E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 2,496.25 2,496.00 -0.25 0.0% 2,468.00
High 2,498.25 2,496.83 -1.42 -0.1% 2,498.25
Low 2,489.50 2,489.50 0.00 0.0% 2,468.00
Close 2,496.50 2,496.83 0.33 0.0% 2,496.83
Range 8.75 7.33 -1.42 -16.2% 30.25
ATR 15.92 15.30 -0.61 -3.9% 0.00
Volume 419,698 54,760 -364,938 -87.0% 3,462,021
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,516.50 2,514.00 2,500.75
R3 2,509.00 2,506.50 2,498.75
R2 2,501.75 2,501.75 2,498.25
R1 2,499.25 2,499.25 2,497.50 2,500.50
PP 2,494.50 2,494.50 2,494.50 2,495.00
S1 2,492.00 2,492.00 2,496.25 2,493.25
S2 2,487.00 2,487.00 2,495.50
S3 2,479.75 2,484.50 2,494.75
S4 2,472.50 2,477.25 2,492.75
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,578.50 2,568.00 2,513.50
R3 2,548.25 2,537.75 2,505.25
R2 2,518.00 2,518.00 2,502.50
R1 2,507.50 2,507.50 2,499.50 2,512.75
PP 2,487.75 2,487.75 2,487.75 2,490.25
S1 2,477.25 2,477.25 2,494.00 2,482.50
S2 2,457.50 2,457.50 2,491.25
S3 2,427.25 2,447.00 2,488.50
S4 2,397.00 2,416.75 2,480.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,498.25 2,468.00 30.25 1.2% 10.75 0.4% 95% False False 692,404
10 2,498.25 2,445.50 52.75 2.1% 12.50 0.5% 97% False False 1,099,425
20 2,498.25 2,415.75 82.50 3.3% 15.50 0.6% 98% False False 1,269,464
40 2,498.25 2,415.75 82.50 3.3% 15.75 0.6% 98% False False 1,283,763
60 2,498.25 2,402.25 96.00 3.8% 16.25 0.6% 99% False False 1,269,641
80 2,498.25 2,392.25 106.00 4.2% 15.75 0.6% 99% False False 1,155,680
100 2,498.25 2,341.75 156.50 6.3% 15.50 0.6% 99% False False 925,504
120 2,498.25 2,320.00 178.25 7.1% 16.25 0.6% 99% False False 771,628
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,528.00
2.618 2,516.00
1.618 2,508.75
1.000 2,504.25
0.618 2,501.25
HIGH 2,496.75
0.618 2,494.00
0.500 2,493.25
0.382 2,492.25
LOW 2,489.50
0.618 2,485.00
1.000 2,482.25
1.618 2,477.75
2.618 2,470.25
4.250 2,458.25
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 2,495.50 2,495.75
PP 2,494.50 2,494.75
S1 2,493.25 2,494.00

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

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