E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 2,280.75 2,281.25 0.50 0.0% 2,277.00
High 2,289.50 2,286.50 -3.00 -0.1% 2,288.50
Low 2,279.00 2,276.00 -3.00 -0.1% 2,257.25
Close 2,283.00 2,285.00 2.00 0.1% 2,285.75
Range 10.50 10.50 0.00 0.0% 31.25
ATR 15.50 15.14 -0.36 -2.3% 0.00
Volume 2,268 4,946 2,678 118.1% 24,493
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,314.00 2,310.00 2,290.75
R3 2,303.50 2,299.50 2,288.00
R2 2,293.00 2,293.00 2,287.00
R1 2,289.00 2,289.00 2,286.00 2,291.00
PP 2,282.50 2,282.50 2,282.50 2,283.50
S1 2,278.50 2,278.50 2,284.00 2,280.50
S2 2,272.00 2,272.00 2,283.00
S3 2,261.50 2,268.00 2,282.00
S4 2,251.00 2,257.50 2,279.25
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,371.00 2,359.50 2,303.00
R3 2,339.75 2,328.25 2,294.25
R2 2,308.50 2,308.50 2,291.50
R1 2,297.00 2,297.00 2,288.50 2,302.75
PP 2,277.25 2,277.25 2,277.25 2,280.00
S1 2,265.75 2,265.75 2,283.00 2,271.50
S2 2,246.00 2,246.00 2,280.00
S3 2,214.75 2,234.50 2,277.25
S4 2,183.50 2,203.25 2,268.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,289.50 2,259.50 30.00 1.3% 13.75 0.6% 85% False False 3,473
10 2,293.75 2,257.25 36.50 1.6% 14.25 0.6% 76% False False 4,147
20 2,293.75 2,243.00 50.75 2.2% 15.00 0.7% 83% False False 3,254
40 2,293.75 2,222.50 71.25 3.1% 15.25 0.7% 88% False False 2,500
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.48
Fibonacci Retracements and Extensions
4.250 2,331.00
2.618 2,314.00
1.618 2,303.50
1.000 2,297.00
0.618 2,293.00
HIGH 2,286.50
0.618 2,282.50
0.500 2,281.25
0.382 2,280.00
LOW 2,276.00
0.618 2,269.50
1.000 2,265.50
1.618 2,259.00
2.618 2,248.50
4.250 2,231.50
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 2,283.75 2,284.25
PP 2,282.50 2,283.50
S1 2,281.25 2,282.75

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

View Archives - Comment on this page... - Back to Index of Symbols