E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 1,913.50 1,922.50 9.00 0.5% 2,037.75
High 1,940.25 1,946.50 6.25 0.3% 2,043.50
Low 1,899.00 1,878.00 -21.00 -1.1% 1,910.00
Close 1,925.00 1,881.50 -43.50 -2.3% 1,911.50
Range 41.25 68.50 27.25 66.1% 133.50
ATR 36.00 38.32 2.32 6.4% 0.00
Volume 2,428,110 2,899,958 471,848 19.4% 11,806,740
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,107.50 2,063.00 1,919.25
R3 2,039.00 1,994.50 1,900.25
R2 1,970.50 1,970.50 1,894.00
R1 1,926.00 1,926.00 1,887.75 1,914.00
PP 1,902.00 1,902.00 1,902.00 1,896.00
S1 1,857.50 1,857.50 1,875.25 1,845.50
S2 1,833.50 1,833.50 1,869.00
S3 1,765.00 1,789.00 1,862.75
S4 1,696.50 1,720.50 1,843.75
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 1,991.00 1,878.00 113.00 6.0% 52.75 2.8% 3% False True 2,696,420
10 2,075.00 1,878.00 197.00 10.5% 44.25 2.4% 2% False True 2,137,513
20 2,075.00 1,878.00 197.00 10.5% 37.25 2.0% 2% False True 1,754,125
40 2,097.75 1,878.00 219.75 11.7% 33.50 1.8% 2% False True 1,042,502
60 2,102.75 1,878.00 224.75 11.9% 30.00 1.6% 2% False True 696,390
80 2,102.75 1,853.00 249.75 13.3% 30.75 1.6% 11% False False 523,818
100 2,102.75 1,819.25 283.50 15.1% 34.25 1.8% 22% False False 419,245
120 2,102.75 1,819.25 283.50 15.1% 32.50 1.7% 22% False False 349,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.68
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 2,237.50
2.618 2,125.75
1.618 2,057.25
1.000 2,015.00
0.618 1,988.75
HIGH 1,946.50
0.618 1,920.25
0.500 1,912.25
0.382 1,904.25
LOW 1,878.00
0.618 1,835.75
1.000 1,809.50
1.618 1,767.25
2.618 1,698.75
4.250 1,587.00
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 1,912.25 1,912.25
PP 1,902.00 1,902.00
S1 1,891.75 1,891.75

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

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