E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 2,037.25 2,042.50 5.25 0.3% 2,084.50
High 2,058.75 2,047.75 -11.00 -0.5% 2,088.75
Low 2,035.75 1,996.25 -39.50 -1.9% 1,996.25
Close 2,041.00 2,001.25 -39.75 -1.9% 2,001.25
Range 23.00 51.50 28.50 123.9% 92.50
ATR 28.89 30.50 1.62 5.6% 0.00
Volume 783,692 2,345,329 1,561,637 199.3% 3,734,780
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,169.50 2,137.00 2,029.50
R3 2,118.00 2,085.50 2,015.50
R2 2,066.50 2,066.50 2,010.75
R1 2,034.00 2,034.00 2,006.00 2,024.50
PP 2,015.00 2,015.00 2,015.00 2,010.50
S1 1,982.50 1,982.50 1,996.50 1,973.00
S2 1,963.50 1,963.50 1,991.75
S3 1,912.00 1,931.00 1,987.00
S4 1,860.50 1,879.50 1,973.00
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,306.25 2,246.25 2,052.00
R3 2,213.75 2,153.75 2,026.75
R2 2,121.25 2,121.25 2,018.25
R1 2,061.25 2,061.25 2,009.75 2,045.00
PP 2,028.75 2,028.75 2,028.75 2,020.50
S1 1,968.75 1,968.75 1,992.75 1,952.50
S2 1,936.25 1,936.25 1,984.25
S3 1,843.75 1,876.25 1,975.75
S4 1,751.25 1,783.75 1,950.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.75 1,996.25 92.50 4.6% 36.50 1.8% 5% False True 746,956
10 2,097.75 1,996.25 101.50 5.1% 34.75 1.7% 5% False True 391,421
20 2,097.75 1,991.75 106.00 5.3% 29.50 1.5% 9% False False 198,479
40 2,102.75 1,991.75 111.00 5.5% 26.00 1.3% 9% False False 101,262
60 2,102.75 1,853.00 249.75 12.5% 28.75 1.4% 59% False False 69,543
80 2,102.75 1,819.25 283.50 14.2% 33.75 1.7% 64% False False 52,368
100 2,102.75 1,819.25 283.50 14.2% 31.50 1.6% 64% False False 41,938
120 2,111.25 1,819.25 292.00 14.6% 29.25 1.5% 62% False False 34,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.23
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,266.50
2.618 2,182.50
1.618 2,131.00
1.000 2,099.25
0.618 2,079.50
HIGH 2,047.75
0.618 2,028.00
0.500 2,022.00
0.382 2,016.00
LOW 1,996.25
0.618 1,964.50
1.000 1,944.75
1.618 1,913.00
2.618 1,861.50
4.250 1,777.50
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 2,022.00 2,034.00
PP 2,015.00 2,023.00
S1 2,008.25 2,012.25

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

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