E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 2,475.25 2,474.50 -0.75 0.0% 2,457.00
High 2,479.75 2,480.50 0.75 0.0% 2,476.25
Low 2,471.50 2,457.00 -14.50 -0.6% 2,448.00
Close 2,473.25 2,472.00 -1.25 -0.1% 2,469.50
Range 8.25 23.50 15.25 184.8% 28.25
ATR 14.26 14.92 0.66 4.6% 0.00
Volume 972,444 1,647,577 675,133 69.4% 5,114,711
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 2,540.25 2,529.75 2,485.00
R3 2,516.75 2,506.25 2,478.50
R2 2,493.25 2,493.25 2,476.25
R1 2,482.75 2,482.75 2,474.25 2,476.25
PP 2,469.75 2,469.75 2,469.75 2,466.50
S1 2,459.25 2,459.25 2,469.75 2,452.75
S2 2,446.25 2,446.25 2,467.75
S3 2,422.75 2,435.75 2,465.50
S4 2,399.25 2,412.25 2,459.00
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 2,549.25 2,537.75 2,485.00
R3 2,521.00 2,509.50 2,477.25
R2 2,492.75 2,492.75 2,474.75
R1 2,481.25 2,481.25 2,472.00 2,487.00
PP 2,464.50 2,464.50 2,464.50 2,467.50
S1 2,453.00 2,453.00 2,467.00 2,458.75
S2 2,436.25 2,436.25 2,464.25
S3 2,408.00 2,424.75 2,461.75
S4 2,379.75 2,396.50 2,454.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,480.50 2,457.00 23.50 1.0% 12.75 0.5% 64% True True 1,129,548
10 2,480.50 2,442.00 38.50 1.6% 12.75 0.5% 78% True False 1,075,759
20 2,480.50 2,402.25 78.25 3.2% 15.75 0.6% 89% True False 1,187,764
40 2,480.50 2,402.25 78.25 3.2% 15.75 0.6% 89% True False 1,167,456
60 2,480.50 2,341.75 138.75 5.6% 15.50 0.6% 94% True False 780,537
80 2,480.50 2,320.00 160.50 6.5% 16.25 0.7% 95% True False 586,069
100 2,480.50 2,314.75 165.75 6.7% 16.25 0.7% 95% True False 469,109
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 3.05
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,580.50
2.618 2,542.00
1.618 2,518.50
1.000 2,504.00
0.618 2,495.00
HIGH 2,480.50
0.618 2,471.50
0.500 2,468.75
0.382 2,466.00
LOW 2,457.00
0.618 2,442.50
1.000 2,433.50
1.618 2,419.00
2.618 2,395.50
4.250 2,357.00
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 2,471.00 2,471.00
PP 2,469.75 2,469.75
S1 2,468.75 2,468.75

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

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