E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 2,170.25 2,115.25 -55.00 -2.5% 2,172.25
High 2,171.75 2,156.00 -15.75 -0.7% 2,182.75
Low 2,113.25 2,100.25 -13.00 -0.6% 2,113.25
Close 2,116.00 2,152.00 36.00 1.7% 2,116.00
Range 58.50 55.75 -2.75 -4.7% 69.50
ATR 18.44 21.11 2.66 14.4% 0.00
Volume 2,818,480 3,327,280 508,800 18.1% 3,991,285
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,303.25 2,283.50 2,182.75
R3 2,247.50 2,227.75 2,167.25
R2 2,191.75 2,191.75 2,162.25
R1 2,172.00 2,172.00 2,157.00 2,182.00
PP 2,136.00 2,136.00 2,136.00 2,141.00
S1 2,116.25 2,116.25 2,147.00 2,126.00
S2 2,080.25 2,080.25 2,141.75
S3 2,024.50 2,060.50 2,136.75
S4 1,968.75 2,004.75 2,121.25
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 2,100.25 82.50 3.8% 30.00 1.4% 63% False True 1,463,713
10 2,182.75 2,100.25 82.50 3.8% 23.75 1.1% 63% False True 744,641
20 2,184.25 2,100.25 84.00 3.9% 18.75 0.9% 62% False True 376,126
40 2,184.25 2,100.25 84.00 3.9% 16.50 0.8% 62% False True 190,060
60 2,184.25 1,972.25 212.00 9.9% 21.50 1.0% 85% False False 127,792
80 2,184.25 1,972.25 212.00 9.9% 20.50 1.0% 85% False False 95,965
100 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 85% False False 76,892
120 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 85% False False 64,109
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,393.00
2.618 2,302.00
1.618 2,246.25
1.000 2,211.75
0.618 2,190.50
HIGH 2,156.00
0.618 2,134.75
0.500 2,128.00
0.382 2,121.50
LOW 2,100.25
0.618 2,065.75
1.000 2,044.50
1.618 2,010.00
2.618 1,954.25
4.250 1,863.25
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 2,144.00 2,148.50
PP 2,136.00 2,145.00
S1 2,128.00 2,141.50

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

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