E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 2,458.25 2,462.25 4.00 0.2% 2,440.50
High 2,467.25 2,467.00 -0.25 0.0% 2,477.75
Low 2,454.75 2,455.75 1.00 0.0% 2,419.25
Close 2,463.75 2,464.75 1.00 0.0% 2,472.25
Range 12.50 11.25 -1.25 -10.0% 58.50
ATR 17.80 17.33 -0.47 -2.6% 0.00
Volume 222,057 699,851 477,794 215.2% 126,262
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,496.25 2,491.75 2,471.00
R3 2,485.00 2,480.50 2,467.75
R2 2,473.75 2,473.75 2,466.75
R1 2,469.25 2,469.25 2,465.75 2,471.50
PP 2,462.50 2,462.50 2,462.50 2,463.50
S1 2,458.00 2,458.00 2,463.75 2,460.25
S2 2,451.25 2,451.25 2,462.75
S3 2,440.00 2,446.75 2,461.75
S4 2,428.75 2,435.50 2,458.50
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,632.00 2,610.50 2,504.50
R3 2,573.50 2,552.00 2,488.25
R2 2,515.00 2,515.00 2,483.00
R1 2,493.50 2,493.50 2,477.50 2,504.25
PP 2,456.50 2,456.50 2,456.50 2,461.75
S1 2,435.00 2,435.00 2,467.00 2,445.75
S2 2,398.00 2,398.00 2,461.50
S3 2,339.50 2,376.50 2,456.25
S4 2,281.00 2,318.00 2,440.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,477.75 2,443.75 34.00 1.4% 15.75 0.6% 62% False False 214,051
10 2,477.75 2,419.25 58.50 2.4% 16.50 0.7% 78% False False 116,040
20 2,477.75 2,414.00 63.75 2.6% 19.75 0.8% 80% False False 63,095
40 2,486.25 2,414.00 72.25 2.9% 15.75 0.6% 70% False False 33,231
60 2,486.25 2,400.75 85.50 3.5% 16.50 0.7% 75% False False 22,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,514.75
2.618 2,496.50
1.618 2,485.25
1.000 2,478.25
0.618 2,474.00
HIGH 2,467.00
0.618 2,462.75
0.500 2,461.50
0.382 2,460.00
LOW 2,455.75
0.618 2,448.75
1.000 2,444.50
1.618 2,437.50
2.618 2,426.25
4.250 2,408.00
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 2,463.50 2,462.00
PP 2,462.50 2,459.25
S1 2,461.50 2,456.50

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

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