E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 2,258.25 2,257.50 -0.75 0.0% 2,256.00
High 2,261.00 2,261.00 0.00 0.0% 2,269.50
Low 2,251.50 2,254.25 2.75 0.1% 2,251.50
Close 2,258.75 2,260.00 1.25 0.1% 2,260.00
Range 9.50 6.75 -2.75 -28.9% 18.00
ATR 17.87 17.08 -0.79 -4.4% 0.00
Volume 847,626 396,535 -451,091 -53.2% 3,654,561
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,278.75 2,276.00 2,263.75
R3 2,272.00 2,269.25 2,261.75
R2 2,265.25 2,265.25 2,261.25
R1 2,262.50 2,262.50 2,260.50 2,264.00
PP 2,258.50 2,258.50 2,258.50 2,259.00
S1 2,255.75 2,255.75 2,259.50 2,257.00
S2 2,251.75 2,251.75 2,258.75
S3 2,245.00 2,249.00 2,258.25
S4 2,238.25 2,242.25 2,256.25
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 2,314.25 2,305.25 2,270.00
R3 2,296.25 2,287.25 2,265.00
R2 2,278.25 2,278.25 2,263.25
R1 2,269.25 2,269.25 2,261.75 2,273.75
PP 2,260.25 2,260.25 2,260.25 2,262.50
S1 2,251.25 2,251.25 2,258.25 2,255.75
S2 2,242.25 2,242.25 2,256.75
S3 2,224.25 2,233.25 2,255.00
S4 2,206.25 2,215.25 2,250.00
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 2,251.50 18.00 0.8% 9.00 0.4% 47% False False 730,912
10 2,273.00 2,243.00 30.00 1.3% 15.25 0.7% 57% False False 1,361,248
20 2,273.00 2,174.25 98.75 4.4% 16.50 0.7% 87% False False 829,978
40 2,273.00 2,023.00 250.00 11.1% 21.00 0.9% 95% False False 418,451
60 2,273.00 2,023.00 250.00 11.1% 20.25 0.9% 95% False False 279,769
80 2,273.00 2,023.00 250.00 11.1% 21.25 0.9% 95% False False 210,152
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 2,289.75
2.618 2,278.75
1.618 2,272.00
1.000 2,267.75
0.618 2,265.25
HIGH 2,261.00
0.618 2,258.50
0.500 2,257.50
0.382 2,256.75
LOW 2,254.25
0.618 2,250.00
1.000 2,247.50
1.618 2,243.25
2.618 2,236.50
4.250 2,225.50
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 2,259.25 2,260.00
PP 2,258.50 2,259.75
S1 2,257.50 2,259.75

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

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