E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 2,266.00 2,260.75 -5.25 -0.2% 2,270.25
High 2,267.50 2,280.50 13.00 0.6% 2,272.75
Low 2,251.75 2,259.50 7.75 0.3% 2,253.00
Close 2,262.00 2,274.50 12.50 0.6% 2,266.00
Range 15.75 21.00 5.25 33.3% 19.75
ATR 15.91 16.28 0.36 2.3% 0.00
Volume 1,474,482 1,273,116 -201,366 -13.7% 5,775,633
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,334.50 2,325.50 2,286.00
R3 2,313.50 2,304.50 2,280.25
R2 2,292.50 2,292.50 2,278.25
R1 2,283.50 2,283.50 2,276.50 2,288.00
PP 2,271.50 2,271.50 2,271.50 2,273.75
S1 2,262.50 2,262.50 2,272.50 2,267.00
S2 2,250.50 2,250.50 2,270.75
S3 2,229.50 2,241.50 2,268.75
S4 2,208.50 2,220.50 2,263.00
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,323.25 2,314.25 2,276.75
R3 2,303.50 2,294.50 2,271.50
R2 2,283.75 2,283.75 2,269.50
R1 2,274.75 2,274.75 2,267.75 2,269.50
PP 2,264.00 2,264.00 2,264.00 2,261.25
S1 2,255.00 2,255.00 2,264.25 2,249.50
S2 2,244.25 2,244.25 2,262.50
S3 2,224.50 2,235.25 2,260.50
S4 2,204.75 2,215.50 2,255.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,280.50 2,251.75 28.75 1.3% 15.25 0.7% 79% True False 1,396,602
10 2,280.50 2,248.50 32.00 1.4% 15.50 0.7% 81% True False 1,450,711
20 2,280.50 2,228.00 52.50 2.3% 15.50 0.7% 89% True False 1,285,682
40 2,280.50 2,174.25 106.25 4.7% 16.25 0.7% 94% True False 1,048,138
60 2,280.50 2,023.00 257.50 11.3% 19.50 0.9% 98% True False 700,971
80 2,280.50 2,023.00 257.50 11.3% 19.25 0.9% 98% True False 526,329
100 2,280.50 2,023.00 257.50 11.3% 20.25 0.9% 98% True False 421,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,369.75
2.618 2,335.50
1.618 2,314.50
1.000 2,301.50
0.618 2,293.50
HIGH 2,280.50
0.618 2,272.50
0.500 2,270.00
0.382 2,267.50
LOW 2,259.50
0.618 2,246.50
1.000 2,238.50
1.618 2,225.50
2.618 2,204.50
4.250 2,170.25
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 2,273.00 2,271.75
PP 2,271.50 2,269.00
S1 2,270.00 2,266.00

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

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