E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 2,076.50 2,046.00 -30.50 -1.5% 2,082.75
High 2,088.00 2,085.75 -2.25 -0.1% 2,097.75
Low 2,033.00 2,039.75 6.75 0.3% 2,033.00
Close 2,044.00 2,081.25 37.25 1.8% 2,081.25
Range 55.00 46.00 -9.00 -16.4% 64.75
ATR 26.00 27.43 1.43 5.5% 0.00
Volume 55,002 46,315 -8,687 -15.8% 179,438
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,207.00 2,190.00 2,106.50
R3 2,161.00 2,144.00 2,094.00
R2 2,115.00 2,115.00 2,089.75
R1 2,098.00 2,098.00 2,085.50 2,106.50
PP 2,069.00 2,069.00 2,069.00 2,073.00
S1 2,052.00 2,052.00 2,077.00 2,060.50
S2 2,023.00 2,023.00 2,072.75
S3 1,977.00 2,006.00 2,068.50
S4 1,931.00 1,960.00 2,056.00
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,265.00 2,237.75 2,116.75
R3 2,200.25 2,173.00 2,099.00
R2 2,135.50 2,135.50 2,093.00
R1 2,108.25 2,108.25 2,087.25 2,089.50
PP 2,070.75 2,070.75 2,070.75 2,061.25
S1 2,043.50 2,043.50 2,075.25 2,024.75
S2 2,006.00 2,006.00 2,069.50
S3 1,941.25 1,978.75 2,063.50
S4 1,876.50 1,914.00 2,045.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,097.75 2,033.00 64.75 3.1% 32.75 1.6% 75% False False 35,887
10 2,097.75 2,033.00 64.75 3.1% 25.00 1.2% 75% False False 21,338
20 2,097.75 1,991.75 106.00 5.1% 26.75 1.3% 84% False False 12,867
40 2,102.75 1,974.75 128.00 6.2% 24.00 1.1% 83% False False 8,849
60 2,102.75 1,853.00 249.75 12.0% 28.25 1.4% 91% False False 7,374
80 2,102.75 1,819.25 283.50 13.6% 32.75 1.6% 92% False False 5,688
100 2,111.25 1,819.25 292.00 14.0% 30.00 1.4% 90% False False 4,592
120 2,111.25 1,819.25 292.00 14.0% 28.50 1.4% 90% False False 3,841
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,281.25
2.618 2,206.25
1.618 2,160.25
1.000 2,131.75
0.618 2,114.25
HIGH 2,085.75
0.618 2,068.25
0.500 2,062.75
0.382 2,057.25
LOW 2,039.75
0.618 2,011.25
1.000 1,993.75
1.618 1,965.25
2.618 1,919.25
4.250 1,844.25
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 2,075.00 2,076.00
PP 2,069.00 2,070.75
S1 2,062.75 2,065.50

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

View Archives - Comment on this page... - Back to Index of Symbols