E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 2,365.75 2,363.75 -2.00 -0.1% 2,362.75
High 2,373.00 2,369.25 -3.75 -0.2% 2,401.00
Low 2,359.50 2,354.00 -5.50 -0.2% 2,357.50
Close 2,364.00 2,366.25 2.25 0.1% 2,381.25
Range 13.50 15.25 1.75 13.0% 43.50
ATR 15.35 15.34 -0.01 0.0% 0.00
Volume 1,651,698 1,788,548 136,850 8.3% 8,041,264
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,409.00 2,402.75 2,374.75
R3 2,393.75 2,387.50 2,370.50
R2 2,378.50 2,378.50 2,369.00
R1 2,372.25 2,372.25 2,367.75 2,375.50
PP 2,363.25 2,363.25 2,363.25 2,364.75
S1 2,357.00 2,357.00 2,364.75 2,360.00
S2 2,348.00 2,348.00 2,363.50
S3 2,332.75 2,341.75 2,362.00
S4 2,317.50 2,326.50 2,357.75
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 2,383.25 2,354.00 29.25 1.2% 12.50 0.5% 42% False True 1,495,737
10 2,401.00 2,349.50 51.50 2.2% 15.50 0.7% 33% False False 1,571,431
20 2,401.00 2,287.75 113.25 4.8% 15.50 0.7% 69% False False 1,501,373
40 2,401.00 2,248.50 152.50 6.4% 15.50 0.7% 77% False False 1,456,100
60 2,401.00 2,228.00 173.00 7.3% 15.50 0.7% 80% False False 1,399,517
80 2,401.00 2,143.25 257.75 10.9% 15.75 0.7% 87% False False 1,087,915
100 2,401.00 2,023.00 378.00 16.0% 17.75 0.8% 91% False False 871,192
120 2,401.00 2,023.00 378.00 16.0% 18.25 0.8% 91% False False 726,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,434.00
2.618 2,409.25
1.618 2,394.00
1.000 2,384.50
0.618 2,378.75
HIGH 2,369.25
0.618 2,363.50
0.500 2,361.50
0.382 2,359.75
LOW 2,354.00
0.618 2,344.50
1.000 2,338.75
1.618 2,329.25
2.618 2,314.00
4.250 2,289.25
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 2,364.75 2,365.75
PP 2,363.25 2,365.25
S1 2,361.50 2,364.75

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

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