E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 2,293.00 2,286.25 -6.75 -0.3% 2,282.00
High 2,294.25 2,295.00 0.75 0.0% 2,294.00
Low 2,283.50 2,284.00 0.50 0.0% 2,262.25
Close 2,286.50 2,288.50 2.00 0.1% 2,291.00
Range 10.75 11.00 0.25 2.3% 31.75
ATR 16.39 16.00 -0.38 -2.3% 0.00
Volume 1,164,914 1,202,059 37,145 3.2% 7,864,754
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,322.25 2,316.25 2,294.50
R3 2,311.25 2,305.25 2,291.50
R2 2,300.25 2,300.25 2,290.50
R1 2,294.25 2,294.25 2,289.50 2,297.25
PP 2,289.25 2,289.25 2,289.25 2,290.50
S1 2,283.25 2,283.25 2,287.50 2,286.25
S2 2,278.25 2,278.25 2,286.50
S3 2,267.25 2,272.25 2,285.50
S4 2,256.25 2,261.25 2,282.50
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 2,295.00 2,264.50 30.50 1.3% 15.50 0.7% 79% True False 1,350,385
10 2,299.50 2,262.25 37.25 1.6% 15.50 0.7% 70% False False 1,373,070
20 2,299.50 2,248.50 51.00 2.2% 15.50 0.7% 78% False False 1,411,891
40 2,299.50 2,228.00 71.50 3.1% 15.75 0.7% 85% False False 1,356,736
60 2,299.50 2,142.25 157.25 6.9% 16.25 0.7% 93% False False 928,877
80 2,299.50 2,023.00 276.50 12.1% 18.50 0.8% 96% False False 697,654
100 2,299.50 2,023.00 276.50 12.1% 19.00 0.8% 96% False False 558,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,341.75
2.618 2,323.75
1.618 2,312.75
1.000 2,306.00
0.618 2,301.75
HIGH 2,295.00
0.618 2,290.75
0.500 2,289.50
0.382 2,288.25
LOW 2,284.00
0.618 2,277.25
1.000 2,273.00
1.618 2,266.25
2.618 2,255.25
4.250 2,237.25
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 2,289.50 2,286.50
PP 2,289.25 2,284.75
S1 2,288.75 2,282.75

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

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