E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 2,129.00 2,138.00 9.00 0.4% 2,120.00
High 2,143.25 2,166.75 23.50 1.1% 2,130.50
Low 2,119.00 2,028.50 -90.50 -4.3% 2,078.75
Close 2,135.50 2,160.25 24.75 1.2% 2,080.00
Range 24.25 138.25 114.00 470.1% 51.75
ATR 22.49 30.76 8.27 36.8% 0.00
Volume 1,751,369 5,280,237 3,528,868 201.5% 9,516,989
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,533.25 2,485.00 2,236.25
R3 2,395.00 2,346.75 2,198.25
R2 2,256.75 2,256.75 2,185.50
R1 2,208.50 2,208.50 2,173.00 2,232.50
PP 2,118.50 2,118.50 2,118.50 2,130.50
S1 2,070.25 2,070.25 2,147.50 2,094.50
S2 1,980.25 1,980.25 2,135.00
S3 1,842.00 1,932.00 2,122.25
S4 1,703.75 1,793.75 2,084.25
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,251.75 2,217.50 2,108.50
R3 2,200.00 2,165.75 2,094.25
R2 2,148.25 2,148.25 2,089.50
R1 2,114.00 2,114.00 2,084.75 2,105.25
PP 2,096.50 2,096.50 2,096.50 2,092.00
S1 2,062.25 2,062.25 2,075.25 2,053.50
S2 2,044.75 2,044.75 2,070.50
S3 1,993.00 2,010.50 2,065.75
S4 1,941.25 1,958.75 2,051.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,166.75 2,028.50 138.25 6.4% 45.00 2.1% 95% True True 2,533,595
10 2,166.75 2,028.50 138.25 6.4% 34.25 1.6% 95% True True 2,249,688
20 2,166.75 2,028.50 138.25 6.4% 25.75 1.2% 95% True True 1,832,564
40 2,172.75 2,028.50 144.25 6.7% 23.75 1.1% 91% False True 1,769,701
60 2,184.25 2,028.50 155.75 7.2% 22.75 1.1% 85% False True 1,409,530
80 2,184.25 2,028.50 155.75 7.2% 20.75 1.0% 85% False True 1,058,231
100 2,184.25 1,972.25 212.00 9.8% 22.50 1.0% 89% False False 847,210
120 2,184.25 1,972.25 212.00 9.8% 21.75 1.0% 89% False False 706,128
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 False
Bear Hook False
Bull Hook False
Stretch 8.93
Widest range in 178 trading days
Fibonacci Retracements and Extensions
4.250 2,754.25
2.618 2,528.75
1.618 2,390.50
1.000 2,305.00
0.618 2,252.25
HIGH 2,166.75
0.618 2,114.00
0.500 2,097.50
0.382 2,081.25
LOW 2,028.50
0.618 1,943.00
1.000 1,890.25
1.618 1,804.75
2.618 1,666.50
4.250 1,441.00
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 2,139.50 2,139.50
PP 2,118.50 2,118.50
S1 2,097.50 2,097.50

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

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