E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 1,954.75 1,921.75 -33.00 -1.7% 1,943.50
High 1,957.00 1,934.25 -22.75 -1.2% 2,004.50
Low 1,910.00 1,902.50 -7.50 -0.4% 1,928.75
Close 1,924.50 1,921.00 -3.50 -0.2% 1,943.25
Range 47.00 31.75 -15.25 -32.4% 75.75
ATR 39.33 38.79 -0.54 -1.4% 0.00
Volume 3,065 3,098 33 1.1% 6,602
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,014.50 1,999.50 1,938.50
R3 1,982.75 1,967.75 1,929.75
R2 1,951.00 1,951.00 1,926.75
R1 1,936.00 1,936.00 1,924.00 1,927.50
PP 1,919.25 1,919.25 1,919.25 1,915.00
S1 1,904.25 1,904.25 1,918.00 1,896.00
S2 1,887.50 1,887.50 1,915.25
S3 1,855.75 1,872.50 1,912.25
S4 1,824.00 1,840.75 1,903.50
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,186.00 2,140.50 1,985.00
R3 2,110.25 2,064.75 1,964.00
R2 2,034.50 2,034.50 1,957.25
R1 1,989.00 1,989.00 1,950.25 1,974.00
PP 1,958.75 1,958.75 1,958.75 1,951.25
S1 1,913.25 1,913.25 1,936.25 1,898.00
S2 1,883.00 1,883.00 1,929.25
S3 1,807.25 1,837.50 1,922.50
S4 1,731.50 1,761.75 1,901.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,004.50 1,902.50 102.00 5.3% 37.75 2.0% 18% False True 2,742
10 2,004.50 1,902.50 102.00 5.3% 34.00 1.8% 18% False True 1,819
20 2,004.50 1,836.50 168.00 8.7% 40.25 2.1% 50% False False 1,301
40 2,095.00 1,819.25 275.75 14.4% 36.75 1.9% 37% False False 826
60 2,111.25 1,819.25 292.00 15.2% 31.00 1.6% 35% False False 586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 9.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,069.25
2.618 2,017.25
1.618 1,985.50
1.000 1,966.00
0.618 1,953.75
HIGH 1,934.25
0.618 1,922.00
0.500 1,918.50
0.382 1,914.75
LOW 1,902.50
0.618 1,883.00
1.000 1,870.75
1.618 1,851.25
2.618 1,819.50
4.250 1,767.50
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 1,920.00 1,932.00
PP 1,919.25 1,928.25
S1 1,918.50 1,924.50

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

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