E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 2,009.00 2,010.75 1.75 0.1% 2,051.25
High 2,017.00 2,013.25 -3.75 -0.2% 2,075.00
Low 1,992.25 1,970.50 -21.75 -1.1% 2,030.25
Close 2,011.75 1,986.00 -25.75 -1.3% 2,035.50
Range 24.75 42.75 18.00 72.7% 44.75
ATR 31.02 31.86 0.84 2.7% 0.00
Volume 1,688,974 2,237,518 548,544 32.5% 3,279,125
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,118.25 2,094.75 2,009.50
R3 2,075.50 2,052.00 1,997.75
R2 2,032.75 2,032.75 1,993.75
R1 2,009.25 2,009.25 1,990.00 1,999.50
PP 1,990.00 1,990.00 1,990.00 1,985.00
S1 1,966.50 1,966.50 1,982.00 1,957.00
S2 1,947.25 1,947.25 1,978.25
S3 1,904.50 1,923.75 1,974.25
S4 1,861.75 1,881.00 1,962.50
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,181.25 2,153.00 2,060.00
R3 2,136.50 2,108.25 2,047.75
R2 2,091.75 2,091.75 2,043.75
R1 2,063.50 2,063.50 2,039.50 2,055.25
PP 2,047.00 2,047.00 2,047.00 2,042.75
S1 2,018.75 2,018.75 2,031.50 2,010.50
S2 2,002.25 2,002.25 2,027.25
S3 1,957.50 1,974.00 2,023.25
S4 1,912.75 1,929.25 2,011.00
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 1,970.50 104.50 5.3% 36.00 1.8% 15% False True 1,578,606
10 2,075.00 1,970.50 104.50 5.3% 29.25 1.5% 15% False True 1,189,625
20 2,075.00 1,970.50 104.50 5.3% 33.25 1.7% 15% False True 1,396,243
40 2,097.75 1,970.50 127.25 6.4% 30.25 1.5% 12% False True 705,998
60 2,102.75 1,970.50 132.25 6.7% 27.25 1.4% 12% False True 472,293
80 2,102.75 1,853.00 249.75 12.6% 29.50 1.5% 53% False False 355,375
100 2,102.75 1,819.25 283.50 14.3% 33.00 1.7% 59% False False 284,429
120 2,111.25 1,819.25 292.00 14.7% 30.75 1.6% 57% False False 237,059
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 4.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,195.00
2.618 2,125.25
1.618 2,082.50
1.000 2,056.00
0.618 2,039.75
HIGH 2,013.25
0.618 1,997.00
0.500 1,992.00
0.382 1,986.75
LOW 1,970.50
0.618 1,944.00
1.000 1,927.75
1.618 1,901.25
2.618 1,858.50
4.250 1,788.75
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1,992.00 2,007.00
PP 1,990.00 2,000.00
S1 1,988.00 1,993.00

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

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