E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 2,171.50 2,168.25 -3.25 -0.1% 2,174.50
High 2,174.00 2,168.75 -5.25 -0.2% 2,184.25
Low 2,161.50 2,152.50 -9.00 -0.4% 2,150.75
Close 2,168.00 2,162.25 -5.75 -0.3% 2,161.25
Range 12.50 16.25 3.75 30.0% 33.50
ATR 15.45 15.51 0.06 0.4% 0.00
Volume 19,206 27,043 7,837 40.8% 48,420
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,210.00 2,202.25 2,171.25
R3 2,193.75 2,186.00 2,166.75
R2 2,177.50 2,177.50 2,165.25
R1 2,169.75 2,169.75 2,163.75 2,165.50
PP 2,161.25 2,161.25 2,161.25 2,159.00
S1 2,153.50 2,153.50 2,160.75 2,149.25
S2 2,145.00 2,145.00 2,159.25
S3 2,128.75 2,137.25 2,157.75
S4 2,112.50 2,121.00 2,153.25
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,266.00 2,247.00 2,179.75
R3 2,232.50 2,213.50 2,170.50
R2 2,199.00 2,199.00 2,167.50
R1 2,180.00 2,180.00 2,164.25 2,172.75
PP 2,165.50 2,165.50 2,165.50 2,161.75
S1 2,146.50 2,146.50 2,158.25 2,139.25
S2 2,132.00 2,132.00 2,155.00
S3 2,098.50 2,113.00 2,152.00
S4 2,065.00 2,079.50 2,142.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,179.50 2,150.75 28.75 1.3% 17.00 0.8% 40% False False 18,995
10 2,184.25 2,150.75 33.50 1.5% 14.50 0.7% 34% False False 12,404
20 2,184.25 2,146.25 38.00 1.8% 13.25 0.6% 42% False False 8,245
40 2,184.25 2,073.25 111.00 5.1% 15.50 0.7% 80% False False 6,055
60 2,184.25 1,972.25 212.00 9.8% 20.50 0.9% 90% False False 4,872
80 2,184.25 1,972.25 212.00 9.8% 20.50 1.0% 90% False False 3,746
100 2,184.25 1,972.25 212.00 9.8% 20.50 0.9% 90% False False 3,108
120 2,184.25 1,972.25 212.00 9.8% 20.25 0.9% 90% False False 2,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,237.75
2.618 2,211.25
1.618 2,195.00
1.000 2,185.00
0.618 2,178.75
HIGH 2,168.75
0.618 2,162.50
0.500 2,160.50
0.382 2,158.75
LOW 2,152.50
0.618 2,142.50
1.000 2,136.25
1.618 2,126.25
2.618 2,110.00
4.250 2,083.50
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 2,161.75 2,163.50
PP 2,161.25 2,163.25
S1 2,160.50 2,162.75

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

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