E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 2,152.50 2,169.00 16.50 0.8% 2,164.75
High 2,170.75 2,175.25 4.50 0.2% 2,170.75
Low 2,152.25 2,166.00 13.75 0.6% 2,134.00
Close 2,169.25 2,168.00 -1.25 -0.1% 2,169.25
Range 18.50 9.25 -9.25 -50.0% 36.75
ATR 19.48 18.75 -0.73 -3.8% 0.00
Volume 2,303 4,345 2,042 88.7% 22,397
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,197.50 2,192.00 2,173.00
R3 2,188.25 2,182.75 2,170.50
R2 2,179.00 2,179.00 2,169.75
R1 2,173.50 2,173.50 2,168.75 2,171.50
PP 2,169.75 2,169.75 2,169.75 2,168.75
S1 2,164.25 2,164.25 2,167.25 2,162.50
S2 2,160.50 2,160.50 2,166.25
S3 2,151.25 2,155.00 2,165.50
S4 2,142.00 2,145.75 2,163.00
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,268.25 2,255.50 2,189.50
R3 2,231.50 2,218.75 2,179.25
R2 2,194.75 2,194.75 2,176.00
R1 2,182.00 2,182.00 2,172.50 2,188.50
PP 2,158.00 2,158.00 2,158.00 2,161.25
S1 2,145.25 2,145.25 2,166.00 2,151.50
S2 2,121.25 2,121.25 2,162.50
S3 2,084.50 2,108.50 2,159.25
S4 2,047.75 2,071.75 2,149.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,175.25 2,134.00 41.25 1.9% 16.00 0.7% 82% True False 4,421
10 2,175.25 2,134.00 41.25 1.9% 15.75 0.7% 82% True False 4,804
20 2,175.25 2,120.50 54.75 2.5% 15.75 0.7% 87% True False 3,842
40 2,175.25 1,972.25 203.00 9.4% 23.75 1.1% 96% True False 3,376
60 2,175.25 1,972.25 203.00 9.4% 22.25 1.0% 96% True False 2,375
80 2,175.25 1,972.25 203.00 9.4% 22.00 1.0% 96% True False 1,934
100 2,175.25 1,972.25 203.00 9.4% 21.75 1.0% 96% True False 1,587
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 4.38
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,214.50
2.618 2,199.50
1.618 2,190.25
1.000 2,184.50
0.618 2,181.00
HIGH 2,175.25
0.618 2,171.75
0.500 2,170.50
0.382 2,169.50
LOW 2,166.00
0.618 2,160.25
1.000 2,156.75
1.618 2,151.00
2.618 2,141.75
4.250 2,126.75
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 2,170.50 2,165.50
PP 2,169.75 2,163.25
S1 2,169.00 2,160.75

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

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