E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 2,299.00 2,308.75 9.75 0.4% 2,287.75
High 2,310.50 2,323.75 13.25 0.6% 2,310.50
Low 2,297.75 2,308.25 10.50 0.5% 2,276.00
Close 2,307.50 2,321.25 13.75 0.6% 2,307.50
Range 12.75 15.50 2.75 21.6% 34.50
ATR 15.31 15.38 0.07 0.4% 0.00
Volume 4,724 16,517 11,793 249.6% 22,673
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,364.25 2,358.25 2,329.75
R3 2,348.75 2,342.75 2,325.50
R2 2,333.25 2,333.25 2,324.00
R1 2,327.25 2,327.25 2,322.75 2,330.25
PP 2,317.75 2,317.75 2,317.75 2,319.25
S1 2,311.75 2,311.75 2,319.75 2,314.75
S2 2,302.25 2,302.25 2,318.50
S3 2,286.75 2,296.25 2,317.00
S4 2,271.25 2,280.75 2,312.75
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 2,401.50 2,389.00 2,326.50
R3 2,367.00 2,354.50 2,317.00
R2 2,332.50 2,332.50 2,313.75
R1 2,320.00 2,320.00 2,310.75 2,326.25
PP 2,298.00 2,298.00 2,298.00 2,301.00
S1 2,285.50 2,285.50 2,304.25 2,291.75
S2 2,263.50 2,263.50 2,301.25
S3 2,229.00 2,251.00 2,298.00
S4 2,194.50 2,216.50 2,288.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,323.75 2,276.00 47.75 2.1% 14.00 0.6% 95% True False 7,398
10 2,323.75 2,257.25 66.50 2.9% 15.00 0.6% 96% True False 5,458
20 2,323.75 2,246.25 77.50 3.3% 14.75 0.6% 97% True False 4,447
40 2,323.75 2,222.50 101.25 4.4% 14.50 0.6% 98% True False 3,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,389.50
2.618 2,364.25
1.618 2,348.75
1.000 2,339.25
0.618 2,333.25
HIGH 2,323.75
0.618 2,317.75
0.500 2,316.00
0.382 2,314.25
LOW 2,308.25
0.618 2,298.75
1.000 2,292.75
1.618 2,283.25
2.618 2,267.75
4.250 2,242.50
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 2,319.50 2,315.25
PP 2,317.75 2,309.25
S1 2,316.00 2,303.00

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

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