E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 2,260.25 2,267.25 7.00 0.3% 2,255.25
High 2,269.50 2,268.00 -1.50 -0.1% 2,273.00
Low 2,260.00 2,258.00 -2.00 -0.1% 2,243.00
Close 2,266.50 2,260.50 -6.00 -0.3% 2,255.25
Range 9.50 10.00 0.50 5.3% 30.00
ATR 19.17 18.51 -0.65 -3.4% 0.00
Volume 814,005 667,705 -146,300 -18.0% 9,957,921
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,292.25 2,286.25 2,266.00
R3 2,282.25 2,276.25 2,263.25
R2 2,272.25 2,272.25 2,262.25
R1 2,266.25 2,266.25 2,261.50 2,264.25
PP 2,262.25 2,262.25 2,262.25 2,261.00
S1 2,256.25 2,256.25 2,259.50 2,254.25
S2 2,252.25 2,252.25 2,258.75
S3 2,242.25 2,246.25 2,257.75
S4 2,232.25 2,236.25 2,255.00
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 2,269.50 2,247.25 22.25 1.0% 12.75 0.6% 60% False False 1,160,488
10 2,273.00 2,227.75 45.25 2.0% 17.00 0.8% 72% False False 1,478,080
20 2,273.00 2,174.25 98.75 4.4% 17.00 0.8% 87% False False 768,671
40 2,273.00 2,023.00 250.00 11.1% 21.50 0.9% 95% False False 387,515
60 2,273.00 2,023.00 250.00 11.1% 20.75 0.9% 95% False False 259,148
80 2,273.00 2,023.00 250.00 11.1% 21.25 0.9% 95% False False 194,602
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,310.50
2.618 2,294.25
1.618 2,284.25
1.000 2,278.00
0.618 2,274.25
HIGH 2,268.00
0.618 2,264.25
0.500 2,263.00
0.382 2,261.75
LOW 2,258.00
0.618 2,251.75
1.000 2,248.00
1.618 2,241.75
2.618 2,231.75
4.250 2,215.50
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 2,263.00 2,261.75
PP 2,262.25 2,261.25
S1 2,261.25 2,261.00

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

View Archives - Comment on this page... - Back to Index of Symbols