E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 2,270.25 2,262.00 -8.25 -0.4% 2,271.25
High 2,270.50 2,268.50 -2.00 -0.1% 2,275.25
Low 2,257.25 2,258.25 1.00 0.0% 2,248.50
Close 2,262.75 2,266.50 3.75 0.2% 2,272.50
Range 13.25 10.25 -3.00 -22.6% 26.75
ATR 16.58 16.13 -0.45 -2.7% 0.00
Volume 1,540,220 1,111,992 -428,228 -27.8% 7,009,068
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,295.25 2,291.00 2,272.25
R3 2,285.00 2,280.75 2,269.25
R2 2,274.75 2,274.75 2,268.50
R1 2,270.50 2,270.50 2,267.50 2,272.50
PP 2,264.50 2,264.50 2,264.50 2,265.50
S1 2,260.25 2,260.25 2,265.50 2,262.50
S2 2,254.25 2,254.25 2,264.50
S3 2,244.00 2,250.00 2,263.75
S4 2,233.75 2,239.75 2,260.75
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,345.75 2,335.75 2,287.25
R3 2,319.00 2,309.00 2,279.75
R2 2,292.25 2,292.25 2,277.50
R1 2,282.25 2,282.25 2,275.00 2,287.25
PP 2,265.50 2,265.50 2,265.50 2,268.00
S1 2,255.50 2,255.50 2,270.00 2,260.50
S2 2,238.75 2,238.75 2,267.50
S3 2,212.00 2,228.75 2,265.25
S4 2,185.25 2,202.00 2,257.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,273.50 2,248.50 25.00 1.1% 14.50 0.6% 72% False False 1,466,315
10 2,277.00 2,248.50 28.50 1.3% 14.50 0.6% 63% False False 1,394,119
20 2,277.00 2,228.00 49.00 2.2% 14.25 0.6% 79% False False 1,155,033
40 2,277.00 2,171.75 105.25 4.6% 15.75 0.7% 90% False False 902,193
60 2,277.00 2,023.00 254.00 11.2% 19.25 0.8% 96% False False 603,268
80 2,277.00 2,023.00 254.00 11.2% 19.50 0.9% 96% False False 453,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.20
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,312.00
2.618 2,295.25
1.618 2,285.00
1.000 2,278.75
0.618 2,274.75
HIGH 2,268.50
0.618 2,264.50
0.500 2,263.50
0.382 2,262.25
LOW 2,258.25
0.618 2,252.00
1.000 2,248.00
1.618 2,241.75
2.618 2,231.50
4.250 2,214.75
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 2,265.50 2,266.00
PP 2,264.50 2,265.75
S1 2,263.50 2,265.50

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

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