E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 2,346.50 2,360.00 13.50 0.6% 2,314.25
High 2,365.00 2,363.75 -1.25 -0.1% 2,351.50
Low 2,346.00 2,355.25 9.25 0.4% 2,313.25
Close 2,360.00 2,361.00 1.00 0.0% 2,348.00
Range 19.00 8.50 -10.50 -55.3% 38.25
ATR 16.03 15.49 -0.54 -3.4% 0.00
Volume 1,653,551 1,301,504 -352,047 -21.3% 7,269,381
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,385.50 2,381.75 2,365.75
R3 2,377.00 2,373.25 2,363.25
R2 2,368.50 2,368.50 2,362.50
R1 2,364.75 2,364.75 2,361.75 2,366.50
PP 2,360.00 2,360.00 2,360.00 2,361.00
S1 2,356.25 2,356.25 2,360.25 2,358.00
S2 2,351.50 2,351.50 2,359.50
S3 2,343.00 2,347.75 2,358.75
S4 2,334.50 2,339.25 2,356.25
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,452.25 2,438.50 2,369.00
R3 2,414.00 2,400.25 2,358.50
R2 2,375.75 2,375.75 2,355.00
R1 2,362.00 2,362.00 2,351.50 2,369.00
PP 2,337.50 2,337.50 2,337.50 2,341.00
S1 2,323.75 2,323.75 2,344.50 2,330.50
S2 2,299.25 2,299.25 2,341.00
S3 2,261.00 2,285.50 2,337.50
S4 2,222.75 2,247.25 2,327.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,365.00 2,331.25 33.75 1.4% 14.75 0.6% 88% False False 1,524,784
10 2,365.00 2,281.00 84.00 3.6% 15.25 0.6% 95% False False 1,404,006
20 2,365.00 2,262.25 102.75 4.4% 15.50 0.7% 96% False False 1,388,538
40 2,365.00 2,228.00 137.00 5.8% 15.50 0.7% 97% False False 1,337,110
60 2,365.00 2,174.25 190.75 8.1% 16.00 0.7% 98% False False 1,161,604
80 2,365.00 2,023.00 342.00 14.5% 18.50 0.8% 99% False False 872,863
100 2,365.00 2,023.00 342.00 14.5% 18.50 0.8% 99% False False 698,771
120 2,365.00 2,023.00 342.00 14.5% 19.25 0.8% 99% False False 582,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.93
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 2,400.00
2.618 2,386.00
1.618 2,377.50
1.000 2,372.25
0.618 2,369.00
HIGH 2,363.75
0.618 2,360.50
0.500 2,359.50
0.382 2,358.50
LOW 2,355.25
0.618 2,350.00
1.000 2,346.75
1.618 2,341.50
2.618 2,333.00
4.250 2,319.00
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 2,360.50 2,357.50
PP 2,360.00 2,354.25
S1 2,359.50 2,350.75

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

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