E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 2,256.25 2,270.75 14.50 0.6% 2,264.25
High 2,274.75 2,290.00 15.25 0.7% 2,267.00
Low 2,254.25 2,269.50 15.25 0.7% 2,247.75
Close 2,269.00 2,288.50 19.50 0.9% 2,260.25
Range 20.50 20.50 0.00 0.0% 19.25
ATR 15.68 16.06 0.38 2.4% 0.00
Volume 2,566 4,957 2,391 93.2% 7,538
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,344.25 2,336.75 2,299.75
R3 2,323.75 2,316.25 2,294.25
R2 2,303.25 2,303.25 2,292.25
R1 2,295.75 2,295.75 2,290.50 2,299.50
PP 2,282.75 2,282.75 2,282.75 2,284.50
S1 2,275.25 2,275.25 2,286.50 2,279.00
S2 2,262.25 2,262.25 2,284.75
S3 2,241.75 2,254.75 2,282.75
S4 2,221.25 2,234.25 2,277.25
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 2,316.00 2,307.50 2,270.75
R3 2,296.75 2,288.25 2,265.50
R2 2,277.50 2,277.50 2,263.75
R1 2,269.00 2,269.00 2,262.00 2,263.50
PP 2,258.25 2,258.25 2,258.25 2,255.75
S1 2,249.75 2,249.75 2,258.50 2,244.50
S2 2,239.00 2,239.00 2,256.75
S3 2,219.75 2,230.50 2,255.00
S4 2,200.50 2,211.25 2,249.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,290.00 2,246.25 43.75 1.9% 17.00 0.7% 97% True False 2,887
10 2,290.00 2,243.00 47.00 2.1% 15.75 0.7% 97% True False 2,362
20 2,290.00 2,222.50 67.50 2.9% 15.75 0.7% 98% True False 2,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 2.63
Fibonacci Retracements and Extensions
4.250 2,377.00
2.618 2,343.75
1.618 2,323.25
1.000 2,310.50
0.618 2,302.75
HIGH 2,290.00
0.618 2,282.25
0.500 2,279.75
0.382 2,277.25
LOW 2,269.50
0.618 2,256.75
1.000 2,249.00
1.618 2,236.25
2.618 2,215.75
4.250 2,182.50
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 2,285.50 2,281.75
PP 2,282.75 2,275.00
S1 2,279.75 2,268.00

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

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