E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 2,156.25 2,168.25 12.00 0.6% 2,132.25
High 2,172.75 2,169.50 -3.25 -0.1% 2,172.75
Low 2,152.75 2,156.00 3.25 0.2% 2,126.25
Close 2,168.25 2,158.00 -10.25 -0.5% 2,158.00
Range 20.00 13.50 -6.50 -32.5% 46.50
ATR 22.48 21.84 -0.64 -2.9% 0.00
Volume 1,523,998 1,448,300 -75,698 -5.0% 7,713,004
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,201.75 2,193.25 2,165.50
R3 2,188.25 2,179.75 2,161.75
R2 2,174.75 2,174.75 2,160.50
R1 2,166.25 2,166.25 2,159.25 2,163.75
PP 2,161.25 2,161.25 2,161.25 2,160.00
S1 2,152.75 2,152.75 2,156.75 2,150.25
S2 2,147.75 2,147.75 2,155.50
S3 2,134.25 2,139.25 2,154.25
S4 2,120.75 2,125.75 2,150.50
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,291.75 2,271.50 2,183.50
R3 2,245.25 2,225.00 2,170.75
R2 2,198.75 2,198.75 2,166.50
R1 2,178.50 2,178.50 2,162.25 2,188.50
PP 2,152.25 2,152.25 2,152.25 2,157.50
S1 2,132.00 2,132.00 2,153.75 2,142.00
S2 2,105.75 2,105.75 2,149.50
S3 2,059.25 2,085.50 2,145.25
S4 2,012.75 2,039.00 2,132.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,172.75 2,126.25 46.50 2.2% 19.75 0.9% 68% False False 1,542,600
10 2,172.75 2,100.25 72.50 3.4% 26.50 1.2% 80% False False 2,167,671
20 2,182.75 2,100.25 82.50 3.8% 23.75 1.1% 70% False False 1,290,708
40 2,184.25 2,100.25 84.00 3.9% 18.50 0.9% 69% False False 647,879
60 2,184.25 2,048.00 136.25 6.3% 18.75 0.9% 81% False False 433,084
80 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 88% False False 325,294
100 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 88% False False 260,329
120 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 88% False False 217,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.03
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,227.00
2.618 2,204.75
1.618 2,191.25
1.000 2,183.00
0.618 2,177.75
HIGH 2,169.50
0.618 2,164.25
0.500 2,162.75
0.382 2,161.25
LOW 2,156.00
0.618 2,147.75
1.000 2,142.50
1.618 2,134.25
2.618 2,120.75
4.250 2,098.50
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 2,162.75 2,155.25
PP 2,161.25 2,152.25
S1 2,159.50 2,149.50

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

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