E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 07-Dec-2016
Day Change Summary
Previous Current
06-Dec-2016 07-Dec-2016 Change Change % Previous Week
Open 2,199.75 2,205.75 6.00 0.3% 2,203.25
High 2,206.50 2,235.75 29.25 1.3% 2,208.25
Low 2,195.00 2,201.50 6.50 0.3% 2,179.25
Close 2,204.75 2,231.50 26.75 1.2% 2,186.75
Range 11.50 34.25 22.75 197.8% 29.00
ATR 19.90 20.93 1.02 5.1% 0.00
Volume 104,960 323,152 218,192 207.9% 93,180
Daily Pivots for day following 07-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,325.75 2,312.75 2,250.25
R3 2,291.50 2,278.50 2,241.00
R2 2,257.25 2,257.25 2,237.75
R1 2,244.25 2,244.25 2,234.75 2,250.75
PP 2,223.00 2,223.00 2,223.00 2,226.00
S1 2,210.00 2,210.00 2,228.25 2,216.50
S2 2,188.75 2,188.75 2,225.25
S3 2,154.50 2,175.75 2,222.00
S4 2,120.25 2,141.50 2,212.75
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 2,235.75 2,174.25 61.50 2.8% 21.00 0.9% 93% True False 105,364
10 2,235.75 2,174.25 61.50 2.8% 17.00 0.8% 93% True False 59,261
20 2,235.75 2,023.00 212.75 9.5% 23.50 1.1% 98% True False 33,968
40 2,235.75 2,023.00 212.75 9.5% 21.25 1.0% 98% True False 18,525
60 2,235.75 2,023.00 212.75 9.5% 21.50 1.0% 98% True False 13,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.95
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,381.25
2.618 2,325.50
1.618 2,291.25
1.000 2,270.00
0.618 2,257.00
HIGH 2,235.75
0.618 2,222.75
0.500 2,218.50
0.382 2,214.50
LOW 2,201.50
0.618 2,180.25
1.000 2,167.25
1.618 2,146.00
2.618 2,111.75
4.250 2,056.00
Fisher Pivots for day following 07-Dec-2016
Pivot 1 day 3 day
R1 2,227.25 2,222.75
PP 2,223.00 2,213.75
S1 2,218.50 2,205.00

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

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