E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 2,178.00 2,170.25 -7.75 -0.4% 2,172.25
High 2,182.75 2,171.75 -11.00 -0.5% 2,182.75
Low 2,169.25 2,113.25 -56.00 -2.6% 2,113.25
Close 2,171.00 2,116.00 -55.00 -2.5% 2,116.00
Range 13.50 58.50 45.00 333.3% 69.50
ATR 15.36 18.44 3.08 20.1% 0.00
Volume 866,144 2,818,480 1,952,336 225.4% 3,991,285
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,309.25 2,271.00 2,148.25
R3 2,250.75 2,212.50 2,132.00
R2 2,192.25 2,192.25 2,126.75
R1 2,154.00 2,154.00 2,121.25 2,144.00
PP 2,133.75 2,133.75 2,133.75 2,128.50
S1 2,095.50 2,095.50 2,110.75 2,085.50
S2 2,075.25 2,075.25 2,105.25
S3 2,016.75 2,037.00 2,100.00
S4 1,958.25 1,978.50 2,083.75
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,345.75 2,300.50 2,154.25
R3 2,276.25 2,231.00 2,135.00
R2 2,206.75 2,206.75 2,128.75
R1 2,161.50 2,161.50 2,122.25 2,149.50
PP 2,137.25 2,137.25 2,137.25 2,131.25
S1 2,092.00 2,092.00 2,109.75 2,080.00
S2 2,067.75 2,067.75 2,103.25
S3 1,998.25 2,022.50 2,097.00
S4 1,928.75 1,953.00 2,077.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,182.75 2,113.25 69.50 3.3% 22.75 1.1% 4% False True 804,849
10 2,182.75 2,113.25 69.50 3.3% 21.00 1.0% 4% False True 413,745
20 2,184.25 2,113.25 71.00 3.4% 16.25 0.8% 4% False True 209,851
40 2,184.25 2,113.25 71.00 3.4% 15.50 0.7% 4% False True 106,934
60 2,184.25 1,972.25 212.00 10.0% 21.00 1.0% 68% False False 72,360
80 2,184.25 1,972.25 212.00 10.0% 20.25 1.0% 68% False False 54,380
100 2,184.25 1,972.25 212.00 10.0% 20.75 1.0% 68% False False 43,621
120 2,184.25 1,972.25 212.00 10.0% 20.75 1.0% 68% False False 36,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.18
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 2,420.50
2.618 2,325.00
1.618 2,266.50
1.000 2,230.25
0.618 2,208.00
HIGH 2,171.75
0.618 2,149.50
0.500 2,142.50
0.382 2,135.50
LOW 2,113.25
0.618 2,077.00
1.000 2,054.75
1.618 2,018.50
2.618 1,960.00
4.250 1,864.50
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 2,142.50 2,148.00
PP 2,133.75 2,137.25
S1 2,124.75 2,126.75

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

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