E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 1,908.00 1,932.25 24.25 1.3% 1,905.50
High 1,935.00 1,971.75 36.75 1.9% 1,935.00
Low 1,874.75 1,929.00 54.25 2.9% 1,853.00
Close 1,934.75 1,966.25 31.50 1.6% 1,934.75
Range 60.25 42.75 -17.50 -29.0% 82.00
ATR 40.92 41.05 0.13 0.3% 0.00
Volume 7,156 3,336 -3,820 -53.4% 34,958
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,084.00 2,067.75 1,989.75
R3 2,041.25 2,025.00 1,978.00
R2 1,998.50 1,998.50 1,974.00
R1 1,982.25 1,982.25 1,970.25 1,990.50
PP 1,955.75 1,955.75 1,955.75 1,959.75
S1 1,939.50 1,939.50 1,962.25 1,947.50
S2 1,913.00 1,913.00 1,958.50
S3 1,870.25 1,896.75 1,954.50
S4 1,827.50 1,854.00 1,942.75
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,153.50 2,126.25 1,979.75
R3 2,071.50 2,044.25 1,957.25
R2 1,989.50 1,989.50 1,949.75
R1 1,962.25 1,962.25 1,942.25 1,976.00
PP 1,907.50 1,907.50 1,907.50 1,914.50
S1 1,880.25 1,880.25 1,927.25 1,894.00
S2 1,825.50 1,825.50 1,919.75
S3 1,743.50 1,798.25 1,912.25
S4 1,661.50 1,716.25 1,889.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,971.75 1,853.00 118.75 6.0% 41.75 2.1% 95% True False 6,778
10 1,971.75 1,853.00 118.75 6.0% 42.75 2.2% 95% True False 5,375
20 2,004.50 1,853.00 151.50 7.7% 39.75 2.0% 75% False False 3,456
40 2,089.50 1,819.25 270.25 13.7% 42.00 2.1% 54% False False 1,964
60 2,111.25 1,819.25 292.00 14.9% 34.00 1.7% 50% False False 1,376
80 2,111.25 1,819.25 292.00 14.9% 30.50 1.5% 50% False False 1,048
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 9.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,153.50
2.618 2,083.75
1.618 2,041.00
1.000 2,014.50
0.618 1,998.25
HIGH 1,971.75
0.618 1,955.50
0.500 1,950.50
0.382 1,945.25
LOW 1,929.00
0.618 1,902.50
1.000 1,886.25
1.618 1,859.75
2.618 1,817.00
4.250 1,747.25
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 1,961.00 1,952.00
PP 1,955.75 1,937.50
S1 1,950.50 1,923.25

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

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