E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 2,017.50 2,010.50 -7.00 -0.3% 1,997.25
High 2,023.00 2,025.75 2.75 0.1% 2,018.00
Low 2,010.50 1,999.00 -11.50 -0.6% 1,974.75
Close 2,012.50 2,000.50 -12.00 -0.6% 2,017.25
Range 12.50 26.75 14.25 114.0% 43.25
ATR 29.39 29.20 -0.19 -0.6% 0.00
Volume 6,930 5,416 -1,514 -21.8% 36,299
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,088.75 2,071.25 2,015.25
R3 2,062.00 2,044.50 2,007.75
R2 2,035.25 2,035.25 2,005.50
R1 2,017.75 2,017.75 2,003.00 2,013.00
PP 2,008.50 2,008.50 2,008.50 2,006.00
S1 1,991.00 1,991.00 1,998.00 1,986.50
S2 1,981.75 1,981.75 1,995.50
S3 1,955.00 1,964.25 1,993.25
S4 1,928.25 1,937.50 1,985.75
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,133.00 2,118.50 2,041.00
R3 2,089.75 2,075.25 2,029.25
R2 2,046.50 2,046.50 2,025.25
R1 2,032.00 2,032.00 2,021.25 2,039.25
PP 2,003.25 2,003.25 2,003.25 2,007.00
S1 1,988.75 1,988.75 2,013.25 1,996.00
S2 1,960.00 1,960.00 2,009.25
S3 1,916.75 1,945.50 2,005.25
S4 1,873.50 1,902.25 1,993.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,025.75 1,978.00 47.75 2.4% 20.00 1.0% 47% True False 5,880
10 2,025.75 1,962.75 63.00 3.1% 20.50 1.0% 60% True False 6,778
20 2,025.75 1,853.00 172.75 8.6% 30.25 1.5% 85% True False 6,577
40 2,025.75 1,836.50 189.25 9.5% 35.25 1.8% 87% True False 3,939
60 2,095.00 1,819.25 275.75 13.8% 34.50 1.7% 66% False False 2,743
80 2,111.25 1,819.25 292.00 14.6% 31.00 1.5% 62% False False 2,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,139.50
2.618 2,095.75
1.618 2,069.00
1.000 2,052.50
0.618 2,042.25
HIGH 2,025.75
0.618 2,015.50
0.500 2,012.50
0.382 2,009.25
LOW 1,999.00
0.618 1,982.50
1.000 1,972.25
1.618 1,955.75
2.618 1,929.00
4.250 1,885.25
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 2,012.50 2,012.50
PP 2,008.50 2,008.50
S1 2,004.50 2,004.50

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

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