E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 2,256.00 2,260.25 4.25 0.2% 2,255.25
High 2,263.75 2,269.50 5.75 0.3% 2,273.00
Low 2,254.00 2,260.00 6.00 0.3% 2,243.00
Close 2,260.00 2,266.50 6.50 0.3% 2,255.25
Range 9.75 9.50 -0.25 -2.6% 30.00
ATR 19.91 19.17 -0.74 -3.7% 0.00
Volume 928,690 814,005 -114,685 -12.3% 9,957,921
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,293.75 2,289.75 2,271.75
R3 2,284.25 2,280.25 2,269.00
R2 2,274.75 2,274.75 2,268.25
R1 2,270.75 2,270.75 2,267.25 2,272.75
PP 2,265.25 2,265.25 2,265.25 2,266.50
S1 2,261.25 2,261.25 2,265.75 2,263.25
S2 2,255.75 2,255.75 2,264.75
S3 2,246.25 2,251.75 2,264.00
S4 2,236.75 2,242.25 2,261.25
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 2,272.50 2,243.00 29.50 1.3% 16.75 0.7% 80% False False 1,480,500
10 2,273.00 2,201.50 71.50 3.2% 19.50 0.9% 91% False False 1,443,625
20 2,273.00 2,174.25 98.75 4.4% 17.00 0.8% 93% False False 735,723
40 2,273.00 2,023.00 250.00 11.0% 21.50 1.0% 97% False False 370,881
60 2,273.00 2,023.00 250.00 11.0% 21.00 0.9% 97% False False 248,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.63
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 2,310.00
2.618 2,294.25
1.618 2,284.75
1.000 2,279.00
0.618 2,275.25
HIGH 2,269.50
0.618 2,265.75
0.500 2,264.75
0.382 2,263.75
LOW 2,260.00
0.618 2,254.25
1.000 2,250.50
1.618 2,244.75
2.618 2,235.25
4.250 2,219.50
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 2,266.00 2,264.25
PP 2,265.25 2,261.75
S1 2,264.75 2,259.50

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

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