E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 1,854.75 1,858.50 3.75 0.2% 1,869.75
High 1,883.25 1,902.25 19.00 1.0% 1,907.50
Low 1,836.25 1,855.75 19.50 1.1% 1,804.25
Close 1,861.00 1,899.25 38.25 2.1% 1,899.25
Range 47.00 46.50 -0.50 -1.1% 103.25
ATR 44.93 45.04 0.11 0.3% 0.00
Volume 2,729,407 2,106,526 -622,881 -22.8% 11,562,388
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,025.25 2,008.75 1,924.75
R3 1,978.75 1,962.25 1,912.00
R2 1,932.25 1,932.25 1,907.75
R1 1,915.75 1,915.75 1,903.50 1,924.00
PP 1,885.75 1,885.75 1,885.75 1,890.00
S1 1,869.25 1,869.25 1,895.00 1,877.50
S2 1,839.25 1,839.25 1,890.75
S3 1,792.75 1,822.75 1,886.50
S4 1,746.25 1,776.25 1,873.75
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 2,180.00 2,143.00 1,956.00
R3 2,076.75 2,039.75 1,927.75
R2 1,973.50 1,973.50 1,918.25
R1 1,936.50 1,936.50 1,908.75 1,955.00
PP 1,870.25 1,870.25 1,870.25 1,879.50
S1 1,833.25 1,833.25 1,889.75 1,851.75
S2 1,767.00 1,767.00 1,880.25
S3 1,663.75 1,730.00 1,870.75
S4 1,560.50 1,626.75 1,842.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,919.75 1,804.25 115.50 6.1% 58.00 3.0% 82% False False 3,000,868
10 1,964.75 1,804.25 160.50 8.5% 54.75 2.9% 59% False False 2,856,297
20 2,075.00 1,804.25 270.75 14.3% 43.75 2.3% 35% False False 2,114,181
40 2,097.75 1,804.25 293.50 15.5% 38.00 2.0% 32% False False 1,493,037
60 2,102.75 1,804.25 298.50 15.7% 33.50 1.8% 32% False False 996,737
80 2,102.75 1,804.25 298.50 15.7% 32.00 1.7% 32% False False 749,148
100 2,102.75 1,804.25 298.50 15.7% 33.25 1.8% 32% False False 599,695
120 2,102.75 1,804.25 298.50 15.7% 34.50 1.8% 32% False False 499,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,100.00
2.618 2,024.00
1.618 1,977.50
1.000 1,948.75
0.618 1,931.00
HIGH 1,902.25
0.618 1,884.50
0.500 1,879.00
0.382 1,873.50
LOW 1,855.75
0.618 1,827.00
1.000 1,809.25
1.618 1,780.50
2.618 1,734.00
4.250 1,658.00
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 1,892.50 1,884.00
PP 1,885.75 1,868.50
S1 1,879.00 1,853.25

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

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