E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 2,152.00 2,162.25 10.25 0.5% 2,132.25
High 2,165.25 2,167.00 1.75 0.1% 2,172.75
Low 2,144.00 2,137.25 -6.75 -0.3% 2,126.25
Close 2,163.25 2,148.50 -14.75 -0.7% 2,158.00
Range 21.25 29.75 8.50 40.0% 46.50
ATR 21.81 22.38 0.57 2.6% 0.00
Volume 1,733,016 2,306,654 573,638 33.1% 7,713,004
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,240.25 2,224.00 2,164.75
R3 2,210.50 2,194.25 2,156.75
R2 2,180.75 2,180.75 2,154.00
R1 2,164.50 2,164.50 2,151.25 2,157.75
PP 2,151.00 2,151.00 2,151.00 2,147.50
S1 2,134.75 2,134.75 2,145.75 2,128.00
S2 2,121.25 2,121.25 2,143.00
S3 2,091.50 2,105.00 2,140.25
S4 2,061.75 2,075.25 2,132.25
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,291.75 2,271.50 2,183.50
R3 2,245.25 2,225.00 2,170.75
R2 2,198.75 2,198.75 2,166.50
R1 2,178.50 2,178.50 2,162.25 2,188.50
PP 2,152.25 2,152.25 2,152.25 2,157.50
S1 2,132.00 2,132.00 2,153.75 2,142.00
S2 2,105.75 2,105.75 2,149.50
S3 2,059.25 2,085.50 2,145.25
S4 2,012.75 2,039.00 2,132.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,169.50 2,132.75 36.75 1.7% 21.75 1.0% 43% False False 1,750,104
10 2,172.75 2,123.00 49.75 2.3% 20.75 1.0% 51% False False 1,707,975
20 2,182.75 2,100.25 82.50 3.8% 24.75 1.2% 58% False False 1,651,576
40 2,184.25 2,100.25 84.00 3.9% 19.00 0.9% 57% False False 829,911
60 2,184.25 2,073.25 111.00 5.2% 18.50 0.9% 68% False False 554,562
80 2,184.25 1,972.25 212.00 9.9% 21.50 1.0% 83% False False 416,548
100 2,184.25 1,972.25 212.00 9.9% 21.50 1.0% 83% False False 333,312
120 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 83% False False 277,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,293.50
2.618 2,245.00
1.618 2,215.25
1.000 2,196.75
0.618 2,185.50
HIGH 2,167.00
0.618 2,155.75
0.500 2,152.00
0.382 2,148.50
LOW 2,137.25
0.618 2,118.75
1.000 2,107.50
1.618 2,089.00
2.618 2,059.25
4.250 2,010.75
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 2,152.00 2,150.00
PP 2,151.00 2,149.50
S1 2,149.75 2,149.00

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

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