E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1,867.00 1,893.75 26.75 1.4% 1,945.00
High 1,902.00 1,920.75 18.75 1.0% 1,961.25
Low 1,863.25 1,882.00 18.75 1.0% 1,889.75
Close 1,900.50 1,908.50 8.00 0.4% 1,911.25
Range 38.75 38.75 0.00 0.0% 71.50
ATR 39.49 39.44 -0.05 -0.1% 0.00
Volume 7,114 5,917 -1,197 -16.8% 19,406
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,020.00 2,003.00 1,929.75
R3 1,981.25 1,964.25 1,919.25
R2 1,942.50 1,942.50 1,915.50
R1 1,925.50 1,925.50 1,912.00 1,934.00
PP 1,903.75 1,903.75 1,903.75 1,908.00
S1 1,886.75 1,886.75 1,905.00 1,895.25
S2 1,865.00 1,865.00 1,901.50
S3 1,826.25 1,848.00 1,897.75
S4 1,787.50 1,809.25 1,887.25
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 2,135.25 2,094.75 1,950.50
R3 2,063.75 2,023.25 1,931.00
R2 1,992.25 1,992.25 1,924.25
R1 1,951.75 1,951.75 1,917.75 1,936.25
PP 1,920.75 1,920.75 1,920.75 1,913.00
S1 1,880.25 1,880.25 1,904.75 1,864.75
S2 1,849.25 1,849.25 1,898.25
S3 1,777.75 1,808.75 1,891.50
S4 1,706.25 1,737.25 1,872.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,943.00 1,853.00 90.00 4.7% 41.25 2.2% 62% False False 6,572
10 1,975.75 1,853.00 122.75 6.4% 39.50 2.1% 45% False False 4,961
20 2,004.50 1,853.00 151.50 7.9% 38.25 2.0% 37% False False 2,983
40 2,089.50 1,819.25 270.25 14.2% 40.50 2.1% 33% False False 1,705
60 2,111.25 1,819.25 292.00 15.3% 33.00 1.7% 31% False False 1,201
80 2,111.25 1,819.25 292.00 15.3% 29.75 1.6% 31% False False 918
Crabel Price Patterns
NR False
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 8.70
Fibonacci Retracements and Extensions
4.250 2,085.50
2.618 2,022.25
1.618 1,983.50
1.000 1,959.50
0.618 1,944.75
HIGH 1,920.75
0.618 1,906.00
0.500 1,901.50
0.382 1,896.75
LOW 1,882.00
0.618 1,858.00
1.000 1,843.25
1.618 1,819.25
2.618 1,780.50
4.250 1,717.25
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1,906.00 1,901.25
PP 1,903.75 1,894.00
S1 1,901.50 1,887.00

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

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