E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 2,044.00 2,040.75 -3.25 -0.2% 2,029.00
High 2,062.00 2,081.25 19.25 0.9% 2,062.75
Low 2,044.00 2,039.75 -4.25 -0.2% 2,023.75
Close 2,055.75 2,081.25 25.50 1.2% 2,055.75
Range 18.00 41.50 23.50 130.6% 39.00
ATR 24.32 25.55 1.23 5.0% 0.00
Volume 15 30 15 100.0% 62
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,192.00 2,178.00 2,104.00
R3 2,150.50 2,136.50 2,092.75
R2 2,109.00 2,109.00 2,088.75
R1 2,095.00 2,095.00 2,085.00 2,102.00
PP 2,067.50 2,067.50 2,067.50 2,071.00
S1 2,053.50 2,053.50 2,077.50 2,060.50
S2 2,026.00 2,026.00 2,073.75
S3 1,984.50 2,012.00 2,069.75
S4 1,943.00 1,970.50 2,058.50
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,164.50 2,149.00 2,077.25
R3 2,125.50 2,110.00 2,066.50
R2 2,086.50 2,086.50 2,063.00
R1 2,071.00 2,071.00 2,059.25 2,078.75
PP 2,047.50 2,047.50 2,047.50 2,051.25
S1 2,032.00 2,032.00 2,052.25 2,039.75
S2 2,008.50 2,008.50 2,048.50
S3 1,969.50 1,993.00 2,045.00
S4 1,930.50 1,954.00 2,034.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,081.25 2,023.75 57.50 2.8% 29.50 1.4% 100% True False 15
10 2,081.25 2,023.75 57.50 2.8% 25.75 1.2% 100% True False 34
20 2,108.00 2,023.75 84.25 4.0% 22.00 1.1% 68% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.18
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2,257.50
2.618 2,190.00
1.618 2,148.50
1.000 2,122.75
0.618 2,107.00
HIGH 2,081.25
0.618 2,065.50
0.500 2,060.50
0.382 2,055.50
LOW 2,039.75
0.618 2,014.00
1.000 1,998.25
1.618 1,972.50
2.618 1,931.00
4.250 1,863.50
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 2,074.25 2,072.00
PP 2,067.50 2,062.50
S1 2,060.50 2,053.00

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

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