E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 2,136.00 2,137.00 1.00 0.0% 2,126.25
High 2,138.50 2,149.00 10.50 0.5% 2,144.50
Low 2,123.25 2,134.75 11.50 0.5% 2,116.75
Close 2,134.75 2,144.25 9.50 0.4% 2,134.75
Range 15.25 14.25 -1.00 -6.6% 27.75
ATR 20.43 19.99 -0.44 -2.2% 0.00
Volume 1,409,837 1,010,790 -399,047 -28.3% 6,360,673
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,185.50 2,179.00 2,152.00
R3 2,171.25 2,164.75 2,148.25
R2 2,157.00 2,157.00 2,146.75
R1 2,150.50 2,150.50 2,145.50 2,153.75
PP 2,142.75 2,142.75 2,142.75 2,144.25
S1 2,136.25 2,136.25 2,143.00 2,139.50
S2 2,128.50 2,128.50 2,141.75
S3 2,114.25 2,122.00 2,140.25
S4 2,100.00 2,107.75 2,136.50
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,215.25 2,202.75 2,150.00
R3 2,187.50 2,175.00 2,142.50
R2 2,159.75 2,159.75 2,139.75
R1 2,147.25 2,147.25 2,137.25 2,153.50
PP 2,132.00 2,132.00 2,132.00 2,135.00
S1 2,119.50 2,119.50 2,132.25 2,125.75
S2 2,104.25 2,104.25 2,129.75
S3 2,076.50 2,091.75 2,127.00
S4 2,048.75 2,064.00 2,119.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,149.00 2,120.25 28.75 1.3% 16.50 0.8% 83% True False 1,223,903
10 2,160.75 2,107.75 53.00 2.5% 19.50 0.9% 69% False False 1,513,452
20 2,168.25 2,107.75 60.50 2.8% 20.50 1.0% 60% False False 1,593,146
40 2,182.75 2,100.25 82.50 3.8% 22.00 1.0% 53% False False 1,481,538
60 2,184.25 2,100.25 84.00 3.9% 19.25 0.9% 52% False False 989,626
80 2,184.25 2,057.50 126.75 5.9% 19.00 0.9% 68% False False 743,087
100 2,184.25 1,972.25 212.00 9.9% 21.25 1.0% 81% False False 594,891
120 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 81% False False 495,820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.93
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,209.50
2.618 2,186.25
1.618 2,172.00
1.000 2,163.25
0.618 2,157.75
HIGH 2,149.00
0.618 2,143.50
0.500 2,142.00
0.382 2,140.25
LOW 2,134.75
0.618 2,126.00
1.000 2,120.50
1.618 2,111.75
2.618 2,097.50
4.250 2,074.25
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 2,143.50 2,141.50
PP 2,142.75 2,138.75
S1 2,142.00 2,136.00

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

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