E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 2,133.75 2,127.25 -6.50 -0.3% 2,137.00
High 2,143.75 2,135.25 -8.50 -0.4% 2,149.75
Low 2,122.50 2,112.50 -10.00 -0.5% 2,112.50
Close 2,123.50 2,123.75 0.25 0.0% 2,123.75
Range 21.25 22.75 1.50 7.1% 37.25
ATR 19.43 19.67 0.24 1.2% 0.00
Volume 1,795,356 2,391,182 595,826 33.2% 7,943,980
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,192.00 2,180.75 2,136.25
R3 2,169.25 2,158.00 2,130.00
R2 2,146.50 2,146.50 2,128.00
R1 2,135.25 2,135.25 2,125.75 2,129.50
PP 2,123.75 2,123.75 2,123.75 2,121.00
S1 2,112.50 2,112.50 2,121.75 2,106.75
S2 2,101.00 2,101.00 2,119.50
S3 2,078.25 2,089.75 2,117.50
S4 2,055.50 2,067.00 2,111.25
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,240.50 2,219.25 2,144.25
R3 2,203.25 2,182.00 2,134.00
R2 2,166.00 2,166.00 2,130.50
R1 2,144.75 2,144.75 2,127.25 2,136.75
PP 2,128.75 2,128.75 2,128.75 2,124.50
S1 2,107.50 2,107.50 2,120.25 2,099.50
S2 2,091.50 2,091.50 2,117.00
S3 2,054.25 2,070.25 2,113.50
S4 2,017.00 2,033.00 2,103.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,149.75 2,112.50 37.25 1.8% 17.50 0.8% 30% False True 1,588,796
10 2,149.75 2,112.50 37.25 1.8% 17.00 0.8% 30% False True 1,430,465
20 2,164.00 2,107.75 56.25 2.6% 19.00 0.9% 28% False False 1,555,348
40 2,182.75 2,100.25 82.50 3.9% 22.25 1.0% 28% False False 1,652,496
60 2,184.25 2,100.25 84.00 4.0% 19.50 0.9% 28% False False 1,104,845
80 2,184.25 2,079.00 105.25 5.0% 18.75 0.9% 43% False False 829,594
100 2,184.25 1,972.25 212.00 10.0% 21.25 1.0% 71% False False 664,199
120 2,184.25 1,972.25 212.00 10.0% 21.00 1.0% 71% False False 553,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.05
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,232.00
2.618 2,194.75
1.618 2,172.00
1.000 2,158.00
0.618 2,149.25
HIGH 2,135.25
0.618 2,126.50
0.500 2,124.00
0.382 2,121.25
LOW 2,112.50
0.618 2,098.50
1.000 2,089.75
1.618 2,075.75
2.618 2,053.00
4.250 2,015.75
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 2,124.00 2,128.00
PP 2,123.75 2,126.75
S1 2,123.75 2,125.25

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

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