00
2.618 2,120.00
4.250 2,105.25
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 2,149.75 2,149.00
PP 2,148.75 2,147.25
S1 2,148.00 2,145.75

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

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