E-mini S&P 500 Future December 2016


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 2,179.50 2,193.25 13.75 0.6% 2,164.50
High 2,196.50 2,203.00 6.50 0.3% 2,187.50
Low 2,178.50 2,191.75 13.25 0.6% 2,152.25
Close 2,193.00 2,200.25 7.25 0.3% 2,180.75
Range 18.00 11.25 -6.75 -37.5% 35.25
ATR 25.42 24.41 -1.01 -4.0% 0.00
Volume 1,233,201 1,257,560 24,359 2.0% 7,217,882
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,232.00 2,227.50 2,206.50
R3 2,220.75 2,216.25 2,203.25
R2 2,209.50 2,209.50 2,202.25
R1 2,205.00 2,205.00 2,201.25 2,207.25
PP 2,198.25 2,198.25 2,198.25 2,199.50
S1 2,193.75 2,193.75 2,199.25 2,196.00
S2 2,187.00 2,187.00 2,198.25
S3 2,175.75 2,182.50 2,197.25
S4 2,164.50 2,171.25 2,194.00
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,279.25 2,265.25 2,200.25
R3 2,244.00 2,230.00 2,190.50
R2 2,208.75 2,208.75 2,187.25
R1 2,194.75 2,194.75 2,184.00 2,201.75
PP 2,173.50 2,173.50 2,173.50 2,177.00
S1 2,159.50 2,159.50 2,177.50 2,166.50
S2 2,138.25 2,138.25 2,174.25
S3 2,103.00 2,124.25 2,171.00
S4 2,067.75 2,089.00 2,161.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,203.00 2,168.75 34.25 1.6% 14.00 0.6% 92% True False 1,289,943
10 2,203.00 2,028.50 174.50 7.9% 30.75 1.4% 98% True False 2,000,520
20 2,203.00 2,028.50 174.50 7.9% 26.25 1.2% 98% True False 1,938,514
40 2,203.00 2,028.50 174.50 7.9% 23.25 1.1% 98% True False 1,754,291
60 2,203.00 2,028.50 174.50 7.9% 23.50 1.1% 98% True False 1,653,496
80 2,203.00 2,028.50 174.50 7.9% 21.00 1.0% 98% True False 1,241,768
100 2,203.00 2,028.50 174.50 7.9% 20.50 0.9% 98% True False 994,126
120 2,203.00 1,972.25 230.75 10.5% 22.00 1.0% 99% True False 828,810
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,250.75
2.618 2,232.50
1.618 2,221.25
1.000 2,214.25
0.618 2,210.00
HIGH 2,203.00
0.618 2,198.75
0.500 2,197.50
0.382 2,196.00
LOW 2,191.75
0.618 2,184.75
1.000 2,180.50
1.618 2,173.50
2.618 2,162.25
4.250 2,144.00
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 2,199.25 2,196.75
PP 2,198.25 2,193.25
S1 2,197.50 2,189.75

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

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