E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 2,364.50 2,392.25 27.75 1.2% 2,346.50
High 2,401.00 2,394.25 -6.75 -0.3% 2,367.50
Low 2,363.25 2,378.00 14.75 0.6% 2,346.00
Close 2,393.50 2,382.00 -11.50 -0.5% 2,365.00
Range 37.75 16.25 -21.50 -57.0% 21.50
ATR 16.47 16.46 -0.02 -0.1% 0.00
Volume 2,171,551 1,744,834 -426,717 -19.7% 6,063,373
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,433.50 2,424.00 2,391.00
R3 2,417.25 2,407.75 2,386.50
R2 2,401.00 2,401.00 2,385.00
R1 2,391.50 2,391.50 2,383.50 2,388.00
PP 2,384.75 2,384.75 2,384.75 2,383.00
S1 2,375.25 2,375.25 2,380.50 2,372.00
S2 2,368.50 2,368.50 2,379.00
S3 2,352.25 2,359.00 2,377.50
S4 2,336.00 2,342.75 2,373.00
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,424.00 2,416.00 2,376.75
R3 2,402.50 2,394.50 2,371.00
R2 2,381.00 2,381.00 2,369.00
R1 2,373.00 2,373.00 2,367.00 2,377.00
PP 2,359.50 2,359.50 2,359.50 2,361.50
S1 2,351.50 2,351.50 2,363.00 2,355.50
S2 2,338.00 2,338.00 2,361.00
S3 2,316.50 2,330.00 2,359.00
S4 2,295.00 2,308.50 2,353.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,401.00 2,349.50 51.50 2.2% 18.25 0.8% 63% False False 1,647,125
10 2,401.00 2,336.50 64.50 2.7% 16.00 0.7% 71% False False 1,588,357
20 2,401.00 2,264.50 136.50 5.7% 16.00 0.7% 86% False False 1,450,948
40 2,401.00 2,248.50 152.50 6.4% 15.75 0.7% 88% False False 1,434,374
60 2,401.00 2,174.25 226.75 9.5% 16.25 0.7% 92% False False 1,323,104
80 2,401.00 2,023.00 378.00 15.9% 18.00 0.8% 95% False False 994,957
100 2,401.00 2,023.00 378.00 15.9% 18.25 0.8% 95% False False 796,539
120 2,401.00 2,023.00 378.00 15.9% 19.50 0.8% 95% False False 664,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,463.25
2.618 2,436.75
1.618 2,420.50
1.000 2,410.50
0.618 2,404.25
HIGH 2,394.25
0.618 2,388.00
0.500 2,386.00
0.382 2,384.25
LOW 2,378.00
0.618 2,368.00
1.000 2,361.75
1.618 2,351.75
2.618 2,335.50
4.250 2,309.00
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 2,386.00 2,381.00
PP 2,384.75 2,380.25
S1 2,383.50 2,379.25

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

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