E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 1,943.00 1,928.00 -15.00 -0.8% 1,911.00
High 1,956.25 1,978.50 22.25 1.1% 1,951.50
Low 1,926.50 1,920.75 -5.75 -0.3% 1,886.75
Close 1,929.50 1,978.00 48.50 2.5% 1,942.75
Range 29.75 57.75 28.00 94.1% 64.75
ATR 36.40 37.93 1.52 4.2% 0.00
Volume 1,826,411 2,035,550 209,139 11.5% 9,062,505
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 2,132.25 2,113.00 2,009.75
R3 2,074.50 2,055.25 1,994.00
R2 2,016.75 2,016.75 1,988.50
R1 1,997.50 1,997.50 1,983.25 2,007.00
PP 1,959.00 1,959.00 1,959.00 1,964.00
S1 1,939.75 1,939.75 1,972.75 1,949.50
S2 1,901.25 1,901.25 1,967.50
S3 1,843.50 1,882.00 1,962.00
S4 1,785.75 1,824.25 1,946.25
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 1,978.50 1,886.75 91.75 4.6% 33.25 1.7% 99% True False 1,979,653
10 1,978.50 1,881.50 97.00 4.9% 31.75 1.6% 99% True False 1,801,090
20 1,978.50 1,802.50 176.00 8.9% 37.00 1.9% 100% True False 2,131,018
40 2,043.50 1,802.50 241.00 12.2% 43.50 2.2% 73% False False 2,305,956
60 2,088.75 1,802.50 286.25 14.5% 40.25 2.0% 61% False False 1,903,074
80 2,102.50 1,802.50 300.00 15.2% 36.00 1.8% 59% False False 1,429,361
100 2,102.75 1,802.50 300.25 15.2% 33.25 1.7% 58% False False 1,144,503
120 2,102.75 1,802.50 300.25 15.2% 34.25 1.7% 58% False False 954,406
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 7.23
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,224.00
2.618 2,129.75
1.618 2,072.00
1.000 2,036.25
0.618 2,014.25
HIGH 1,978.50
0.618 1,956.50
0.500 1,949.50
0.382 1,942.75
LOW 1,920.75
0.618 1,885.00
1.000 1,863.00
1.618 1,827.25
2.618 1,769.50
4.250 1,675.25
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 1,968.50 1,968.50
PP 1,959.00 1,959.00
S1 1,949.50 1,949.50

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

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