E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 2,057.25 2,055.25 -2.00 -0.1% 2,016.00
High 2,059.75 2,056.50 -3.25 -0.2% 2,066.25
Low 2,050.00 2,043.75 -6.25 -0.3% 1,999.00
Close 2,054.50 2,052.50 -2.00 -0.1% 2,058.00
Range 9.75 12.75 3.00 30.8% 67.25
ATR 28.38 27.27 -1.12 -3.9% 0.00
Volume 996 3,292 2,296 230.5% 28,349
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,089.25 2,083.50 2,059.50
R3 2,076.50 2,070.75 2,056.00
R2 2,063.75 2,063.75 2,054.75
R1 2,058.00 2,058.00 2,053.75 2,054.50
PP 2,051.00 2,051.00 2,051.00 2,049.00
S1 2,045.25 2,045.25 2,051.25 2,041.75
S2 2,038.25 2,038.25 2,050.25
S3 2,025.50 2,032.50 2,049.00
S4 2,012.75 2,019.75 2,045.50
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,242.75 2,217.75 2,095.00
R3 2,175.50 2,150.50 2,076.50
R2 2,108.25 2,108.25 2,070.25
R1 2,083.25 2,083.25 2,064.25 2,095.75
PP 2,041.00 2,041.00 2,041.00 2,047.50
S1 2,016.00 2,016.00 2,051.75 2,028.50
S2 1,973.75 1,973.75 2,045.75
S3 1,906.50 1,948.75 2,039.50
S4 1,839.25 1,881.50 2,021.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,066.25 1,999.00 67.25 3.3% 23.25 1.1% 80% False False 3,697
10 2,066.25 1,974.75 91.50 4.5% 20.75 1.0% 85% False False 5,558
20 2,066.25 1,863.25 203.00 9.9% 26.25 1.3% 93% False False 6,027
40 2,066.25 1,853.00 213.25 10.4% 32.75 1.6% 94% False False 4,209
60 2,092.25 1,819.25 273.00 13.3% 35.00 1.7% 85% False False 2,933
80 2,111.25 1,819.25 292.00 14.2% 31.00 1.5% 80% False False 2,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,110.75
2.618 2,090.00
1.618 2,077.25
1.000 2,069.25
0.618 2,064.50
HIGH 2,056.50
0.618 2,051.75
0.500 2,050.00
0.382 2,048.50
LOW 2,043.75
0.618 2,035.75
1.000 2,031.00
1.618 2,023.00
2.618 2,010.25
4.250 1,989.50
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 2,051.75 2,055.00
PP 2,051.00 2,054.25
S1 2,050.00 2,053.25

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

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