E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 2,153.75 2,144.25 -9.50 -0.4% 2,156.25
High 2,159.75 2,158.00 -1.75 -0.1% 2,168.25
Low 2,136.00 2,141.00 5.00 0.2% 2,132.75
Close 2,144.75 2,153.25 8.50 0.4% 2,160.50
Range 23.75 17.00 -6.75 -28.4% 35.50
ATR 22.76 22.35 -0.41 -1.8% 0.00
Volume 2,143,439 1,369,566 -773,873 -36.1% 9,291,911
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,201.75 2,194.50 2,162.50
R3 2,184.75 2,177.50 2,158.00
R2 2,167.75 2,167.75 2,156.25
R1 2,160.50 2,160.50 2,154.75 2,164.00
PP 2,150.75 2,150.75 2,150.75 2,152.50
S1 2,143.50 2,143.50 2,151.75 2,147.00
S2 2,133.75 2,133.75 2,150.25
S3 2,116.75 2,126.50 2,148.50
S4 2,099.75 2,109.50 2,144.00
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 2,260.25 2,246.00 2,180.00
R3 2,224.75 2,210.50 2,170.25
R2 2,189.25 2,189.25 2,167.00
R1 2,175.00 2,175.00 2,163.75 2,182.00
PP 2,153.75 2,153.75 2,153.75 2,157.50
S1 2,139.50 2,139.50 2,157.25 2,146.50
S2 2,118.25 2,118.25 2,154.00
S3 2,082.75 2,104.00 2,150.75
S4 2,047.25 2,068.50 2,141.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,168.25 2,135.75 32.50 1.5% 24.00 1.1% 54% False False 1,843,094
10 2,172.75 2,132.75 40.00 1.9% 22.00 1.0% 51% False False 1,718,333
20 2,182.75 2,100.25 82.50 3.8% 26.25 1.2% 64% False False 1,978,619
40 2,184.25 2,100.25 84.00 3.9% 20.25 0.9% 63% False False 1,002,359
60 2,184.25 2,100.25 84.00 3.9% 18.50 0.9% 63% False False 669,486
80 2,184.25 1,972.25 212.00 9.8% 21.75 1.0% 85% False False 502,885
100 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 85% False False 402,386
120 2,184.25 1,972.25 212.00 9.8% 21.25 1.0% 85% False False 335,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,230.25
2.618 2,202.50
1.618 2,185.50
1.000 2,175.00
0.618 2,168.50
HIGH 2,158.00
0.618 2,151.50
0.500 2,149.50
0.382 2,147.50
LOW 2,141.00
0.618 2,130.50
1.000 2,124.00
1.618 2,113.50
2.618 2,096.50
4.250 2,068.75
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 2,152.00 2,152.25
PP 2,150.75 2,151.00
S1 2,149.50 2,150.00

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

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