E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 2,203.25 2,195.25 -8.00 -0.4% 2,175.00
High 2,204.25 2,204.25 0.00 0.0% 2,206.25
Low 2,193.50 2,191.50 -2.00 -0.1% 2,174.00
Close 2,195.75 2,198.75 3.00 0.1% 2,206.25
Range 10.75 12.75 2.00 18.6% 32.25
ATR 21.69 21.05 -0.64 -2.9% 0.00
Volume 11,355 20,603 9,248 81.4% 32,731
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,236.50 2,230.25 2,205.75
R3 2,223.75 2,217.50 2,202.25
R2 2,211.00 2,211.00 2,201.00
R1 2,204.75 2,204.75 2,200.00 2,208.00
PP 2,198.25 2,198.25 2,198.25 2,199.75
S1 2,192.00 2,192.00 2,197.50 2,195.00
S2 2,185.50 2,185.50 2,196.50
S3 2,172.75 2,179.25 2,195.25
S4 2,160.00 2,166.50 2,191.75
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,292.25 2,281.50 2,224.00
R3 2,260.00 2,249.25 2,215.00
R2 2,227.75 2,227.75 2,212.25
R1 2,217.00 2,217.00 2,209.25 2,222.50
PP 2,195.50 2,195.50 2,195.50 2,198.25
S1 2,184.75 2,184.75 2,203.25 2,190.00
S2 2,163.25 2,163.25 2,200.25
S3 2,131.00 2,152.50 2,197.50
S4 2,098.75 2,120.25 2,188.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,206.25 2,186.75 19.50 0.9% 11.75 0.5% 62% False False 11,745
10 2,206.25 2,154.00 52.25 2.4% 13.75 0.6% 86% False False 9,610
20 2,206.25 2,023.00 183.25 8.3% 24.75 1.1% 96% False False 8,165
40 2,206.25 2,023.00 183.25 8.3% 21.50 1.0% 96% False False 5,373
60 2,206.25 2,023.00 183.25 8.3% 22.50 1.0% 96% False False 4,074
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,258.50
2.618 2,237.75
1.618 2,225.00
1.000 2,217.00
0.618 2,212.25
HIGH 2,204.25
0.618 2,199.50
0.500 2,198.00
0.382 2,196.25
LOW 2,191.50
0.618 2,183.50
1.000 2,178.75
1.618 2,170.75
2.618 2,158.00
4.250 2,137.25
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 2,198.50 2,199.00
PP 2,198.25 2,198.75
S1 2,198.00 2,198.75

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

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