E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 2,275.00 2,274.00 -1.00 0.0% 2,282.00
High 2,279.75 2,294.00 14.25 0.6% 2,294.00
Low 2,264.50 2,270.50 6.00 0.3% 2,262.25
Close 2,275.50 2,291.00 15.50 0.7% 2,291.00
Range 15.25 23.50 8.25 54.1% 31.75
ATR 16.31 16.82 0.51 3.1% 0.00
Volume 1,414,426 1,405,520 -8,906 -0.6% 7,864,754
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,355.75 2,346.75 2,304.00
R3 2,332.25 2,323.25 2,297.50
R2 2,308.75 2,308.75 2,295.25
R1 2,299.75 2,299.75 2,293.25 2,304.25
PP 2,285.25 2,285.25 2,285.25 2,287.50
S1 2,276.25 2,276.25 2,288.75 2,280.75
S2 2,261.75 2,261.75 2,286.75
S3 2,238.25 2,252.75 2,284.50
S4 2,214.75 2,229.25 2,278.00
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,377.75 2,366.00 2,308.50
R3 2,346.00 2,334.25 2,299.75
R2 2,314.25 2,314.25 2,296.75
R1 2,302.50 2,302.50 2,294.00 2,308.50
PP 2,282.50 2,282.50 2,282.50 2,285.25
S1 2,270.75 2,270.75 2,288.00 2,276.50
S2 2,250.75 2,250.75 2,285.25
S3 2,219.00 2,239.00 2,282.25
S4 2,187.25 2,207.25 2,273.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,294.00 2,262.25 31.75 1.4% 18.75 0.8% 91% True False 1,572,950
10 2,299.50 2,251.75 47.75 2.1% 17.00 0.7% 82% False False 1,411,133
20 2,299.50 2,248.50 51.00 2.2% 16.00 0.7% 83% False False 1,422,352
40 2,299.50 2,201.50 98.00 4.3% 16.50 0.7% 91% False False 1,325,724
60 2,299.50 2,023.00 276.50 12.1% 18.75 0.8% 97% False False 889,822
80 2,299.50 2,023.00 276.50 12.1% 19.00 0.8% 97% False False 668,136
100 2,299.50 2,023.00 276.50 12.1% 19.50 0.9% 97% False False 534,898
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 3.33
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 2,394.00
2.618 2,355.50
1.618 2,332.00
1.000 2,317.50
0.618 2,308.50
HIGH 2,294.00
0.618 2,285.00
0.500 2,282.25
0.382 2,279.50
LOW 2,270.50
0.618 2,256.00
1.000 2,247.00
1.618 2,232.50
2.618 2,209.00
4.250 2,170.50
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 2,288.00 2,287.00
PP 2,285.25 2,283.25
S1 2,282.25 2,279.25

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

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