E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 2,051.25 2,049.75 -1.50 -0.1% 1,997.25
High 2,054.50 2,074.50 20.00 1.0% 2,059.75
Low 2,035.25 2,047.50 12.25 0.6% 1,995.25
Close 2,048.75 2,072.75 24.00 1.2% 2,051.25
Range 19.25 27.00 7.75 40.3% 64.50
ATR 29.99 29.77 -0.21 -0.7% 0.00
Volume 696,448 832,686 136,238 19.6% 3,749,351
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,146.00 2,136.25 2,087.50
R3 2,119.00 2,109.25 2,080.25
R2 2,092.00 2,092.00 2,077.75
R1 2,082.25 2,082.25 2,075.25 2,087.00
PP 2,065.00 2,065.00 2,065.00 2,067.25
S1 2,055.25 2,055.25 2,070.25 2,060.00
S2 2,038.00 2,038.00 2,067.75
S3 2,011.00 2,028.25 2,065.25
S4 1,984.00 2,001.25 2,058.00
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,229.00 2,204.50 2,086.75
R3 2,164.50 2,140.00 2,069.00
R2 2,100.00 2,100.00 2,063.00
R1 2,075.50 2,075.50 2,057.25 2,087.75
PP 2,035.50 2,035.50 2,035.50 2,041.50
S1 2,011.00 2,011.00 2,045.25 2,023.25
S2 1,971.00 1,971.00 2,039.50
S3 1,906.50 1,946.50 2,033.50
S4 1,842.00 1,882.00 2,015.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,074.50 2,007.25 67.25 3.2% 22.75 1.1% 97% True False 800,643
10 2,074.50 1,991.00 83.50 4.0% 30.00 1.4% 98% True False 1,370,737
20 2,097.75 1,983.25 114.50 5.5% 33.25 1.6% 78% False False 1,013,035
40 2,102.75 1,983.25 119.50 5.8% 28.75 1.4% 75% False False 509,176
60 2,102.75 1,929.00 173.75 8.4% 26.75 1.3% 83% False False 341,266
80 2,102.75 1,853.00 249.75 12.0% 30.00 1.4% 88% False False 256,779
100 2,102.75 1,819.25 283.50 13.7% 32.50 1.6% 89% False False 205,513
120 2,111.25 1,819.25 292.00 14.1% 30.00 1.5% 87% False False 171,293
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 5.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,189.25
2.618 2,145.25
1.618 2,118.25
1.000 2,101.50
0.618 2,091.25
HIGH 2,074.50
0.618 2,064.25
0.500 2,061.00
0.382 2,057.75
LOW 2,047.50
0.618 2,030.75
1.000 2,020.50
1.618 2,003.75
2.618 1,976.75
4.250 1,932.75
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 2,068.75 2,066.75
PP 2,065.00 2,060.75
S1 2,061.00 2,055.00

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

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