E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 03-Mar-2017
Day Change Summary
Previous Current
02-Mar-2017 03-Mar-2017 Change Change % Previous Week
Open 2,392.25 2,379.75 -12.50 -0.5% 2,362.75
High 2,394.25 2,383.25 -11.00 -0.5% 2,401.00
Low 2,378.00 2,373.75 -4.25 -0.2% 2,357.50
Close 2,382.00 2,381.25 -0.75 0.0% 2,381.25
Range 16.25 9.50 -6.75 -41.5% 43.50
ATR 16.46 15.96 -0.50 -3.0% 0.00
Volume 1,744,834 1,357,594 -387,240 -22.2% 8,041,264
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,408.00 2,404.00 2,386.50
R3 2,398.50 2,394.50 2,383.75
R2 2,389.00 2,389.00 2,383.00
R1 2,385.00 2,385.00 2,382.00 2,387.00
PP 2,379.50 2,379.50 2,379.50 2,380.50
S1 2,375.50 2,375.50 2,380.50 2,377.50
S2 2,370.00 2,370.00 2,379.50
S3 2,360.50 2,366.00 2,378.75
S4 2,351.00 2,356.50 2,376.00
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,510.50 2,489.25 2,405.25
R3 2,467.00 2,445.75 2,393.25
R2 2,423.50 2,423.50 2,389.25
R1 2,402.25 2,402.25 2,385.25 2,413.00
PP 2,380.00 2,380.00 2,380.00 2,385.25
S1 2,358.75 2,358.75 2,377.25 2,369.50
S2 2,336.50 2,336.50 2,373.25
S3 2,293.00 2,315.25 2,369.25
S4 2,249.50 2,271.75 2,357.25
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 2,357.50 43.50 1.8% 17.00 0.7% 55% False False 1,608,252
10 2,401.00 2,336.50 64.50 2.7% 15.50 0.7% 69% False False 1,550,415
20 2,401.00 2,270.50 130.50 5.5% 15.50 0.7% 85% False False 1,448,107
40 2,401.00 2,248.50 152.50 6.4% 15.50 0.6% 87% False False 1,433,192
60 2,401.00 2,195.00 206.00 8.7% 16.00 0.7% 90% False False 1,344,842
80 2,401.00 2,023.00 378.00 15.9% 18.00 0.8% 95% False False 1,011,883
100 2,401.00 2,023.00 378.00 15.9% 18.25 0.8% 95% False False 810,096
120 2,401.00 2,023.00 378.00 15.9% 19.00 0.8% 95% False False 675,401
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.93
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,423.50
2.618 2,408.00
1.618 2,398.50
1.000 2,392.75
0.618 2,389.00
HIGH 2,383.25
0.618 2,379.50
0.500 2,378.50
0.382 2,377.50
LOW 2,373.75
0.618 2,368.00
1.000 2,364.25
1.618 2,358.50
2.618 2,349.00
4.250 2,333.50
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 2,380.25 2,382.00
PP 2,379.50 2,381.75
S1 2,378.50 2,381.50

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

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