E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 1,931.25 1,907.00 -24.25 -1.3% 1,965.00
High 1,933.25 1,953.00 19.75 1.0% 1,967.25
Low 1,891.75 1,902.75 11.00 0.6% 1,884.50
Close 1,906.50 1,950.50 44.00 2.3% 1,906.50
Range 41.50 50.25 8.75 21.1% 82.75
ATR 41.83 42.43 0.60 1.4% 0.00
Volume 572 1,228 656 114.7% 2,482
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,086.25 2,068.50 1,978.25
R3 2,036.00 2,018.25 1,964.25
R2 1,985.75 1,985.75 1,959.75
R1 1,968.00 1,968.00 1,955.00 1,977.00
PP 1,935.50 1,935.50 1,935.50 1,939.75
S1 1,917.75 1,917.75 1,946.00 1,926.50
S2 1,885.25 1,885.25 1,941.25
S3 1,835.00 1,867.50 1,936.75
S4 1,784.75 1,817.25 1,922.75
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,167.75 2,119.75 1,952.00
R3 2,085.00 2,037.00 1,929.25
R2 2,002.25 2,002.25 1,921.75
R1 1,954.25 1,954.25 1,914.00 1,937.00
PP 1,919.50 1,919.50 1,919.50 1,910.75
S1 1,871.50 1,871.50 1,899.00 1,854.00
S2 1,836.75 1,836.75 1,891.25
S3 1,754.00 1,788.75 1,883.75
S4 1,671.25 1,706.00 1,861.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,958.00 1,884.50 73.50 3.8% 43.25 2.2% 90% False False 691
10 1,977.00 1,836.50 140.50 7.2% 49.50 2.5% 81% False False 665
20 2,089.50 1,819.25 270.25 13.9% 45.25 2.3% 49% False False 529
40 2,111.25 1,819.25 292.00 15.0% 31.25 1.6% 45% False False 366
60 2,111.25 1,819.25 292.00 15.0% 28.00 1.4% 45% False False 266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,166.50
2.618 2,084.50
1.618 2,034.25
1.000 2,003.25
0.618 1,984.00
HIGH 1,953.00
0.618 1,933.75
0.500 1,928.00
0.382 1,922.00
LOW 1,902.75
0.618 1,871.75
1.000 1,852.50
1.618 1,821.50
2.618 1,771.25
4.250 1,689.25
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 1,943.00 1,942.00
PP 1,935.50 1,933.50
S1 1,928.00 1,925.00

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

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