E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 2,467.75 2,486.50 18.75 0.8% 2,460.25
High 2,487.25 2,495.00 7.75 0.3% 2,469.50
Low 2,466.75 2,485.25 18.50 0.7% 2,443.75
Close 2,485.75 2,494.25 8.50 0.3% 2,461.00
Range 20.50 9.75 -10.75 -52.4% 25.75
ATR 17.52 16.96 -0.55 -3.2% 0.00
Volume 1,893,177 1,739,059 -154,118 -8.1% 2,468,452
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,520.75 2,517.25 2,499.50
R3 2,511.00 2,507.50 2,497.00
R2 2,501.25 2,501.25 2,496.00
R1 2,497.75 2,497.75 2,495.25 2,499.50
PP 2,491.50 2,491.50 2,491.50 2,492.50
S1 2,488.00 2,488.00 2,493.25 2,489.75
S2 2,481.75 2,481.75 2,492.50
S3 2,472.00 2,478.25 2,491.50
S4 2,462.25 2,468.50 2,489.00
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,535.25 2,524.00 2,475.25
R3 2,509.50 2,498.25 2,468.00
R2 2,483.75 2,483.75 2,465.75
R1 2,472.50 2,472.50 2,463.25 2,478.00
PP 2,458.00 2,458.00 2,458.00 2,461.00
S1 2,446.75 2,446.75 2,458.75 2,452.50
S2 2,432.25 2,432.25 2,456.25
S3 2,406.50 2,421.00 2,454.00
S4 2,380.75 2,395.25 2,446.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,495.00 2,454.75 40.25 1.6% 13.00 0.5% 98% True False 1,203,983
10 2,495.00 2,419.25 75.75 3.0% 16.25 0.7% 99% True False 621,027
20 2,495.00 2,414.00 81.00 3.2% 17.50 0.7% 99% True False 316,410
40 2,495.00 2,414.00 81.00 3.2% 16.00 0.6% 99% True False 160,551
60 2,495.00 2,400.75 94.25 3.8% 16.25 0.7% 99% True False 107,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,536.50
2.618 2,520.50
1.618 2,510.75
1.000 2,504.75
0.618 2,501.00
HIGH 2,495.00
0.618 2,491.25
0.500 2,490.00
0.382 2,489.00
LOW 2,485.25
0.618 2,479.25
1.000 2,475.50
1.618 2,469.50
2.618 2,459.75
4.250 2,443.75
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 2,493.00 2,488.00
PP 2,491.50 2,481.50
S1 2,490.00 2,475.00

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

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