E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 1,913.50 1,869.75 -43.75 -2.3% 1,909.25
High 1,919.75 1,907.50 -12.25 -0.6% 1,946.50
Low 1,849.25 1,856.25 7.00 0.4% 1,849.25
Close 1,875.00 1,873.00 -2.00 -0.1% 1,875.00
Range 70.50 51.25 -19.25 -27.3% 97.25
ATR 41.83 42.50 0.67 1.6% 0.00
Volume 3,441,956 2,796,679 -645,277 -18.7% 14,306,186
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,032.75 2,004.00 1,901.25
R3 1,981.50 1,952.75 1,887.00
R2 1,930.25 1,930.25 1,882.50
R1 1,901.50 1,901.50 1,877.75 1,916.00
PP 1,879.00 1,879.00 1,879.00 1,886.00
S1 1,850.25 1,850.25 1,868.25 1,864.50
S2 1,827.75 1,827.75 1,863.50
S3 1,776.50 1,799.00 1,859.00
S4 1,725.25 1,747.75 1,844.75
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,182.00 2,125.75 1,928.50
R3 2,084.75 2,028.50 1,901.75
R2 1,987.50 1,987.50 1,892.75
R1 1,931.25 1,931.25 1,884.00 1,910.75
PP 1,890.25 1,890.25 1,890.25 1,880.00
S1 1,834.00 1,834.00 1,866.00 1,813.50
S2 1,793.00 1,793.00 1,857.25
S3 1,695.75 1,736.75 1,848.25
S4 1,598.50 1,639.50 1,821.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.50 1,849.25 97.25 5.2% 57.50 3.1% 24% False False 2,922,505
10 2,017.00 1,849.25 167.75 9.0% 51.00 2.7% 14% False False 2,669,305
20 2,075.00 1,849.25 225.75 12.1% 40.00 2.1% 11% False False 1,902,849
40 2,097.75 1,849.25 248.50 13.3% 35.00 1.9% 10% False False 1,274,287
60 2,102.75 1,849.25 253.50 13.5% 32.00 1.7% 9% False False 850,805
80 2,102.75 1,849.25 253.50 13.5% 31.75 1.7% 9% False False 639,748
100 2,102.75 1,836.50 266.25 14.2% 33.25 1.8% 14% False False 512,058
120 2,102.75 1,819.25 283.50 15.1% 33.25 1.8% 19% False False 426,774
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,125.25
2.618 2,041.75
1.618 1,990.50
1.000 1,958.75
0.618 1,939.25
HIGH 1,907.50
0.618 1,888.00
0.500 1,882.00
0.382 1,875.75
LOW 1,856.25
0.618 1,824.50
1.000 1,805.00
1.618 1,773.25
2.618 1,722.00
4.250 1,638.50
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 1,882.00 1,888.50
PP 1,879.00 1,883.25
S1 1,876.00 1,878.00

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

View Archives - Comment on this page... - Back to Index of Symbols