E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 2,024.00 1,997.25 -26.75 -1.3% 2,001.50
High 2,029.75 2,019.50 -10.25 -0.5% 2,072.75
Low 1,991.00 1,995.25 4.25 0.2% 1,983.25
Close 1,992.00 2,015.00 23.00 1.2% 1,992.00
Range 38.75 24.25 -14.50 -37.4% 89.50
ATR 33.47 33.04 -0.43 -1.3% 0.00
Volume 2,118,900 1,275,266 -843,634 -39.8% 11,081,668
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,082.75 2,073.00 2,028.25
R3 2,058.50 2,048.75 2,021.75
R2 2,034.25 2,034.25 2,019.50
R1 2,024.50 2,024.50 2,017.25 2,029.50
PP 2,010.00 2,010.00 2,010.00 2,012.25
S1 2,000.25 2,000.25 2,012.75 2,005.00
S2 1,985.75 1,985.75 2,010.50
S3 1,961.50 1,976.00 2,008.25
S4 1,937.25 1,951.75 2,001.75
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,284.50 2,227.75 2,041.25
R3 2,195.00 2,138.25 2,016.50
R2 2,105.50 2,105.50 2,008.50
R1 2,048.75 2,048.75 2,000.25 2,032.50
PP 2,016.00 2,016.00 2,016.00 2,007.75
S1 1,959.25 1,959.25 1,983.75 1,943.00
S2 1,926.50 1,926.50 1,975.50
S3 1,837.00 1,869.75 1,967.50
S4 1,747.50 1,780.25 1,942.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,072.75 1,991.00 81.75 4.1% 37.25 1.9% 29% False False 1,940,830
10 2,074.00 1,983.25 90.75 4.5% 37.50 1.9% 35% False False 1,602,862
20 2,097.75 1,983.25 114.50 5.7% 31.75 1.6% 28% False False 815,076
40 2,102.75 1,983.25 119.50 5.9% 28.00 1.4% 27% False False 409,417
60 2,102.75 1,853.00 249.75 12.4% 28.50 1.4% 65% False False 275,129
80 2,102.75 1,853.00 249.75 12.4% 30.75 1.5% 65% False False 206,768
100 2,102.75 1,819.25 283.50 14.1% 32.25 1.6% 69% False False 165,492
120 2,111.25 1,819.25 292.00 14.5% 30.25 1.5% 67% False False 137,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.58
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,122.50
2.618 2,083.00
1.618 2,058.75
1.000 2,043.75
0.618 2,034.50
HIGH 2,019.50
0.618 2,010.25
0.500 2,007.50
0.382 2,004.50
LOW 1,995.25
0.618 1,980.25
1.000 1,971.00
1.618 1,956.00
2.618 1,931.75
4.250 1,892.25
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 2,012.50 2,032.00
PP 2,010.00 2,026.25
S1 2,007.50 2,020.50

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

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