E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 2,152.00 2,159.50 7.50 0.3% 2,158.75
High 2,163.50 2,160.75 -2.75 -0.1% 2,164.00
Low 2,148.50 2,121.75 -26.75 -1.2% 2,136.00
Close 2,159.00 2,134.50 -24.50 -1.1% 2,146.50
Range 15.00 39.00 24.00 160.0% 28.00
ATR 21.53 22.78 1.25 5.8% 0.00
Volume 952,867 2,243,746 1,290,879 135.5% 8,086,395
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,256.00 2,234.25 2,156.00
R3 2,217.00 2,195.25 2,145.25
R2 2,178.00 2,178.00 2,141.75
R1 2,156.25 2,156.25 2,138.00 2,147.50
PP 2,139.00 2,139.00 2,139.00 2,134.75
S1 2,117.25 2,117.25 2,131.00 2,108.50
S2 2,100.00 2,100.00 2,127.25
S3 2,061.00 2,078.25 2,123.75
S4 2,022.00 2,039.25 2,113.00
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,232.75 2,217.75 2,162.00
R3 2,204.75 2,189.75 2,154.25
R2 2,176.75 2,176.75 2,151.75
R1 2,161.75 2,161.75 2,149.00 2,155.25
PP 2,148.75 2,148.75 2,148.75 2,145.50
S1 2,133.75 2,133.75 2,144.00 2,127.25
S2 2,120.75 2,120.75 2,141.25
S3 2,092.75 2,105.75 2,138.75
S4 2,064.75 2,077.75 2,131.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,163.50 2,121.75 41.75 2.0% 21.75 1.0% 31% False True 1,546,688
10 2,168.25 2,121.75 46.50 2.2% 23.25 1.1% 27% False True 1,731,236
20 2,172.75 2,107.75 65.00 3.0% 22.50 1.1% 41% False False 1,759,994
40 2,184.25 2,100.25 84.00 3.9% 21.25 1.0% 41% False False 1,161,044
60 2,184.25 2,100.25 84.00 3.9% 19.00 0.9% 41% False False 775,424
80 2,184.25 1,972.25 212.00 9.9% 22.00 1.0% 77% False False 582,376
100 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 77% False False 466,012
120 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 77% False False 388,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.23
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,326.50
2.618 2,262.75
1.618 2,223.75
1.000 2,199.75
0.618 2,184.75
HIGH 2,160.75
0.618 2,145.75
0.500 2,141.25
0.382 2,136.75
LOW 2,121.75
0.618 2,097.75
1.000 2,082.75
1.618 2,058.75
2.618 2,019.75
4.250 1,956.00
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 2,141.25 2,142.50
PP 2,139.00 2,140.00
S1 2,136.75 2,137.25

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

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