E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 2,377.00 2,368.00 -9.00 -0.4% 2,358.75
High 2,377.25 2,372.00 -5.25 -0.2% 2,397.25
Low 2,363.75 2,361.25 -2.50 -0.1% 2,353.50
Close 2,372.00 2,363.00 -9.00 -0.4% 2,377.75
Range 13.50 10.75 -2.75 -20.4% 43.75
ATR 15.58 15.23 -0.34 -2.2% 0.00
Volume 57,669 96,753 39,084 67.8% 146,602
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,397.75 2,391.00 2,369.00
R3 2,387.00 2,380.25 2,366.00
R2 2,376.25 2,376.25 2,365.00
R1 2,369.50 2,369.50 2,364.00 2,367.50
PP 2,365.50 2,365.50 2,365.50 2,364.50
S1 2,358.75 2,358.75 2,362.00 2,356.75
S2 2,354.75 2,354.75 2,361.00
S3 2,344.00 2,348.00 2,360.00
S4 2,333.25 2,337.25 2,357.00
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,507.50 2,486.25 2,401.75
R3 2,463.75 2,442.50 2,389.75
R2 2,420.00 2,420.00 2,385.75
R1 2,398.75 2,398.75 2,381.75 2,409.50
PP 2,376.25 2,376.25 2,376.25 2,381.50
S1 2,355.00 2,355.00 2,373.75 2,365.50
S2 2,332.50 2,332.50 2,369.75
S3 2,288.75 2,311.25 2,365.75
S4 2,245.00 2,267.50 2,353.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,397.25 2,359.25 38.00 1.6% 17.50 0.7% 10% False False 51,323
10 2,397.25 2,345.25 52.00 2.2% 14.75 0.6% 34% False False 33,291
20 2,397.25 2,276.00 121.25 5.1% 15.00 0.6% 72% False False 21,727
40 2,397.25 2,243.00 154.25 6.5% 15.00 0.6% 78% False False 12,367
60 2,397.25 2,222.50 174.75 7.4% 15.25 0.6% 80% False False 8,808
Crabel Price Patterns
NR True
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 2.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,417.75
2.618 2,400.25
1.618 2,389.50
1.000 2,382.75
0.618 2,378.75
HIGH 2,372.00
0.618 2,368.00
0.500 2,366.50
0.382 2,365.25
LOW 2,361.25
0.618 2,354.50
1.000 2,350.50
1.618 2,343.75
2.618 2,333.00
4.250 2,315.50
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 2,366.50 2,370.50
PP 2,365.50 2,368.00
S1 2,364.25 2,365.50

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

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