E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 2,341.00 2,337.00 -4.00 -0.2% 2,373.75
High 2,352.75 2,341.50 -11.25 -0.5% 2,378.75
Low 2,331.75 2,317.75 -14.00 -0.6% 2,331.75
Close 2,344.75 2,338.50 -6.25 -0.3% 2,344.75
Range 21.00 23.75 2.75 13.1% 47.00
ATR 17.02 17.73 0.71 4.2% 0.00
Volume 1,600,274 1,614,233 13,959 0.9% 8,759,290
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,403.75 2,395.00 2,351.50
R3 2,380.00 2,371.25 2,345.00
R2 2,356.25 2,356.25 2,342.75
R1 2,347.50 2,347.50 2,340.75 2,352.00
PP 2,332.50 2,332.50 2,332.50 2,334.75
S1 2,323.75 2,323.75 2,336.25 2,328.00
S2 2,308.75 2,308.75 2,334.25
S3 2,285.00 2,300.00 2,332.00
S4 2,261.25 2,276.25 2,325.50
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 2,492.75 2,465.75 2,370.50
R3 2,445.75 2,418.75 2,357.75
R2 2,398.75 2,398.75 2,353.25
R1 2,371.75 2,371.75 2,349.00 2,361.75
PP 2,351.75 2,351.75 2,351.75 2,346.75
S1 2,324.75 2,324.75 2,340.50 2,314.75
S2 2,304.75 2,304.75 2,336.25
S3 2,257.75 2,277.75 2,331.75
S4 2,210.75 2,230.75 2,319.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,378.75 2,317.75 61.00 2.6% 24.00 1.0% 34% False True 1,859,484
10 2,388.75 2,317.75 71.00 3.0% 19.75 0.8% 29% False True 1,705,704
20 2,397.25 2,317.75 79.50 3.4% 17.50 0.7% 26% False True 1,097,322
40 2,397.25 2,257.25 140.00 6.0% 16.25 0.7% 58% False False 553,028
60 2,397.25 2,222.50 174.75 7.5% 15.75 0.7% 66% False False 369,512
80 2,397.25 2,168.75 228.50 9.8% 16.00 0.7% 74% False False 277,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,442.50
2.618 2,403.75
1.618 2,380.00
1.000 2,365.25
0.618 2,356.25
HIGH 2,341.50
0.618 2,332.50
0.500 2,329.50
0.382 2,326.75
LOW 2,317.75
0.618 2,303.00
1.000 2,294.00
1.618 2,279.25
2.618 2,255.50
4.250 2,216.75
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 2,335.50 2,338.00
PP 2,332.50 2,337.50
S1 2,329.50 2,337.00

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

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