E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 2,130.75 2,139.50 8.75 0.4% 2,121.25
High 2,143.25 2,143.75 0.50 0.0% 2,138.50
Low 2,129.50 2,130.00 0.50 0.0% 2,111.75
Close 2,138.75 2,132.50 -6.25 -0.3% 2,129.25
Range 13.75 13.75 0.00 0.0% 26.75
ATR 19.73 19.30 -0.43 -2.2% 0.00
Volume 1,231 2,325 1,094 88.9% 10,008
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,176.75 2,168.25 2,140.00
R3 2,163.00 2,154.50 2,136.25
R2 2,149.25 2,149.25 2,135.00
R1 2,140.75 2,140.75 2,133.75 2,138.00
PP 2,135.50 2,135.50 2,135.50 2,134.00
S1 2,127.00 2,127.00 2,131.25 2,124.50
S2 2,121.75 2,121.75 2,130.00
S3 2,108.00 2,113.25 2,128.75
S4 2,094.25 2,099.50 2,125.00
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,206.75 2,194.75 2,144.00
R3 2,180.00 2,168.00 2,136.50
R2 2,153.25 2,153.25 2,134.25
R1 2,141.25 2,141.25 2,131.75 2,147.25
PP 2,126.50 2,126.50 2,126.50 2,129.50
S1 2,114.50 2,114.50 2,126.75 2,120.50
S2 2,099.75 2,099.75 2,124.25
S3 2,073.00 2,087.75 2,122.00
S4 2,046.25 2,061.00 2,114.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,143.75 2,118.25 25.50 1.2% 15.00 0.7% 56% True False 2,177
10 2,143.75 2,102.50 41.25 1.9% 16.50 0.8% 73% True False 2,119
20 2,162.25 2,102.50 59.75 2.8% 19.50 0.9% 50% False False 2,414
40 2,176.25 2,094.00 82.25 3.9% 21.25 1.0% 47% False False 1,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.85
Fibonacci Retracements and Extensions
4.250 2,202.25
2.618 2,179.75
1.618 2,166.00
1.000 2,157.50
0.618 2,152.25
HIGH 2,143.75
0.618 2,138.50
0.500 2,137.00
0.382 2,135.25
LOW 2,130.00
0.618 2,121.50
1.000 2,116.25
1.618 2,107.75
2.618 2,094.00
4.250 2,071.50
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 2,137.00 2,132.00
PP 2,135.50 2,131.50
S1 2,134.00 2,131.00

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

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