E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 2,133.75 2,130.00 -3.75 -0.2% 2,115.25
High 2,143.50 2,157.50 14.00 0.7% 2,156.00
Low 2,129.00 2,126.25 -2.75 -0.1% 2,100.25
Close 2,131.00 2,156.25 25.25 1.2% 2,132.50
Range 14.50 31.25 16.75 115.5% 55.75
ATR 22.01 22.67 0.66 3.0% 0.00
Volume 1,385,876 1,826,950 441,074 31.8% 13,963,713
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,240.50 2,229.50 2,173.50
R3 2,209.25 2,198.25 2,164.75
R2 2,178.00 2,178.00 2,162.00
R1 2,167.00 2,167.00 2,159.00 2,172.50
PP 2,146.75 2,146.75 2,146.75 2,149.50
S1 2,135.75 2,135.75 2,153.50 2,141.25
S2 2,115.50 2,115.50 2,150.50
S3 2,084.25 2,104.50 2,147.75
S4 2,053.00 2,073.25 2,139.00
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 2,157.50 2,107.75 49.75 2.3% 23.00 1.1% 97% True False 1,821,306
10 2,182.75 2,100.25 82.50 3.8% 30.50 1.4% 68% False False 2,238,904
20 2,182.75 2,100.25 82.50 3.8% 23.50 1.1% 68% False False 1,142,934
40 2,184.25 2,100.25 84.00 3.9% 18.50 0.9% 67% False False 573,894
60 2,184.25 1,974.25 210.00 9.7% 20.00 0.9% 87% False False 383,643
80 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 87% False False 288,152
100 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 87% False False 230,618
120 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 87% False False 192,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,290.25
2.618 2,239.25
1.618 2,208.00
1.000 2,188.75
0.618 2,176.75
HIGH 2,157.50
0.618 2,145.50
0.500 2,142.00
0.382 2,138.25
LOW 2,126.25
0.618 2,107.00
1.000 2,095.00
1.618 2,075.75
2.618 2,044.50
4.250 1,993.50
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 2,151.50 2,151.50
PP 2,146.75 2,146.75
S1 2,142.00 2,142.00

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

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