E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 2,172.25 2,177.75 5.50 0.3% 2,159.75
High 2,179.25 2,180.00 0.75 0.0% 2,176.50
Low 2,166.00 2,170.50 4.50 0.2% 2,148.00
Close 2,177.50 2,178.00 0.50 0.0% 2,171.00
Range 13.25 9.50 -3.75 -28.3% 28.50
ATR 15.97 15.50 -0.46 -2.9% 0.00
Volume 126,499 180,162 53,663 42.4% 127,851
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,204.75 2,200.75 2,183.25
R3 2,195.25 2,191.25 2,180.50
R2 2,185.75 2,185.75 2,179.75
R1 2,181.75 2,181.75 2,178.75 2,183.75
PP 2,176.25 2,176.25 2,176.25 2,177.00
S1 2,172.25 2,172.25 2,177.25 2,174.25
S2 2,166.75 2,166.75 2,176.25
S3 2,157.25 2,162.75 2,175.50
S4 2,147.75 2,153.25 2,172.75
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,250.75 2,239.25 2,186.75
R3 2,222.25 2,210.75 2,178.75
R2 2,193.75 2,193.75 2,176.25
R1 2,182.25 2,182.25 2,173.50 2,188.00
PP 2,165.25 2,165.25 2,165.25 2,168.00
S1 2,153.75 2,153.75 2,168.50 2,159.50
S2 2,136.75 2,136.75 2,165.75
S3 2,108.25 2,125.25 2,163.25
S4 2,079.75 2,096.75 2,155.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,180.00 2,148.00 32.00 1.5% 16.00 0.7% 94% True False 79,002
10 2,180.50 2,148.00 32.50 1.5% 16.75 0.8% 92% False False 46,964
20 2,184.25 2,148.00 36.25 1.7% 14.00 0.6% 83% False False 26,099
40 2,184.25 2,131.25 53.00 2.4% 14.75 0.7% 88% False False 14,920
60 2,184.25 1,972.25 212.00 9.7% 20.50 0.9% 97% False False 10,974
80 2,184.25 1,972.25 212.00 9.7% 20.00 0.9% 97% False False 8,327
100 2,184.25 1,972.25 212.00 9.7% 20.25 0.9% 97% False False 6,785
120 2,184.25 1,972.25 212.00 9.7% 20.25 0.9% 97% False False 5,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.08
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,220.50
2.618 2,204.75
1.618 2,195.25
1.000 2,189.50
0.618 2,185.75
HIGH 2,180.00
0.618 2,176.25
0.500 2,175.25
0.382 2,174.25
LOW 2,170.50
0.618 2,164.75
1.000 2,161.00
1.618 2,155.25
2.618 2,145.75
4.250 2,130.00
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 2,177.00 2,175.00
PP 2,176.25 2,171.75
S1 2,175.25 2,168.50

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

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