E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 2,136.50 2,132.25 -4.25 -0.2% 2,115.25
High 2,137.00 2,146.75 9.75 0.5% 2,156.00
Low 2,123.00 2,127.75 4.75 0.2% 2,100.25
Close 2,132.50 2,133.00 0.50 0.0% 2,132.50
Range 14.00 19.00 5.00 35.7% 55.75
ATR 22.86 22.58 -0.28 -1.2% 0.00
Volume 2,064,530 1,527,880 -536,650 -26.0% 13,963,713
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,192.75 2,182.00 2,143.50
R3 2,173.75 2,163.00 2,138.25
R2 2,154.75 2,154.75 2,136.50
R1 2,144.00 2,144.00 2,134.75 2,149.50
PP 2,135.75 2,135.75 2,135.75 2,138.50
S1 2,125.00 2,125.00 2,131.25 2,130.50
S2 2,116.75 2,116.75 2,129.50
S3 2,097.75 2,106.00 2,127.75
S4 2,078.75 2,087.00 2,122.50
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,296.75 2,270.50 2,163.25
R3 2,241.00 2,214.75 2,147.75
R2 2,185.25 2,185.25 2,142.75
R1 2,159.00 2,159.00 2,137.50 2,172.00
PP 2,129.50 2,129.50 2,129.50 2,136.25
S1 2,103.25 2,103.25 2,127.50 2,116.50
S2 2,073.75 2,073.75 2,122.25
S3 2,018.00 2,047.50 2,117.25
S4 1,962.25 1,991.75 2,101.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,150.75 2,107.75 43.00 2.0% 26.25 1.2% 59% False False 2,432,862
10 2,182.75 2,100.25 82.50 3.9% 28.00 1.3% 40% False False 1,948,287
20 2,184.25 2,100.25 84.00 3.9% 22.50 1.0% 39% False False 982,957
40 2,184.25 2,100.25 84.00 3.9% 18.00 0.8% 39% False False 493,882
60 2,184.25 1,972.25 212.00 9.9% 22.00 1.0% 76% False False 330,343
80 2,184.25 1,972.25 212.00 9.9% 20.75 1.0% 76% False False 248,000
100 2,184.25 1,972.25 212.00 9.9% 21.50 1.0% 76% False False 198,506
120 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 76% False False 165,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,227.50
2.618 2,196.50
1.618 2,177.50
1.000 2,165.75
0.618 2,158.50
HIGH 2,146.75
0.618 2,139.50
0.500 2,137.25
0.382 2,135.00
LOW 2,127.75
0.618 2,116.00
1.000 2,108.75
1.618 2,097.00
2.618 2,078.00
4.250 2,047.00
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 2,137.25 2,131.00
PP 2,135.75 2,129.25
S1 2,134.50 2,127.25

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

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