E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 2,131.50 2,137.50 6.00 0.3% 2,152.00
High 2,142.50 2,144.50 2.00 0.1% 2,163.50
Low 2,126.50 2,126.75 0.25 0.0% 2,107.75
Close 2,138.00 2,137.00 -1.00 0.0% 2,127.00
Range 16.00 17.75 1.75 10.9% 55.75
ATR 21.07 20.83 -0.24 -1.1% 0.00
Volume 948,475 1,611,098 662,623 69.9% 8,715,929
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,189.25 2,181.00 2,146.75
R3 2,171.50 2,163.25 2,142.00
R2 2,153.75 2,153.75 2,140.25
R1 2,145.50 2,145.50 2,138.75 2,140.75
PP 2,136.00 2,136.00 2,136.00 2,133.75
S1 2,127.75 2,127.75 2,135.25 2,123.00
S2 2,118.25 2,118.25 2,133.75
S3 2,100.50 2,110.00 2,132.00
S4 2,082.75 2,092.25 2,127.25
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 2,144.50 2,116.75 27.75 1.3% 17.50 0.8% 73% True False 1,358,398
10 2,163.50 2,107.75 55.75 2.6% 20.50 1.0% 52% False False 1,562,479
20 2,169.50 2,107.75 61.75 2.9% 20.75 1.0% 47% False False 1,624,668
40 2,182.75 2,100.25 82.50 3.9% 22.25 1.0% 45% False False 1,421,733
60 2,184.25 2,100.25 84.00 3.9% 19.25 0.9% 44% False False 949,433
80 2,184.25 2,014.50 169.75 7.9% 19.75 0.9% 72% False False 712,916
100 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 78% False False 570,693
120 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 78% False False 475,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,220.00
2.618 2,191.00
1.618 2,173.25
1.000 2,162.25
0.618 2,155.50
HIGH 2,144.50
0.618 2,137.75
0.500 2,135.50
0.382 2,133.50
LOW 2,126.75
0.618 2,115.75
1.000 2,109.00
1.618 2,098.00
2.618 2,080.25
4.250 2,051.25
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 2,136.50 2,135.50
PP 2,136.00 2,134.00
S1 2,135.50 2,132.50

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

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