E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 2,090.75 2,094.50 3.75 0.2% 2,029.00
High 2,093.75 2,104.00 10.25 0.5% 2,062.75
Low 2,083.75 2,090.25 6.50 0.3% 2,023.75
Close 2,091.00 2,104.00 13.00 0.6% 2,055.75
Range 10.00 13.75 3.75 37.5% 39.00
ATR 23.58 22.87 -0.70 -3.0% 0.00
Volume 20 115 95 475.0% 62
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 2,140.75 2,136.00 2,111.50
R3 2,127.00 2,122.25 2,107.75
R2 2,113.25 2,113.25 2,106.50
R1 2,108.50 2,108.50 2,105.25 2,111.00
PP 2,099.50 2,099.50 2,099.50 2,100.50
S1 2,094.75 2,094.75 2,102.75 2,097.00
S2 2,085.75 2,085.75 2,101.50
S3 2,072.00 2,081.00 2,100.25
S4 2,058.25 2,067.25 2,096.50
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 2,104.00 2,039.75 64.25 3.1% 19.25 0.9% 100% True False 238
10 2,104.00 2,023.75 80.25 3.8% 22.50 1.1% 100% True False 129
20 2,108.00 2,023.75 84.25 4.0% 21.00 1.0% 95% False False 81
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 2.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,162.50
2.618 2,140.00
1.618 2,126.25
1.000 2,117.75
0.618 2,112.50
HIGH 2,104.00
0.618 2,098.75
0.500 2,097.00
0.382 2,095.50
LOW 2,090.25
0.618 2,081.75
1.000 2,076.50
1.618 2,068.00
2.618 2,054.25
4.250 2,031.75
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 2,101.75 2,099.75
PP 2,099.50 2,095.25
S1 2,097.00 2,091.00

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

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