E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 2,049.75 2,072.00 22.25 1.1% 1,997.25
High 2,074.50 2,075.00 0.50 0.0% 2,059.75
Low 2,047.50 2,053.50 6.00 0.3% 1,995.25
Close 2,072.75 2,054.50 -18.25 -0.9% 2,051.25
Range 27.00 21.50 -5.50 -20.4% 64.50
ATR 29.77 29.18 -0.59 -2.0% 0.00
Volume 832,686 720,601 -112,085 -13.5% 3,749,351
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 2,125.50 2,111.50 2,066.25
R3 2,104.00 2,090.00 2,060.50
R2 2,082.50 2,082.50 2,058.50
R1 2,068.50 2,068.50 2,056.50 2,064.75
PP 2,061.00 2,061.00 2,061.00 2,059.00
S1 2,047.00 2,047.00 2,052.50 2,043.25
S2 2,039.50 2,039.50 2,050.50
S3 2,018.00 2,025.50 2,048.50
S4 1,996.50 2,004.00 2,042.75
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 2,075.00 2,030.75 44.25 2.2% 21.00 1.0% 54% True False 715,784
10 2,075.00 1,991.00 84.00 4.1% 28.50 1.4% 76% True False 1,226,838
20 2,097.75 1,983.25 114.50 5.6% 33.50 1.6% 62% False False 1,047,549
40 2,102.75 1,983.25 119.50 5.8% 28.50 1.4% 60% False False 527,115
60 2,102.75 1,952.50 150.25 7.3% 26.50 1.3% 68% False False 353,221
80 2,102.75 1,853.00 249.75 12.2% 29.75 1.4% 81% False False 265,780
100 2,102.75 1,819.25 283.50 13.8% 32.50 1.6% 83% False False 212,718
120 2,111.25 1,819.25 292.00 14.2% 30.25 1.5% 81% False False 177,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,166.50
2.618 2,131.25
1.618 2,109.75
1.000 2,096.50
0.618 2,088.25
HIGH 2,075.00
0.618 2,066.75
0.500 2,064.25
0.382 2,061.75
LOW 2,053.50
0.618 2,040.25
1.000 2,032.00
1.618 2,018.75
2.618 1,997.25
4.250 1,962.00
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 2,064.25 2,055.00
PP 2,061.00 2,055.00
S1 2,057.75 2,054.75

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

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