E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 2,293.75 2,294.00 0.25 0.0% 2,266.00
High 2,299.50 2,296.75 -2.75 -0.1% 2,299.50
Low 2,289.50 2,287.00 -2.50 -0.1% 2,251.75
Close 2,294.00 2,289.00 -5.00 -0.2% 2,289.00
Range 10.00 9.75 -0.25 -2.5% 47.75
ATR 16.13 15.67 -0.46 -2.8% 0.00
Volume 1,170,427 942,076 -228,351 -19.5% 6,246,578
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,320.25 2,314.25 2,294.25
R3 2,310.50 2,304.50 2,291.75
R2 2,300.75 2,300.75 2,290.75
R1 2,294.75 2,294.75 2,290.00 2,293.00
PP 2,291.00 2,291.00 2,291.00 2,290.00
S1 2,285.00 2,285.00 2,288.00 2,283.00
S2 2,281.25 2,281.25 2,287.25
S3 2,271.50 2,275.25 2,286.25
S4 2,261.75 2,265.50 2,283.75
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,423.25 2,404.00 2,315.25
R3 2,375.50 2,356.25 2,302.25
R2 2,327.75 2,327.75 2,297.75
R1 2,308.50 2,308.50 2,293.50 2,318.00
PP 2,280.00 2,280.00 2,280.00 2,285.00
S1 2,260.75 2,260.75 2,284.50 2,270.50
S2 2,232.25 2,232.25 2,280.25
S3 2,184.50 2,213.00 2,275.75
S4 2,136.75 2,165.25 2,262.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,299.50 2,251.75 47.75 2.1% 15.50 0.7% 78% False False 1,249,315
10 2,299.50 2,251.75 47.75 2.1% 14.00 0.6% 78% False False 1,321,487
20 2,299.50 2,228.00 71.50 3.1% 15.50 0.7% 85% False False 1,365,837
40 2,299.50 2,174.25 125.25 5.5% 16.25 0.7% 92% False False 1,134,592
60 2,299.50 2,023.00 276.50 12.1% 19.00 0.8% 96% False False 759,116
80 2,299.50 2,023.00 276.50 12.1% 19.00 0.8% 96% False False 569,983
100 2,299.50 2,023.00 276.50 12.1% 20.00 0.9% 96% False False 456,281
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 2.18
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 2,338.25
2.618 2,322.25
1.618 2,312.50
1.000 2,306.50
0.618 2,302.75
HIGH 2,296.75
0.618 2,293.00
0.500 2,292.00
0.382 2,290.75
LOW 2,287.00
0.618 2,281.00
1.000 2,277.25
1.618 2,271.25
2.618 2,261.50
4.250 2,245.50
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 2,292.00 2,288.50
PP 2,291.00 2,287.75
S1 2,290.00 2,287.00

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

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