E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1,907.75 1,905.25 -2.50 -0.1% 1,929.75
High 1,922.25 1,914.50 -7.75 -0.4% 1,940.00
Low 1,890.25 1,865.75 -24.50 -1.3% 1,865.00
Close 1,907.75 1,875.25 -32.50 -1.7% 1,875.25
Range 32.00 48.75 16.75 52.3% 75.00
ATR 43.58 43.95 0.37 0.8% 0.00
Volume 2,255,360 2,320,680 65,320 2.9% 11,274,706
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,031.50 2,002.00 1,902.00
R3 1,982.75 1,953.25 1,888.75
R2 1,934.00 1,934.00 1,884.25
R1 1,904.50 1,904.50 1,879.75 1,895.00
PP 1,885.25 1,885.25 1,885.25 1,880.25
S1 1,855.75 1,855.75 1,870.75 1,846.00
S2 1,836.50 1,836.50 1,866.25
S3 1,787.75 1,807.00 1,861.75
S4 1,739.00 1,758.25 1,848.50
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,118.50 2,071.75 1,916.50
R3 2,043.50 1,996.75 1,896.00
R2 1,968.50 1,968.50 1,889.00
R1 1,921.75 1,921.75 1,882.00 1,907.50
PP 1,893.50 1,893.50 1,893.50 1,886.25
S1 1,846.75 1,846.75 1,868.50 1,832.50
S2 1,818.50 1,818.50 1,861.50
S3 1,743.50 1,771.75 1,854.50
S4 1,668.50 1,696.75 1,834.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,940.00 1,865.00 75.00 4.0% 39.25 2.1% 14% False False 2,254,941
10 1,940.00 1,851.25 88.75 4.7% 43.25 2.3% 27% False False 2,146,921
20 1,964.75 1,804.25 160.50 8.6% 49.00 2.6% 44% False False 2,501,609
40 2,075.00 1,804.25 270.75 14.4% 42.00 2.2% 26% False False 2,019,118
60 2,097.75 1,804.25 293.50 15.7% 37.00 2.0% 24% False False 1,353,941
80 2,102.75 1,804.25 298.50 15.9% 33.25 1.8% 24% False False 1,016,639
100 2,102.75 1,804.25 298.50 15.9% 33.75 1.8% 24% False False 814,312
120 2,102.75 1,804.25 298.50 15.9% 36.00 1.9% 24% False False 678,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,121.75
2.618 2,042.25
1.618 1,993.50
1.000 1,963.25
0.618 1,944.75
HIGH 1,914.50
0.618 1,896.00
0.500 1,890.00
0.382 1,884.25
LOW 1,865.75
0.618 1,835.50
1.000 1,817.00
1.618 1,786.75
2.618 1,738.00
4.250 1,658.50
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1,890.00 1,893.50
PP 1,885.25 1,887.50
S1 1,880.25 1,881.50

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

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