E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	2,010.50	2,002.50	-8.00	-0.4%	1,997.25
High	2,025.75	2,047.50	21.75	1.1%	2,018.00
Low	1,999.00	2,000.75	1.75	0.1%	1,974.75
Close	2,000.50	2,045.00	44.50	2.2%	2,017.25
Range	26.75	46.75	20.00	74.8%	43.25
ATR	29.20	30.47	1.27	4.4%	0.00
Volume	5,416	4,474	-942	-17.4%	36,299

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,171.25	2,155.00	2,070.75
R3	2,124.50	2,108.25	2,057.75
R2	2,077.75	2,077.75	2,053.50
R1	2,061.50	2,061.50	2,049.25	2,069.50
PP	2,031.00	2,031.00	2,031.00	2,035.25
S1	2,014.75	2,014.75	2,040.75	2,023.00
S2	1,984.25	1,984.25	2,036.50
S3	1,937.50	1,968.00	2,032.25
S4	1,890.75	1,921.25	2,019.25

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	2,047.50	1,999.00	48.50	2.4%	22.75	1.1%	95%	True	False	5,278
10	2,047.50	1,974.75	72.75	3.6%	21.50	1.1%	97%	True	False	6,465
20	2,047.50	1,853.00	194.50	9.5%	30.50	1.5%	99%	True	False	6,589
40	2,047.50	1,853.00	194.50	9.5%	34.25	1.7%	99%	True	False	4,029
60	2,095.00	1,819.25	275.75	13.5%	35.00	1.7%	82%	False	False	2,815
80	2,111.25	1,819.25	292.00	14.3%	31.25	1.5%	77%	False	False	2,139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.50
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,246.25
2.618	2,170.00
1.618	2,123.25
1.000	2,094.25
0.618	2,076.50
HIGH	2,047.50
0.618	2,029.75
0.500	2,024.00
0.382	2,018.50
LOW	2,000.75
0.618	1,971.75
1.000	1,954.00
1.618	1,925.00
2.618	1,878.25
4.250	1,802.00

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	2,038.00	2,037.75
PP	2,031.00	2,030.50
S1	2,024.00	2,023.25

Download as Excel Spreadsheet

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

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