E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 2,259.50 2,256.00 -3.50 -0.2% 2,255.25
High 2,264.00 2,263.75 -0.25 0.0% 2,273.00
Low 2,249.50 2,254.00 4.50 0.2% 2,243.00
Close 2,255.25 2,260.00 4.75 0.2% 2,255.25
Range 14.50 9.75 -4.75 -32.8% 30.00
ATR 20.69 19.91 -0.78 -3.8% 0.00
Volume 1,415,262 928,690 -486,572 -34.4% 9,957,921
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,288.50 2,284.00 2,265.25
R3 2,278.75 2,274.25 2,262.75
R2 2,269.00 2,269.00 2,261.75
R1 2,264.50 2,264.50 2,261.00 2,266.75
PP 2,259.25 2,259.25 2,259.25 2,260.50
S1 2,254.75 2,254.75 2,259.00 2,257.00
S2 2,249.50 2,249.50 2,258.25
S3 2,239.75 2,245.00 2,257.25
S4 2,230.00 2,235.25 2,254.75
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,347.00 2,331.25 2,271.75
R3 2,317.00 2,301.25 2,263.50
R2 2,287.00 2,287.00 2,260.75
R1 2,271.25 2,271.25 2,258.00 2,270.25
PP 2,257.00 2,257.00 2,257.00 2,256.50
S1 2,241.25 2,241.25 2,252.50 2,240.25
S2 2,227.00 2,227.00 2,249.75
S3 2,197.00 2,211.25 2,247.00
S4 2,167.00 2,181.25 2,238.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,273.00 2,243.00 30.00 1.3% 20.00 0.9% 57% False False 1,782,704
10 2,273.00 2,195.00 78.00 3.5% 19.75 0.9% 83% False False 1,372,721
20 2,273.00 2,174.00 99.00 4.4% 17.50 0.8% 87% False False 695,321
40 2,273.00 2,023.00 250.00 11.1% 21.75 1.0% 95% False False 350,561
60 2,273.00 2,023.00 250.00 11.1% 21.25 0.9% 95% False False 234,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 2,305.25
2.618 2,289.25
1.618 2,279.50
1.000 2,273.50
0.618 2,269.75
HIGH 2,263.75
0.618 2,260.00
0.500 2,259.00
0.382 2,257.75
LOW 2,254.00
0.618 2,248.00
1.000 2,244.25
1.618 2,238.25
2.618 2,228.50
4.250 2,212.50
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 2,259.50 2,259.25
PP 2,259.25 2,258.25
S1 2,259.00 2,257.50

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

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