E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1,936.50 1,909.25 -27.25 -1.4% 2,037.75
High 1,964.75 1,929.00 -35.75 -1.8% 2,043.50
Low 1,910.00 1,892.50 -17.50 -0.9% 1,910.00
Close 1,911.50 1,914.25 2.75 0.1% 1,911.50
Range 54.75 36.50 -18.25 -33.3% 133.50
ATR 35.53 35.60 0.07 0.2% 0.00
Volume 2,694,404 2,490,336 -204,068 -7.6% 11,806,740
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,021.50 2,004.25 1,934.25
R3 1,985.00 1,967.75 1,924.25
R2 1,948.50 1,948.50 1,921.00
R1 1,931.25 1,931.25 1,917.50 1,940.00
PP 1,912.00 1,912.00 1,912.00 1,916.25
S1 1,894.75 1,894.75 1,911.00 1,903.50
S2 1,875.50 1,875.50 1,907.50
S3 1,839.00 1,858.25 1,904.25
S4 1,802.50 1,821.75 1,894.25
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,355.50 2,267.00 1,985.00
R3 2,222.00 2,133.50 1,948.25
R2 2,088.50 2,088.50 1,936.00
R1 2,000.00 2,000.00 1,923.75 1,977.50
PP 1,955.00 1,955.00 1,955.00 1,943.75
S1 1,866.50 1,866.50 1,899.25 1,844.00
S2 1,821.50 1,821.50 1,887.00
S3 1,688.00 1,733.00 1,874.75
S4 1,554.50 1,599.50 1,838.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,017.00 1,892.50 124.50 6.5% 44.25 2.3% 17% False True 2,416,105
10 2,075.00 1,892.50 182.50 9.5% 38.00 2.0% 12% False True 1,757,620
20 2,075.00 1,892.50 182.50 9.5% 36.00 1.9% 12% False True 1,737,627
40 2,097.75 1,892.50 205.25 10.7% 32.50 1.7% 11% False True 909,596
60 2,102.75 1,892.50 210.25 11.0% 29.00 1.5% 10% False True 607,753
80 2,102.75 1,853.00 249.75 13.0% 30.50 1.6% 25% False False 457,263
100 2,102.75 1,819.25 283.50 14.8% 34.00 1.8% 34% False False 365,968
120 2,102.75 1,819.25 283.50 14.8% 31.75 1.7% 34% False False 305,009
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 7.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,084.00
2.618 2,024.50
1.618 1,988.00
1.000 1,965.50
0.618 1,951.50
HIGH 1,929.00
0.618 1,915.00
0.500 1,910.75
0.382 1,906.50
LOW 1,892.50
0.618 1,870.00
1.000 1,856.00
1.618 1,833.50
2.618 1,797.00
4.250 1,737.50
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1,913.00 1,941.75
PP 1,912.00 1,932.50
S1 1,910.75 1,923.50

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

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