E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 2,159.75 2,171.50 11.75 0.5% 2,174.50
High 2,174.75 2,174.00 -0.75 0.0% 2,184.25
Low 2,157.50 2,161.50 4.00 0.2% 2,150.75
Close 2,172.00 2,168.00 -4.00 -0.2% 2,161.25
Range 17.25 12.50 -4.75 -27.5% 33.50
ATR 15.68 15.45 -0.23 -1.4% 0.00
Volume 20,294 19,206 -1,088 -5.4% 48,420
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,205.25 2,199.25 2,175.00
R3 2,192.75 2,186.75 2,171.50
R2 2,180.25 2,180.25 2,170.25
R1 2,174.25 2,174.25 2,169.25 2,171.00
PP 2,167.75 2,167.75 2,167.75 2,166.25
S1 2,161.75 2,161.75 2,166.75 2,158.50
S2 2,155.25 2,155.25 2,165.75
S3 2,142.75 2,149.25 2,164.50
S4 2,130.25 2,136.75 2,161.00
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 2,266.00 2,247.00 2,179.75
R3 2,232.50 2,213.50 2,170.50
R2 2,199.00 2,199.00 2,167.50
R1 2,180.00 2,180.00 2,164.25 2,172.75
PP 2,165.50 2,165.50 2,165.50 2,161.75
S1 2,146.50 2,146.50 2,158.25 2,139.25
S2 2,132.00 2,132.00 2,155.00
S3 2,098.50 2,113.00 2,152.00
S4 2,065.00 2,079.50 2,142.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,180.50 2,150.75 29.75 1.4% 17.25 0.8% 58% False False 14,926
10 2,184.25 2,150.75 33.50 1.5% 14.50 0.7% 51% False False 10,625
20 2,184.25 2,137.75 46.50 2.1% 13.00 0.6% 65% False False 7,053
40 2,184.25 2,057.50 126.75 5.8% 15.75 0.7% 87% False False 5,481
60 2,184.25 1,972.25 212.00 9.8% 20.50 0.9% 92% False False 4,434
80 2,184.25 1,972.25 212.00 9.8% 20.50 0.9% 92% False False 3,408
100 2,184.25 1,972.25 212.00 9.8% 20.50 0.9% 92% False False 2,840
120 2,184.25 1,969.25 215.00 9.9% 20.50 0.9% 92% False False 2,398
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,227.00
2.618 2,206.75
1.618 2,194.25
1.000 2,186.50
0.618 2,181.75
HIGH 2,174.00
0.618 2,169.25
0.500 2,167.75
0.382 2,166.25
LOW 2,161.50
0.618 2,153.75
1.000 2,149.00
1.618 2,141.25
2.618 2,128.75
4.250 2,108.50
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 2,168.00 2,167.00
PP 2,167.75 2,166.00
S1 2,167.75 2,165.00

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

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