E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 2,135.25 2,133.75 -1.50 -0.1% 2,126.25
High 2,140.00 2,143.75 3.75 0.2% 2,144.50
Low 2,124.75 2,122.50 -2.25 -0.1% 2,116.75
Close 2,134.00 2,123.50 -10.50 -0.5% 2,134.75
Range 15.25 21.25 6.00 39.3% 27.75
ATR 19.29 19.43 0.14 0.7% 0.00
Volume 1,548,442 1,795,356 246,914 15.9% 6,360,673
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 2,193.75 2,179.75 2,135.25
R3 2,172.50 2,158.50 2,129.25
R2 2,151.25 2,151.25 2,127.50
R1 2,137.25 2,137.25 2,125.50 2,133.50
PP 2,130.00 2,130.00 2,130.00 2,128.00
S1 2,116.00 2,116.00 2,121.50 2,112.50
S2 2,108.75 2,108.75 2,119.50
S3 2,087.50 2,094.75 2,117.75
S4 2,066.25 2,073.50 2,111.75
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 2,122.50 27.25 1.3% 16.00 0.8% 4% False True 1,392,527
10 2,149.75 2,116.75 33.00 1.6% 16.75 0.8% 20% False False 1,375,462
20 2,168.25 2,107.75 60.50 2.8% 19.50 0.9% 26% False False 1,535,274
40 2,182.75 2,100.25 82.50 3.9% 22.25 1.0% 28% False False 1,593,425
60 2,184.25 2,100.25 84.00 4.0% 19.25 0.9% 28% False False 1,065,032
80 2,184.25 2,073.25 111.00 5.2% 18.75 0.9% 45% False False 799,740
100 2,184.25 1,972.25 212.00 10.0% 21.25 1.0% 71% False False 640,293
120 2,184.25 1,972.25 212.00 10.0% 21.00 1.0% 71% False False 533,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.65
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,234.00
2.618 2,199.50
1.618 2,178.25
1.000 2,165.00
0.618 2,157.00
HIGH 2,143.75
0.618 2,135.75
0.500 2,133.00
0.382 2,130.50
LOW 2,122.50
0.618 2,109.25
1.000 2,101.25
1.618 2,088.00
2.618 2,066.75
4.250 2,032.25
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 2,133.00 2,136.00
PP 2,130.00 2,132.00
S1 2,126.75 2,127.75

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

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