E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 2,179.00 2,199.75 20.75 1.0% 2,203.25
High 2,203.75 2,206.50 2.75 0.1% 2,208.25
Low 2,174.25 2,195.00 20.75 1.0% 2,179.25
Close 2,199.00 2,204.75 5.75 0.3% 2,186.75
Range 29.50 11.50 -18.00 -61.0% 29.00
ATR 20.55 19.90 -0.65 -3.1% 0.00
Volume 53,305 104,960 51,655 96.9% 93,180
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,236.50 2,232.25 2,211.00
R3 2,225.00 2,220.75 2,208.00
R2 2,213.50 2,213.50 2,206.75
R1 2,209.25 2,209.25 2,205.75 2,211.50
PP 2,202.00 2,202.00 2,202.00 2,203.25
S1 2,197.75 2,197.75 2,203.75 2,200.00
S2 2,190.50 2,190.50 2,202.75
S3 2,179.00 2,186.25 2,201.50
S4 2,167.50 2,174.75 2,198.50
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,278.50 2,261.50 2,202.75
R3 2,249.50 2,232.50 2,194.75
R2 2,220.50 2,220.50 2,192.00
R1 2,203.50 2,203.50 2,189.50 2,197.50
PP 2,191.50 2,191.50 2,191.50 2,188.50
S1 2,174.50 2,174.50 2,184.00 2,168.50
S2 2,162.50 2,162.50 2,181.50
S3 2,133.50 2,145.50 2,178.75
S4 2,104.50 2,116.50 2,170.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,208.25 2,174.25 34.00 1.5% 17.25 0.8% 90% False False 43,897
10 2,208.25 2,174.25 34.00 1.5% 14.50 0.7% 90% False False 27,821
20 2,208.25 2,023.00 185.25 8.4% 23.00 1.0% 98% False False 18,019
40 2,208.25 2,023.00 185.25 8.4% 21.50 1.0% 98% False False 10,547
60 2,208.25 2,023.00 185.25 8.4% 21.50 1.0% 98% False False 7,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,255.50
2.618 2,236.50
1.618 2,225.00
1.000 2,218.00
0.618 2,213.50
HIGH 2,206.50
0.618 2,202.00
0.500 2,200.75
0.382 2,199.50
LOW 2,195.00
0.618 2,188.00
1.000 2,183.50
1.618 2,176.50
2.618 2,165.00
4.250 2,146.00
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 2,203.50 2,200.00
PP 2,202.00 2,195.25
S1 2,200.75 2,190.50

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

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