E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 2,262.00 2,265.50 3.50 0.2% 2,271.25
High 2,268.50 2,269.50 1.00 0.0% 2,275.25
Low 2,258.25 2,253.00 -5.25 -0.2% 2,248.50
Close 2,266.50 2,261.50 -5.00 -0.2% 2,272.50
Range 10.25 16.50 6.25 61.0% 26.75
ATR 16.13 16.15 0.03 0.2% 0.00
Volume 1,111,992 1,386,240 274,248 24.7% 7,009,068
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,310.75 2,302.75 2,270.50
R3 2,294.25 2,286.25 2,266.00
R2 2,277.75 2,277.75 2,264.50
R1 2,269.75 2,269.75 2,263.00 2,265.50
PP 2,261.25 2,261.25 2,261.25 2,259.25
S1 2,253.25 2,253.25 2,260.00 2,249.00
S2 2,244.75 2,244.75 2,258.50
S3 2,228.25 2,236.75 2,257.00
S4 2,211.75 2,220.25 2,252.50
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,345.75 2,335.75 2,287.25
R3 2,319.00 2,309.00 2,279.75
R2 2,292.25 2,292.25 2,277.50
R1 2,282.25 2,282.25 2,275.00 2,287.25
PP 2,265.50 2,265.50 2,265.50 2,268.00
S1 2,255.50 2,255.50 2,270.00 2,260.50
S2 2,238.75 2,238.75 2,267.50
S3 2,212.00 2,228.75 2,265.25
S4 2,185.25 2,202.00 2,257.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,273.50 2,248.50 25.00 1.1% 14.50 0.6% 52% False False 1,396,817
10 2,277.00 2,248.50 28.50 1.3% 14.75 0.6% 46% False False 1,392,256
20 2,277.00 2,228.00 49.00 2.2% 14.50 0.6% 68% False False 1,177,910
40 2,277.00 2,174.00 103.00 4.6% 16.00 0.7% 85% False False 936,615
60 2,277.00 2,023.00 254.00 11.2% 19.25 0.9% 94% False False 626,344
80 2,277.00 2,023.00 254.00 11.2% 19.50 0.9% 94% False False 470,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,339.50
2.618 2,312.75
1.618 2,296.25
1.000 2,286.00
0.618 2,279.75
HIGH 2,269.50
0.618 2,263.25
0.500 2,261.25
0.382 2,259.25
LOW 2,253.00
0.618 2,242.75
1.000 2,236.50
1.618 2,226.25
2.618 2,209.75
4.250 2,183.00
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 2,261.50 2,261.75
PP 2,261.25 2,261.75
S1 2,261.25 2,261.50

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

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