E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1,949.00 1,943.00 -6.00 -0.3% 1,911.00
High 1,942.75 1,956.25 13.50 0.7% 1,951.50
Low 1,942.75 1,926.50 -16.25 -0.8% 1,886.75
Close 1,942.75 1,929.50 -13.25 -0.7% 1,942.75
Range 0.00 29.75 29.75 64.75
ATR 36.91 36.40 -0.51 -1.4% 0.00
Volume 1,876,651 1,826,411 -50,240 -2.7% 9,062,505
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,026.75 2,007.75 1,945.75
R3 1,997.00 1,978.00 1,937.75
R2 1,967.25 1,967.25 1,935.00
R1 1,948.25 1,948.25 1,932.25 1,943.00
PP 1,937.50 1,937.50 1,937.50 1,934.75
S1 1,918.50 1,918.50 1,926.75 1,913.00
S2 1,907.75 1,907.75 1,924.00
S3 1,878.00 1,888.75 1,921.25
S4 1,848.25 1,859.00 1,913.25
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2,121.25 2,096.75 1,978.25
R3 2,056.50 2,032.00 1,960.50
R2 1,991.75 1,991.75 1,954.50
R1 1,967.25 1,967.25 1,948.75 1,979.50
PP 1,927.00 1,927.00 1,927.00 1,933.00
S1 1,902.50 1,902.50 1,936.75 1,914.75
S2 1,862.25 1,862.25 1,931.00
S3 1,797.50 1,837.75 1,925.00
S4 1,732.75 1,773.00 1,907.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,956.25 1,886.75 69.50 3.6% 26.50 1.4% 62% True False 1,892,719
10 1,956.25 1,865.00 91.25 4.7% 28.75 1.5% 71% True False 1,800,941
20 1,956.25 1,802.50 153.75 8.0% 35.25 1.8% 83% True False 2,116,643
40 2,057.75 1,802.50 255.25 13.2% 42.75 2.2% 50% False False 2,280,802
60 2,097.75 1,802.50 295.25 15.3% 39.75 2.1% 43% False False 1,869,717
80 2,102.75 1,802.50 300.25 15.6% 35.50 1.8% 42% False False 1,403,958
100 2,102.75 1,802.50 300.25 15.6% 33.00 1.7% 42% False False 1,124,253
120 2,102.75 1,802.50 300.25 15.6% 34.00 1.8% 42% False False 937,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,082.75
2.618 2,034.25
1.618 2,004.50
1.000 1,986.00
0.618 1,974.75
HIGH 1,956.25
0.618 1,945.00
0.500 1,941.50
0.382 1,937.75
LOW 1,926.50
0.618 1,908.00
1.000 1,896.75
1.618 1,878.25
2.618 1,848.50
4.250 1,800.00
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1,941.50 1,938.25
PP 1,937.50 1,935.25
S1 1,933.50 1,932.50

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

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