E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 2,137.00 2,144.75 7.75 0.4% 2,126.25
High 2,149.00 2,149.75 0.75 0.0% 2,144.50
Low 2,134.75 2,135.25 0.50 0.0% 2,116.75
Close 2,144.25 2,138.00 -6.25 -0.3% 2,134.75
Range 14.25 14.50 0.25 1.8% 27.75
ATR 19.99 19.60 -0.39 -2.0% 0.00
Volume 1,010,790 1,198,210 187,420 18.5% 6,360,673
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,184.50 2,175.75 2,146.00
R3 2,170.00 2,161.25 2,142.00
R2 2,155.50 2,155.50 2,140.75
R1 2,146.75 2,146.75 2,139.25 2,144.00
PP 2,141.00 2,141.00 2,141.00 2,139.50
S1 2,132.25 2,132.25 2,136.75 2,129.50
S2 2,126.50 2,126.50 2,135.25
S3 2,112.00 2,117.75 2,134.00
S4 2,097.50 2,103.25 2,130.00
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 2,149.75 2,123.25 26.50 1.2% 15.50 0.7% 56% True False 1,235,682
10 2,149.75 2,107.75 42.00 2.0% 17.00 0.8% 72% True False 1,408,898
20 2,168.25 2,107.75 60.50 2.8% 20.25 0.9% 50% False False 1,570,067
40 2,182.75 2,100.25 82.50 3.9% 22.00 1.0% 46% False False 1,510,986
60 2,184.25 2,100.25 84.00 3.9% 19.25 0.9% 45% False False 1,009,519
80 2,184.25 2,057.50 126.75 5.9% 19.00 0.9% 64% False False 758,029
100 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 78% False False 606,869
120 2,184.25 1,972.25 212.00 9.9% 21.00 1.0% 78% False False 505,800
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,211.50
2.618 2,187.75
1.618 2,173.25
1.000 2,164.25
0.618 2,158.75
HIGH 2,149.75
0.618 2,144.25
0.500 2,142.50
0.382 2,140.75
LOW 2,135.25
0.618 2,126.25
1.000 2,120.75
1.618 2,111.75
2.618 2,097.25
4.250 2,073.50
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 2,142.50 2,137.50
PP 2,141.00 2,137.00
S1 2,139.50 2,136.50

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

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