E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 2,126.25 2,126.25 0.00 0.0% 2,152.00
High 2,143.25 2,130.00 -13.25 -0.6% 2,163.50
Low 2,122.25 2,116.75 -5.50 -0.3% 2,107.75
Close 2,127.00 2,123.00 -4.00 -0.2% 2,127.00
Range 21.00 13.25 -7.75 -36.9% 55.75
ATR 22.25 21.61 -0.64 -2.9% 0.00
Volume 1,841,156 1,251,946 -589,210 -32.0% 8,715,929
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,163.00 2,156.25 2,130.25
R3 2,149.75 2,143.00 2,126.75
R2 2,136.50 2,136.50 2,125.50
R1 2,129.75 2,129.75 2,124.25 2,126.50
PP 2,123.25 2,123.25 2,123.25 2,121.50
S1 2,116.50 2,116.50 2,121.75 2,113.25
S2 2,110.00 2,110.00 2,120.50
S3 2,096.75 2,103.25 2,119.25
S4 2,083.50 2,090.00 2,115.75
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,300.00 2,269.25 2,157.75
R3 2,244.25 2,213.50 2,142.25
R2 2,188.50 2,188.50 2,137.25
R1 2,157.75 2,157.75 2,132.00 2,145.25
PP 2,132.75 2,132.75 2,132.75 2,126.50
S1 2,102.00 2,102.00 2,122.00 2,089.50
S2 2,077.00 2,077.00 2,116.75
S3 2,021.25 2,046.25 2,111.75
S4 1,965.50 1,990.50 2,096.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,160.75 2,107.75 53.00 2.5% 22.50 1.1% 29% False False 1,803,001
10 2,163.50 2,107.75 55.75 2.6% 20.50 1.0% 27% False False 1,664,814
20 2,172.75 2,107.75 65.00 3.1% 21.50 1.0% 23% False False 1,676,565
40 2,184.25 2,100.25 84.00 4.0% 22.00 1.0% 27% False False 1,329,761
60 2,184.25 2,100.25 84.00 4.0% 19.25 0.9% 27% False False 888,109
80 2,184.25 1,972.25 212.00 10.0% 21.75 1.0% 71% False False 666,898
100 2,184.25 1,972.25 212.00 10.0% 21.00 1.0% 71% False False 533,713
120 2,184.25 1,972.25 212.00 10.0% 21.50 1.0% 71% False False 444,849
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 4.33
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 2,186.25
2.618 2,164.75
1.618 2,151.50
1.000 2,143.25
0.618 2,138.25
HIGH 2,130.00
0.618 2,125.00
0.500 2,123.50
0.382 2,121.75
LOW 2,116.75
0.618 2,108.50
1.000 2,103.50
1.618 2,095.25
2.618 2,082.00
4.250 2,060.50
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 2,123.50 2,125.50
PP 2,123.25 2,124.75
S1 2,123.00 2,123.75

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

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